3个月 | C | π | Ygap | i(−1) | M2gap | Qgap | Adj.R2 | DW | |
后顾性 泰勒规 则OLS 估计 | 模型(1) | 0.6585*** | 0.1133*** | 0.0694 | 0.7206*** | 0.7816 | 1.4697 | ||
(3.0811) | (3.2808) | (1.4324) | (10.1711) | ||||||
模型(2) | 0.5366** | 0.1341*** | 0.1019** | 0.7453*** | 0.0130*** | 0.8000 | 1.5830 | ||
(2.5613) | (3.9490) | (2.1257) | (10.8939) | (2.6789) | |||||
模型(3) | 0.6138*** | 0.0878** | 0.0434 | 0.7509*** | −0.0359** | 0.7930 | 1.5069 | ||
(2.9352) | (2.4631) | (0.8914) | (10.6680) | (−2.1629) | |||||
标准泰 勒规则 GMM估 计 | 模型(4) | 0.4556*** | 0.1294*** | 0.0805** | 0.7775*** | 0.8230 | 1.7362 | ||
(4.1014) | (5.3932) | (2.0961) | (20.1010) | ||||||
模型(5) | 0.3012** | 0.1275*** | 0.1174*** | 0.8257*** | 0.0096** | 0.8289 | 1.8590 | ||
(2.5705) | (4.1924) | (2.6902) | (23.0894) | (2.2526) | |||||
模型(6) | 0.4592*** | 0.0955*** | 0.0662* | 0.8065*** | −0.0411** | 0.8113 | 1.8010 | ||
(4.4619) | (3.9954) | (1.8465) | (23.3180) | (−2.3283) | |||||
前瞻性 泰勒规 则GMM 估计 | 模型(7) | 0.3164*** | 0.1314*** | 0.0643** | 0.8187*** | 0.8253 | 1.8819 | ||
(2.8290) | (5.5887) | (2.3102) | (22.3674) | ||||||
模型(8) | 0.2767* | 0.1325*** | 0.0759* | 0.8274*** | 0.0027 | 0.8183 | 1.8990 | ||
(1.9385) | (4.7109) | (2.2810) | (20.0696) | (0.8873) | |||||
模型(9) | 0.3146** | 0.1540*** | 0.0607** | 0.7976*** | 0.0301 | 0.8266 | 1.8120 | ||
(2.5906) | (6.5718) | (2.3354) | (18.4776) | (1.2288) |