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流动性与新冠疫情之间的关系:通过因果分析得出的来自一个新兴国家的每日证据

The relationship between mobility and COVID-19 pandemic: Daily evidence from an emerging country by causality analysis.

作者信息

Kartal Mustafa Tevfik, Depren Özer, Kiliç Depren Serpil

机构信息

Financial Reporting and Subsidiaries Directorate in Borsa İstanbul, İstanbul/Turkey.

Customer Experience Researches Directorate in Yapı Kredi Bank, İstanbul/Turkey.

出版信息

Transp Res Interdiscip Perspect. 2021 Jun;10:100366. doi: 10.1016/j.trip.2021.100366. Epub 2021 Apr 5.

Abstract

This study examines the relationship between mobility (a proxy for transport) and the COVID-19 pandemic by focusing on Turkey as an example of an emerging country. In this context, eight types of mobility and two indicators of COVID-19 were analyzed using daily data from March 11, 2020 to December 7, 2020 by applying Toda-Yamamoto causality test. The findings revealed that (i) there is cointegration between the variables in the long term; (ii) there is an econometric causality between mobility indicators (mobility of grocery, park, residential, retail, and workplace) and pandemic indicators; (iii) various mobility indicators have an econometric causality with different pandemic indicators; (iv) neither driving mobility nor walking mobility has an econometric causality with the pandemic indicators whereas some of the other types of mobility, such as grocery, park, and retail do. These results generally show the effects of mobility and highlight the importance of appropriate mobility restrictions in terms of the pandemic.

摘要

本研究以土耳其这个新兴国家为例,考察了出行(交通的一个代表指标)与新冠疫情之间的关系。在此背景下,运用Toda-Yamamoto因果关系检验,对2020年3月11日至2020年12月7日的每日数据进行分析,研究了八种出行类型和两个新冠疫情指标。研究结果显示:(i)长期来看,变量之间存在协整关系;(ii)出行指标(杂货店、公园、住宅、零售场所和工作场所的出行)与疫情指标之间存在计量经济学因果关系;(iii)各种出行指标与不同的疫情指标存在计量经济学因果关系;(iv)驾车出行和步行出行与疫情指标均不存在计量经济学因果关系,而其他一些出行类型,如去杂货店、公园和零售场所的出行则存在这种关系。这些结果总体上显示了出行的影响,并突出了在疫情方面实施适当出行限制的重要性。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/3ec2/9940612/fdb0ff8f2fdc/gr1_lrg.jpg

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