The main purpose of this paper is to investigate the statistical analysis of J\|effect in trade balance of Mexico in 1989\|1995.Sparse coefficients modeling has been successfully introduced for the model construction ...The main purpose of this paper is to investigate the statistical analysis of J\|effect in trade balance of Mexico in 1989\|1995.Sparse coefficients modeling has been successfully introduced for the model construction of J\|effect.Based on the model,the recovery period index is easy to define and the policy experiment also may be carried out by orthogonal experiment design.The results show that the develuation of Pesos and the short interest rate are over adjusted but the economic and financial policy during that period were basically correct.\;Finally,J\|effects between Mexico and Japan are compared,it seems that the recovery period of developing countries will be longer than the industry countries.展开更多
文摘The main purpose of this paper is to investigate the statistical analysis of J\|effect in trade balance of Mexico in 1989\|1995.Sparse coefficients modeling has been successfully introduced for the model construction of J\|effect.Based on the model,the recovery period index is easy to define and the policy experiment also may be carried out by orthogonal experiment design.The results show that the develuation of Pesos and the short interest rate are over adjusted but the economic and financial policy during that period were basically correct.\;Finally,J\|effects between Mexico and Japan are compared,it seems that the recovery period of developing countries will be longer than the industry countries.
