...）中国利率调整与经济波动的向量自回归（VAR）模型分析 1、VAR模型的构建与参数估计 VAR模型（Vector Autoregressive Model）是动态自回归模型的联立形式，它不以经济理论为基础，在模型的每一个方程中用当期内生变量对全部内生变量的滞后值进行回归，从而...
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... 建筑业,就业,向量自回归模型,黑龙江省 [gap=909]Key words: construction industry; employment; vector autoregressive model; Heilongjiang province ...
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文章详细信息 关键词： 经济增长;;最终消费支出;;资本形成总额;;VAR模型 [gap=861]Keywords: economic growth;final consumption;gross capital formation;vector autoregressive model
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Bivariate Vector Autoregressive Model 双变量向量自回归模型
The Vector Autoregressive Model 多变量时间数列模型
threshold vector autoregressive Model 门槛向量自我回归模型
At the same time, due to the non-linear condition of time sequence, conventional linear Vector Autoregressive model can hardly characterize the causality among economic variables correctly.
同时由于时间序列的非线性，常规的线性向量自回归模型难以正确描述经济变量之间的因果关系。
The results validate more validity of nonlinear error correction model on the wavelet neural network than linear vector autoregressive model, and forecast validly the nonlinear economy system.
研究证明，小波神经网络所建立的非线性误差校正模型有较好的预测效果，能够有效地预测非线性经济系统。
In this paper, the structure of vector autoregressive (SVAR) model is used to investigate the dynamic impact effect of international oil price fluctuation on China's macroeconomy.
本文首次运用结构向量自回归(SVAR)模型，研究了国际油价波动对我国宏观经济所产生的动态冲击效应。
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