TT
Trang
1.
Li gi thiu
5
2.
Nguyn Thanh Nga
B môn
7
3.
Khoa Tài chính
KT
18
4.
Nam
25
5.
D báo lng
mô hình VAR
B
32
6.
45
7.
2000-2011
B môn
Lê Thu Hnh
Khoa QTKD
51
8.
báo l
Phan Th Hng Tho
Phân vin
58
9.
ng ca kiu hi ti lm phát
ti Vin 1996-2010
69
10.
78
11.
-
-KT
88
12.
-
99
STB, VCB qua vi.
-
-
-
-
-
-
P/EPS
n
-
-
-
-
-
Y
t
= a
1
.y
t-1
+ a
2
.x
1t-1
+ a
3
.x
2t-1
+ a
4
.x
3t-1
+ u
t
Y
t
X
1t
X
2t
X
3t
(%)
Cochrane orcutt.
a.
(*):
.
SJCB
STB
VCB
Mean
43.24263
22.10000
28.07486
Median
42.97000
22.50000
28.30000
Maximum
47.24000
26.50000
37.00000
Minimum
40.98000
15.10000
19.80000
Std. Dev.
1.393677
2.497815
3.367960
Sum Sq. Dev.
337.9662
1085.600
1973.709
Observations
175
175
175
2.
-
Ex
sjcb
Stb
B1
M1
K1
Vcb
B2
M2
K2
STB*EX/STB(-1) = 0.302923093302*STB(-1)*EX(-1)/STB(-2)
Se: (0.056472)
Pro: (0.0000)
T-statistic: (5.364153)
+ 0.061429779465*(M1(-1)-K1(-1))/M1(-1)
(0.007394)
(0.0000)
(8.307637)
- 0.0692904539705*(B1(-1)-K1(-1))/B1(-1)
(0.007515)
(0.0000)
(-9.220266)
+ 0.6962236588*SJCB(-1)*EX(-1)/SJCB(-2)
(0.007515)
(0.0000)
(12.30141)
R
2
= 0.990597
Ad_R
2
= 0.990307
DW = 1.829538
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
1.040030
Prob. F(2,160)
0.3558
Obs*R-squared
1.147989
Prob. Chi-Square(2)
0.5633
Heteroskedasticity Test: White
0
4
8
12
16
20
24
28
-0.04 -0.02 -0.00 0.02 0.04
Series: Residuals
Sample 8 175
Observations 168
Mean -0.001334
Median -0.001032
Maximum 0.054423
Minimum -0.051538
Std. Dev. 0.017163
Skewness -0.144366
Kurtosis 3.388962
Jarque-Bera 1.642601
Probability 0.439859
F-statistic
1.533638
Prob. F(21,146)
0.0746
Obs*R-squared
30.36184
Prob. Chi-Square(21)
0.0850
Scaled explained SS
34.28311
Prob. Chi-Square(21)
0.0338
-
Ramsey RESET Test:
F-statistic
1.141509
Prob. F(1,161)
0.2869
Log likelihood ratio
1.186937
Prob. Chi-Square(1)
0.2759
b
VCB*EX/VCB(-1) = 0.34480441004*VCB(-1)*EX(-1)/VCB(-2)
Se: (0.081765)
Pro: (0.0000)
T-statistic: (4.217036)
+ 0.0920748639221*(M7(-1)-K7(-1))/M7(-1)
(0.013267)
(0.0000)
(6.940365)
- 0.0948160226181*(B7(-1)-K7(-1))/B7(-1)
(0.012207)
(0.0000)
(-7.767333)
+ 0.657698957195*SJCB(-1)*EX3(-1)/SJCB(-2)
(0.082710)
(0.0000)
(7.951841)
R
2
= 0.982413
Ad_R
2
= 0.981480
DW = 1.912441
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
1.659515
Prob. F(2,130)
0.1942
Obs*R-squared
3.485188
Prob. Chi-Square(2)
0.1751
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
2.073640
Prob. F(4,135)
0.0877
Obs*R-squared
8.103854
Prob. Chi-Square(4)
0.0878
Scaled explained SS
9.668494
Prob. Chi-Square(4)
0.0464
Ramsey RESET Test:
F-statistic
0.355753
Prob. F(1,131)
0.5519
Log likelihood ratio
0.379679
Prob. Chi-Square(1)
0.5378
Gi
22/06/2012
22.5912
22.3
0.29120
0.084795377
25/06/2012
22.34135
22.4
-0.05865
0.003439248
