It adopts the var method to get the co-integrated equation, and discusses the dynamic process with the techniques such as VECM, impulse response and variance decomposition.
具体的实证方法是采用VAR方法,在得出协整方程下,再进一步采用误差修正、脉冲响应、方差分解等技术来探讨汇率的动态变化过程。
It adopts the var method to get the co-integrated equation, and discusses the dynamic process with the techniques such as VECM, impulse response and variance decomposition.
具体的实证方法是采用VAR方法,在得出协整方程下,再进一步采用误差修正、脉冲响应、方差分解等技术来探讨汇率的动态变化过程。
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