7天

C

π

Ygap

i(−1)

M2gap

Qgap

Adj.R²

DW

后顾性泰勒规则OLS估计

模型(1)

0.6296^**

0.0605^**

0.0694

0.7077^***

0.7192

1.8472

(3.1315)

(2.2348)

(1.6303)

(8.9964)

模型(2)

0.5549^***

0.0780^*

0.0943^**

0.7226^***

0.0094^**

0.7362

1.9696

(2.8093)

(2.8551)

(2.2104)

(9.4434)

(2.3061)

模型(3)

0.6104^***

0.0486^***

0.0558

0.7244^***

−0.0191

0.7227

1.8936

(3.0476)

(1.7204)

(1.2832)

(9.1546)

(−1.3598)

标准泰勒规则GMM估计

模型(4)

0.5881^***

0.0532^***

0.1020^***

0.7359^***

0.7572

2.1197

(5.1543)

(3.3600)

(2.8618)

(16.6162)

模型(5)

0.4852^***

0.0568^***

0.1319^***

0.7775^***

0.0076^**

0.7655

2.2654

(3.9556)

(2.9081)

(2.8254)

(18.5391_

(2.1499)

模型(6)

0.5754^***

0.0439^***

0.0842^**

0.7506^***

−0.0233^**

0.7525

2.1548

(5.2586)

(2.9241)

(2.3132)

(18.3330)

(−2.1568)

前瞻性泰勒规则GMM估计

模型(7)

0.4590^***

0.0624^***

0.0741^**

0.7777^***

0.7605

2.2536

(4.5217)

(3.6389)

(2.1628)

(25.3356)

模型(8)

0.4200^***

0.0651^***

0.0958^**

0.7923^***

0.0035

0.7477

2.2843

(2.9873)

(2.9520)

(2.3961)

(19.3069)

(1.1375)

模型(9)

0.4519^***

0.0690^***

0.0657^*

0.7713^***

0.0084

0.7558

2.2213

(4.4085)

(3.2965)

(1.9085)

(21.2736)

(0.4094)