26/06/2012
22.32183
22.4
-0.07817
0.006109916
0
4
8
12
16
20
-0.075 -0.050 -0.025 0.000 0.025 0.050
Series: Residuals
Sample 36 175
Observations 140
Mean -2.27e-05
Median -0.000765
Maximum 0.065873
Minimum -0.070443
Std. Dev. 0.020588
Skewness -0.319455
Kurtosis 3.682729
Jarque-Bera 5.100230
Probability 0.078073
27/06/2012
22.62653
22.3
0.32653
0.10662313
28/06/2012
22.00865
22.2
-0.19135
0.036613183
29/06/2012
21.81104
22.2
-0.38896
0.15128886
2/7/2012
21.87865
22.2
-0.32135
0.103262771
3/7/2012
22.0276
22
0.02760
0.000761977
4/7/2012
22.01253
22
0.01253
0.000156994
5/7/2012
22.42379
22.2
0.22379
0.050083606
6/7/2012
22.38017
22.2
0.18017
0.032460575
9/7/2012
22.43992
22.2
0.23992
0.057559248
10/7/2012
22.12731
22.2
-0.07269
0.005283916
11/7/2012
22.31202
22.2
0.11202
0.012548544
12/7/2012
22.04456
22.1
-0.05544
0.00307319
13/7/2012
22.0629
22.2
-0.13710
0.018797556
16/07/2012
22.16533
22.2
-0.03467
0.001202181
17/07/2012
22.57498
22.3
0.27498
0.075611414
18/07/2012
22.4972
22.3
0.19720
0.038886547
19/07/2012
22.32735
22.3
0.02735
0.000747926
20/07/2012
22.79632
22.4
0.39632
0.157072244
23/07/2012
22.54896
22.4
0.14896
0.02218972
24/07/2012
22.867
22.6
0.26700
0.071286993
25/07/2012
22.76891
22.6
0.16891
0.028530983
26/07/2012
22.92251
22.7
0.22251
0.049512467
27/07/2012
22.92866
22.9
0.02866
0.000821346
30/07/2012
22.98807
22.9
0.08807
0.007756364
31/07/2012
23.24031
23.2
0.04031
0.001624742
1/8/2012
23.26828
23.3
-0.03172
0.001006133
2/8/2012
23.36857
23.2
0.16857
0.02841655
3/8/2012
22.84682
23.3
-0.45318
0.2053698
6/8/2012
22.67074
23.2
-0.52926
0.280118682
7/8/2012
22.66954
23
-0.33046
0.109202487
8/8/2012
22.34438
23
-0.65562
0.429835905
9/8/2012
22.7568
23.1
-0.34320
0.117785034
10/8/2012
22.59562
23
-0.40438
0.163526917
13/08/2012
22.5856
23
-0.41440
0.171731463
14/08/2012
22.53152
22.8
-0.26848
0.072083807
15/08/2012
22.59987
22.8
-0.20013
0.040053734
16/08/2012
22.50341
22.9
-0.39659
0.157286002
17/08/2012
22.38412
22.8
-0.41588
0.172957826
20/08/2012
22.0703
22.7
-0.62970
0.396518406
21/08/2012
22.72726
22.8
-0.07274
0.005290931
22/08/2012
20.98329
21.7
-0.71671
0.513676166
23/08/2012
19.59974
20.7
-1.10026
1.210566138
24/08/2012
19.31899
19.7
-0.38101
0.145166728
27/08/2012
19.90715
20.1
-0.19285
0.037192371
28/08/2012
20.72515
20
0.72515
0.525836655
29/08/2012
20.62129
20
0.62129
0.38600148
30/08/2012
19.79789
19.6
0.19789
0.039159838
31/08/2012
19.6328
20
-0.36720
0.134837433
4/9/2012
20.09798
20
0.09798
0.009599257
5/9/2012
20.33008
20
0.33008
0.10895385
6/9/2012
20.38208
20
0.38208
0.145983898
7/9/2012
20.42322
20
0.42322
0.179114456
10/9/2012
20.06732
20
0.06732
0.004532109
11/9/2012
19.87271
20
-0.12729
0.016202905
12/9/2012
19.63241
20
-0.36759
0.135120041
