运用脉冲响应函数等实证分析方法,检验汇率、股票指数变动对上海银行间同业拆放利率稳定性的影响。
Test the stability of exchange rate, stock indices to Shibor by the use of impulse response function methods and other empirical analysis.
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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