vector autoregression meaning in English
向量自回归模型
Examples
- The second part is a introduction to methods and models : vector autoregression , the cointegration of vector autoregression , and impulse response function and variance decomposition , which is on the basis of vector autoregression
第二部分是模型方法介绍。介绍了向量自回归模型，向量自回归模型中的协整，以及基于向量自回归模型基础上的脉冲响应函数与方差分解。 - I find that the chinese stock market size was significantly and positively correlated with economic growth and saving deposits rate , even after controlling for other growth inducing variables . on the basis of this , the dynamic interaction relationship between stock market development and economic growth of china is examined in a bivariate vector autoregression ( var ) framework . i find there is one positive cointegration between stock market capitalization and economic growth , uni - directional causality from gdp to the stock market capitalization , but the stock market shock can influence the output positively
我们在两变量向量自回归模型框架下考察了中国经济增长与股票市场发展之间的动态互动关系：股市规模与总产出之间存在着正向的协整关系，表明两者在长期上是均衡发展的；格兰杰因果检验显示两者间存在着经济增长股票市场规模发展的单向因果关系，冲击响应分析结论指出股票市场和经济增长之间有着一种互动关系，股票市场和经济增长的正向变动均会给对方带来永久的正向影响，但目前股票市场冲击对产出的这种影响还很微弱。 - First , do a preliminary sum up in the field of the monetary policy transmission in real estate , from three aspect , theory of monetary policy transmission , key method of monetary policy transmission research ( vector autoregression ) and policy evaluation and study from different country researchers
为了回答这样的问题。本文首先从货币政策传导理论、货币政策传导主要研究方法(向量自回归)以及各国学者对货币金融政策研究评价3个方面对房地产市场货币政策传导效应的研究完成初步的归纳与讨论。