13/09/2012
19.9913
20
-0.00870
7.57236E-05
14/09/2012
19.87404
20
-0.12596
0.015866063
(stbf-stb)
2
/60 =
0.118119
Date
22/06/2012
29.9
29.01851
-0.88149
0.777025
25/06/2012
29.6
29.35149
-0.24851
0.061757
26/06/2012
29.4
29.67974
0.27974
0.078254
27/06/2012
28.8
29.1944
0.3944
0.155551
28/06/2012
28.8
29.38744
0.58744
0.345086
29/06/2012
29.2
28.50732
-0.69268
0.479806
2/7/2012
29.5
27.82503
-1.67497
2.805525
3/7/2012
29.3
28.57832
-0.72168
0.520822
4/7/2012
28.1
28.75451
0.65451
0.428383
5/7/2012
28.1
28.10127
0.00127
1.61E-06
6/7/2012
28.6
28.67533
0.07533
0.005675
9/7/2012
28.5
28.4237
-0.0763
0.005822
10/7/2012
28
28.39922
0.39922
0.159377
11/7/2012
27.8
27.69383
-0.10617
0.011272
12/7/2012
28
27.66004
-0.33996
0.115573
13/7/2012
28
27.07654
-0.92346
0.852778
16/07/2012
28.6
27.70594
-0.89406
0.799343
17/07/2012
28.3
27.90089
-0.39911
0.159289
18/07/2012
28.3
28.43935
0.13935
0.019418
19/07/2012
28.4
28.81963
0.41963
0.176089
20/07/2012
29.4
28.71968
-0.68032
0.462835
23/07/2012
28.7
29.29693
0.59693
0.356325
24/07/2012
28.7
29.21057
0.51057
0.260682
25/07/2012
28.2
29.04459
0.84459
0.713332
26/07/2012
28.2
28.54717
0.34717
0.120527
27/07/2012
28.2
28.34653
0.14653
0.021471
30/07/2012
28.2
27.83707
-0.36293
0.131718
31/07/2012
27.9
28.67361
0.77361
0.598472
1/8/2012
27.9
26.89392
-1.00608
1.012197
2/8/2012
27.5
27.53137
0.03137
0.000984
3/8/2012
27.5
26.44205
-1.05795
1.119258
6/8/2012
27.5
26.40685
-1.09315
1.194977
7/8/2012
27.6
26.78256
-0.81744
0.668208
8/8/2012
27.8
27.32526
-0.47474
0.225378
9/8/2012
27.9
27.10882
-0.79118
0.625966
10/8/2012
28.2
27.76066
-0.43934
0.19302
13/08/2012
27.8
27.57375
-0.22625
0.051189
14/08/2012
27.7
27.30759
-0.39241
0.153986
15/08/2012
28.1
27.52704
-0.57296
0.328283
16/08/2012
27.9
28.67518
0.77518
0.600904
17/08/2012
27.8
27.37418
-0.42582
0.181323
20/08/2012
28
27.23851
-0.76149
0.579867
21/08/2012
28.4
27.33296
-1.06704
1.138574
22/08/2012
27
27.18419
0.18419
0.033926
23/08/2012
26.4
26.85188
0.45188
0.204196
24/08/2012
25.1
24.95097
-0.14903
0.02221
27/08/2012
26.1
25.6822
-0.4178
0.174557
28/08/2012
24.8
25.59253
0.79253
0.628104
29/08/2012
25
24.42755
-0.57245
0.327699
30/08/2012
25.5
25.48424
-0.01576
0.000248
31/08/2012
25.6
25.15961
-0.44039
0.193943
4/9/2012
24.8
25.48415
0.68415
0.468061
5/9/2012
25.2
24.97701
-0.22299
0.049725
6/9/2012
25.2
24.97562
-0.22438
0.050346
7/9/2012
25.2
25.58893
0.38893
0.151267
10/9/2012
25.4
24.91139
-0.48861
0.23874
11/9/2012
24.2
25.00646
0.80646
0.650378
12/9/2012
24
24.74303
0.74303
0.552094
13/09/2012
24.2
24.67552
0.47552
0.226119
14/09/2012
25
24.6721
-0.3279
0.107518
(vcbf-vcb)
2
/60 =
0.379591
IV
theo. NHNN
g
egrated Moving Average
Box-
-
t
:
Y
t
= f(Y
t-1
, Y
t-2
,
0
,t )
t
.
