...词: 通货膨胀 财政拖累 协整分析 税收指数化 瓦格纳法则 [gap=16459]Key words Inflation; Fiscal drag; Co-integration test; Tax indexation; Wagner’s Law ...
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变量的协整方程分析 Cointegration Tests
The paper focuses on the stock market wealth effect from 2002 to 2008 through the co-integration analysis,ECM model and state space model.
本文利用2002—2008年的月度数据,利用协整分析、误差修正模型等现代计量经济方法和状态空间模型研究了中国股市财富效应问题。
参考来源 - 中国股市财富效应静态和动态实证分析Based on the database from 1978 to 2006 between regional logistics and GDP growth in the area of Henan province, proceeding cointegration analysis and granger causality.
对河南省1978~2006年区域物流与GDP增长进行了协整分析与因果关系检验。
参考来源 - 河南省区域物流与GDP增长的协整与因果关系分析—《物流科技》—2008年第4期—龙源期刊网·2,447,543篇论文数据，部分数据来源于NoteExpress
fdi；出口；经济增长；面板数据；协整分析。
FDI; Export; Economic growth; Panel data; Co-integration analysis.
由于结构突变的存在会影响数据平稳性的检验结果，导致在进行协整分析时得出错误的结论。
Since the existence of structural shifts would bias the result of stationary test, which could lead to mendacious result in cointegration analysis and misleading conclusions.
本文使用1978~2003年数据，运用协整分析方法研究了我国经济增长与资本形成的关系。
The relationship between capital formation and economic growth in China is analyzed using the method of co-integration analysis and the data from 1978 to 2003 in this paper.
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