第三章:格兰杰因果关系应用研究。
Chapter 3: Research on the application of Granger-causality.
利用格兰杰因果关系检验证实了以上结论。
This paper USES Granger causality tests verify above conclusions.
第五部分用格兰杰因果检验方法对所选数据进行简要分析。
The third part introduces the spectrum analysis method and the cross spectrum analysis method briefly.
为揭示气候变化并探索其可能原因,引入了格兰杰因果检验法。
For revealing and exploring climate change and its causes, Granger causality test is introduced in this paper.
格兰杰因果检验和VAR模型中的脉冲响应函数则进一步印证了上述结论。
The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.
最后,我们利用格兰杰因果检验分析了制度变迁与经济增长之间的内在关系。
Finally, we use the Granger causality test to analysis the inherent relationship between the institution change and economic growth.
此外,格兰杰因果检验结果表明,人民币的即期和ndf率的影响,深深对方。
Moreover, Granger causality test results show that RMB's spot and NDF rate are influenced deeply each other.
结果表明,三次产业的能源消费弹性不同,GDP是能源消费的格兰杰因果关系。
The results are: the energy consume flexibility of each industry is dissimilarity, the GDP is Granger causality of the energy consume.
但是我国股市流动性波动率高,并且和市场回报率之间存在单向格兰杰因果关系。
However, fluctuation rate of Chinese stock markets are high, and have unilateral Granger causal-effect relationship.
结果表明,三次产业的能源消费弹性是不同的,GDP是能源消费的格兰杰因果关系。
The result shows that the energy consumption flexibility in each industry is different and GDP is the Granger causality of energy consumption.
在处理数据时,主要运用了计量经济学中单位根检验、格兰杰因果检验和协整检验的方法。
Unit-root test, Co integration test and Granger Causality test are applied to analyze factors of construction industrial growth.
第三章主要研究了交易量与价格变动之间的动态关系,主要研究方法是格兰杰因果性检验。
In the third chapter, causality tests are used to examine the relationship between the return rate and trading volume.
然后,章典的研究小组进行了一种被称为格兰杰因果分析的推演,以确定这些变量之间的相互因果关系。
The team then performed a statistical analysis called a Granger causality analysis to establish whether cause-effect relationships existed between any of them.
在向量自回归模型基础上,通过格兰杰因果检验对我国货币供给的内生性或外生性作了实证检验。
This paper, based on Granger causality test in a vector autoregressive process, empirically analyzed the money supply in China.
格兰杰因果关系检验结论为在二阶滞后期的前提下,能源消费和碳排放量均是GDP的单向格兰杰原因。
The Granger Causality test shows that on the premise of second-order lag, the energy consumption and carbon emission are the one-way Granger reason of GDP.
采用格兰杰因果分析法,依据需求拉动和技术推动理论,对中国技术交易规模扩张的原因进行了实证检验。
It is applies Granger causality tests to test the causes of China technology markets growth according to technology demand pull and technology push theories.
实证分析表明,中国的经济增长和财政支出存在长期的均衡关系和格兰杰因果关系,瓦格纳法则在中国是成立的。
The empirical analysis shows that there is long equilibrium relationship and Granger causality between economic growth and government expenditure, which support for Wagner's law in China.
本文还使用了格兰杰因果检验,发现国际短期资本在流入我国后,也会对人民币的升值预期和股市波动产生影响。
Granger test is used to indicate that ISC influences the fluctuation of stock index and appreciation expectation of Renminbi after its inflow.
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.
在回顾已有理论的基础上,本文采用协整、格兰杰因果和脉冲反应分析方法,对我国货币供应量的内生性进行了实证检验。
Based the review of existing theories of money supply, the paper adopts the cointegrate test, Granger causality and impulse response test to analyze the endogenesis of money supply in China.
在实证研究中,本文对相关数据进行了协整和格兰杰因果检验,并通过误差修正模型研究了纺织品服装出口影响要素的短期动态关系。
In the empirical study, the synergistic integration and Granger causality test, and error correction model by textile clothing effect factor of the short term dynamics.
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.
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.
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