Theo Box-
- M- AR(p)
Y
t
1
Y
t-1
2
Y
t-2
p
Y
t-p
t
- MA(q)
Y
t
t
1
t-1
2
t-2
q
t-q
- - ARIMA(p,d,q)
Y
t
1
Y
t-1
2
Y
t-2
p
Y
t-p
t
1
t-1
2
t-2
q
t-q
.
t
q). Trong
t
Bi 1. Bing ch s VNIn t n 10/8/2012
Th d liu VNIndex:
VNIndex
Mean
454.0240
Median
455.0800
Maximum
549.5100
Minimum
336.7300
Std. Dev.
44.29740
Observations
619
c 1
q
.
1/2010 ng
+
:
H
o
Vnindex
1
2
3
4
5
6
7
8
H
1
Dickey-
o
(VNI
o
VNIndex
D(VNIndex)
Augmented
Dickey-Fuller
ADF Statistic
-2.386538
-21.05444
Prob.
0.1460
0
Test critical
values
1%
-3.440719
-3.440719
5%
-2.866006
-2.866006
10%
-2.569207
-2.569207
+
nh
Akaike info criterion
Schwarz criterion
MA(1)
6.428085
6.44241
1%
MA(1)MA(2)
6.428834
6.450322
D(VNIndex)
ARIMA(0,1,1)
ARIMA(1,1,1)
ARIMA(1,1,0)
ADF
-24.80127
-25.01189
-25.01363
-ADF
1%
1%
1%
Jarque-Bera
7.458
6.5765
6.965
Prob (JB)
0.024
0.0373
0.031
Pro (Chi-square(2))
0.0955
0.8532
0.8420
-
H
0
H
1
Chi-
-
-Bera
H
0
: u
t
H
1
: u
t
t
ARIMA(1,1,0).
3
ARIMA(1,1,1)
ARIMA(1,1,0)
AIC
6.4203
6.4173
Schwarz
6.44
6.4316
RSS
21972.87
21977.86
0.1822 0.167 (1)dvnindex AR
0.18456 0.236 (1) 0.071 (1)dvnindex AR MA
( 1)
0.1822
tt
vnindex vnindex
(ARIMA(1,1,0))
( 1)
0.18456
tt
vnindex vnindex
(ARIMA(1,1,1))
:
ARIMA(1,1,0)
21.38048
ARIMA(1,1,1)
21.38143
tr
ndex.
n
date
Lower
CI
Forecast
Upper CI
Std.err
VNIndex
13/8/2012
413.7690
425.3251
436.8812
5.8961
426.17
-0.00198
14/8/2012
407.5400
425.2862
443.0325
9.0544
429.47
-0.00974
15/8/2012
402.8090
425.2798
447.7505
11.4649
430.77
-0.01275
16/8/2012
398.8896
425.2787
451.6678
13.4641
430.83
-0.01289
17/8/2012
395.4780
425.2785
455.0791
15.2047
433.45
-0.01885
I
-
-
MA.
iews
o
-
-
-
- iews
-
N dng dch v
XNK tr p XNK ti NHTM Vit Nam. S liu s dng
c thu thp t mt cuu tra bng bi vi s
doanh nghip XNK t c phng v
Tobit, kt qu n vic s dng dch v XNK
tra doanh nghing dch v, k p v
tip c a doanh nghich v i gian giao
dc vi k vng, kt qu c t y rng
quen s dng dch v n vic s dng
dch v XNK tra doanh nghip t.
