结果表明,在货币和价格指标选择恰当条件下,二者存在协整关系。
The results show that there is a reliable co integration relationship between the true price level and currency in circulation.
本项研究试图建立各国股票市场指数之间、各国GDP之间的协整关系。
This study intends to find the Cointegration relations among the international stock indices, GDP.
结果表明,我国城市化与能源消费存在协整关系,短期内存在误差修正机制;
The results show that there is a cointegration relationship between urbanization and energy consumption of our country and error correction mechanism exists in the short term;
进一步研究发现,生产率的差异与各省区的实际汇率之间存在较弱的长期协整关系。
Further research finds that there is a weak long term co-integration relationship between the productivity differences and the real exchange rate.
检验结果显示,六个变量之间存在长期的协整关系,但人民币汇率对我国消费价格的传导效应较弱。
The results show all the six variables are co-integrated in the long run, while the effect of RMB exchange rate pass-through on China's CPI is weak.
长期而言,经济增长与外贸依存度存在稳定的协整关系,而与外资依存度不存在协整关系相关性很低;
For a long time, there is a stable balanced relationship between the economic growth and foreign trade reliance, but is not between the economic growth and foreign investment reliance.
最后,根据协整关系的检验结果来建立VAR模型或者VEC模型,进而研究汇率变动对我国股市的影响。
Finally, establish VAR model or VEC model according to Co-integration results and then study exchange rate change to Our country Stock market's influence.
研究结果表明,名义汇率和实际汇率都承受长远的关系(协整关系),而纠错的结果证实短期存在偏差关系。
Results of the study reveal that the nominal and real exchange rates bear a long run relationship (cointegrated), while the error correction results confirm short-run deviations in the relationship.
本文运用VAR模型协整关系的递归估计方法,对我国房地产金融结构和房地产经济增长的关联性进行了分析。
By using recursive estimation in cointegrated VAR model, we analyze the relationship between real estate financial structure and growth of real estate economy in China.
通过对香港地区1979~2007年间商业物业价格与租金关系的定量研究指出,房价与租金存在长期均衡的协整关系。
This study carries out a quantitative investigation on the relationship between prices and rentals of the Hong Kong commercial property during 1979-2007.
本文利用协整关系检验和向量自回归模型,从短期波动和长期均衡角度,描述和检验了国外总需求和总供给对中国经济增长的拉动作用。
By using the cointegration testing and vector autoregression models, we examine the long-run equilibrium and short-run fluctuations in the growth-led roles of foreign aggregate supply and demand.
运行软件MATLAB6.0对本文的样本数据进行统计检验及模型估计,结果显示这四个创业板市场间存在着协整关系,但在统计上并不显著。
Estimating the models with software MATLAB6.0, the result indicates that there are co-integrate relations among these four markets of second board, but not remarkable in statistical.
协整检验揭示国际收支与实际汇率之间存在协整关系,误差修正模型揭示对出口额的波动具有一定的反向调节作用,而对进口额的反向调节作用则很微弱。
As co-integration test reflects regulation between international trades and real exchange rate, correction mechanism suggests certain counter-regulation effect on export and weak effect on import.
利用协整检验方法,对我国股价指数和物价指数波动的关系进行分析,可知上证指数和深证成指在波动的延续性上不同;
This paper tests the relationship of fluctuation between Chinese stock price index and price index by using approaches of Johansens co integration test.
在协整检验的基础上,建立了各变量之间的长期均衡关系模型。
On the basis of co-integration test, the article sets up the model of the long-term relationship among variables.
结果发现,以1952—2003年为样本期的协整分析表明两者间不存在任何长期关系,仿真检验亦显示出口引导经济增长假说不成立,且经济增长也非促进出口贸易的因素。
The results show that there exists no long-run level relationship between export and economic growth for the period 1952—2003 and the exported-led growth hypothesis is not supported either.
本文采用协整和因果检验方法,研究宏观经济变量、货币金融变量与我国债券市场价格波动的联动和因果关系。
This article applies causal testing method to study the correlation and causal relation between macro economic variation, monetary, financial variation and price movement of China bond market.
根据1952—2002年的统计数据,利用状态空间模型对中国电力消费与经济增长关系进行了变参数协整检验。
According to the statistic data from 1952 to 2002, the state space model is used to study the relationship between electricity consumption and China's economic growth.
一个可行的方法是首先检验人力资本与经济增长之间的因果关系,然后再通过协整性检验对两者之间的数量关系进行分析。
A feasible method is firstly to test the causality between human capital and economic growth, and then to study their scalar relationship through co-integration test.
本文借助协整检验等分析了小麦期货价格和现货价格之间的关系。
The paper also analyzes the co-integration test wheat futures prices and the relationship between the spot price.
通过对时间序列建立向量误差修正模型,运用单位根检验、协整检验、格兰杰因果关系检验、脉冲响应函数等方法精确地度量系统中变量之间相互影响的动态过程。
The article USES VECM, ADF Test, Johansen Test, Granger Causal Relation Test, Impulse Response Function to accurately measure the process that the variables influence each other in the system.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具,而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
运用协整分析方法与误差纠正模型,考察了1991 ~ 2005年中国房地产价格与城市化水平之间的关系。
Using Johansen co integration test and vector error correction model, this paper investigates the relationship between price of real estate and urbanization in China over the period 1991-2005.
分析周期可以找出我国股市周期与经济周期之间关系,用协整检验,考察我国股市周期与经济周期之间长期关系。
We can find out the relationship between the two cycles. We adopt the co-integration test to examine a long-term relationship between China's stock market cycle and the economic cycle.
本文使用1978~2003年数据,运用协整分析方法研究了我国经济增长与资本形成的关系。
The relationship between capital formation and economic growth in China is analyzed using the method of co-integration analysis and the data from 1978 to 2003 in this paper.
协整检验和误差修正模型的结果表明:中国房价与地价的长短期关系是不一致的。
Cointegration tests and error correction model shows that: the relationship of China's housing and land prices in short or long-term is inconsistent.
本文采用协整、向量误差模型以及脉冲响应和方差分解的方法对中国货币供应、物价水平与经济增长的关系进行实证研究。
This paper uses cointegation, VEC model and impulse response methods to research the relationship among money supply, price and economic growth.
运用动态计量经济学的单位根检验模型、协整分析模型、因果关系检验模型,以桂林市为例,对国际旅游业和地方经济增长之间的动态关系进行了实证分析。
This paper uses unit root test model, co-integration test model and Granger Causal test model, to analyze the relation between international tourism and economic growth of Guilin.
研究还采用了协整检验和格兰杰因果关系检验等计量方法,力求做到研究视角新颖、研究思路清晰、研究方法科学。
The study also USES cointegration test, Granger causality test as measurement methods. It tries to study new perspective on clear ideas and use scientific research methods.
研究还采用了协整检验和格兰杰因果关系检验等计量方法,力求做到研究视角新颖、研究思路清晰、研究方法科学。
The study also USES cointegration test, Granger causality test as measurement methods. It tries to study new perspective on clear ideas and use scientific research methods.
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