最后结合了投资者情绪的影响,利用脉冲响应函数和方差分解对价量因果关系的动态表现形式作了进一步分析。
Finally, by introducing into the impact on investor sentiment, the paper study the dynamic forms of the causal relation of them using impulse response function and variance decomposition.
给出了一个利用非结构模型求解、用脉冲响应函数描述的系统的分析和最优控制问题的新方法。
A new method via unstructured model is presented for analysing the system described by impulse response function and solving its optimal control problem.
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.
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