Vi
2.
(XNK
ng (
quen
- :
-
*
0
i i i i
i
Y X u
Y
i
*
> 0
i
*
0
Yi
X1
X5
X6
4.1.
Nội dung điều tra
Ý kiến
Có
Không
1. DN có biết đến dịch vụ XNK trọn gói của NH không? Biết
thông tin qua kênh nào?
35
15
2. DN có nhu cầu sử dụng dịch vụ XNK trọn gói do NH cung
cấp ?
50
0
2. DN sẵn sàng sử dụng dịch vụ XNK trọn gói của NH?
39
11
3. Doanh nghiệp sẽ sử dụng dịch vụ nào trong gói dịch vụ XNK?
a. Thanh toán
b. Tài trợ vay vốn
c. Mua bán ngoại tệ
d. Giao nhận
e. Mua bảo hiểm hàng hoá
f. Kê khai hải quan
50
50
50
35
15
30
0
0
0
15
35
25
t th
Theo k qu iu tra,
nhu c s d d v XNK trn g c ngn h l r l. Tuy nhin s l
doanh nghip bi v s d d v n c ngn h vn cha nhi. Trong
s 50 doanh nghip ph v th c kho 15 doanh nghip khng bi
d v n c ngn h. L do m h a ra l t chi nh m h giao d
cha trin khai d v n ho ngn h cha gi thi. Trong danh m sn
phm th ch d v thanh to v t tr vay v c NH l kh h mong
mu s d nh, c c d v giao nhn, b him ho l th t h quan
vn c doanh nghip khng mu s d v h th n v chuyn tr c kinh
nghim l vic n v gi c c r c tranh v u .
4.2.
Nam
quan
50
1
3,46
5
1,28
50
1
3,04
5
1,125
50
3
4,34
5
0,68
50
2
3,88
5
0,79
50
3
4,5
5
0,61
50
2
4,1
5
0,9
5.
1.252362
-0.000304
0.041357
0.199506
0.168029
-14.71569
-0.022298
7.183120
-3.769357
0.739152
2.193519
2.478665
-5.786476
-1.971355
0.0000
0.0002
0.4598
0.0283
0.0132
0.0000
0.0487
50
+
y l
t v v d v vn t, b him, cung c thng tin tin
cy v th tr, v t v ph k k hp ngo thng. iu ny
s gi quy nh lo l, bn khon c kh h. (ii) Ti kim
th gian, chi ph v nhn cng do khng cn b phn chuyn tr l cng vic
n, (iii) Khi s d d v tr g, DN s khng m nhi th gian th hin
hp m c th tp trung v sn xu kinh doanh, lp ra nh k ho t
t v k k hp m. V c th th hin hp nhanh, hiu qu v
khng m nhiu th gian. y l l l nh mang l cho doanh nghip.(iiii)
Lun c m t ch t chh sau h tr cho DN trong su qu trh XNK,
gi cho DN th hin giao d, th t m c nhanh ch, ch x, an to,
b m thng tin, chia s tr nhim v r ro l gi thi m t a m
r ro cho DN.
+ :
1%. V v, th m t nh nhu cu c kh h
tin v ch l d v, d v NH ph ph hp v nhu cu, c tin
cao, n gi, d hiu, d th hin M NH c ch l d v cao s thu
h ng c nhiu kh h, t tng kh nng c tranh, uy t v v
th c m trn th tr.
+ :
quy 0.168029
trong
+
ng
-
+
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