(2013). Generalized impulse response analysis in a fractionally integrated vector autoregressive model. Economics Letters, 118, 462-465.Do, H.X. , Brooks, R.D. and Treepongkaruna, S. , 2013. Generalized impulse response analysis in a fractionally integrated vector autoregressive model. Economics ...
...and Shin(1998)等提议了另一种方法——一般脉冲响应(Generalized Impulse Response),它避免了正交化对变量排序的 …doc.mbalib.com|基于1 个网页 2. 一般脉冲响应分析 采用Pesaran 和 Shin(1998)等提出了一般脉冲响应分析(Generalized Impulse Response),避免了正交化对变量排序方式 …www.docin.com|基于1 个...
网络广义脉冲响应函数 网络释义 1. 广义脉冲响应函数 2.3广义脉冲响应函数(GENERALIZED IMPULSE RESPONSE FUNCTION)12-15第三章 计算方法15-19 3.1 MONTE CARLO … cdmd.cnki.com.cn|基于4个网页
5.The Effects of Investment on Economic Growth and Its Path: The Analysis of Impulse Response Function;经济增长的投资效应与影响路径:一个脉冲响应的函数分析 6.Time Lag Analysis on the Effect of Monetary Policy-Impulse Response Function and Variance Decomposition货币政策效应时滞分析——脉冲响应函数与方...
Kojima, An analog simulation of non-integer order transfer functions for analysis of electrode.J. of ElectroAnalytical Chemistry33, No 2 (1971), 253–265. 108Z. Jiao, Y. Q. ChenFigure 5.Impulse response forG1(s)witha=0,b=1,γ=1.[16] E. McAdams, A. Lackermeier, J. McLaughlin, D...
By employing generalized impulse response function and variance decomposition analysis,which are based on VAR method,this paper aims at investigating the dynamic interactions between economic growth and environmental pollution by using a Chinese time series data set of six pollution indicators during 1985-...
With the continuous development of China's opening to outside world, FDI has become an important economic variable for world economic fluctuation and China's GDP growth.By employing generalized impulse response function and variance decomposition analysis, which are based on VAR method, this paper ai...
3)analysis of general variance广义方差分析 4)variance decomposition预测方差分解 1.On the foundation of vector auto regression model,this paper identifies the long run equal relationship and the short run dynamic relationship,applies impulse response function andvariance decompositionto make up empirical an...
4) Generalized Impulse Response Function 广义脉冲响应 1. Viewing the Influences of U.S. Economic Fluctuation on China Economic Growth from FDI:an Empirical Test Based onGeneralized Impulse Response Function 从FDI看美国经济波动对我国经济增长的影响——基于广义脉冲响应函数法的实证研究 ...
O. and H. Patron, 2008, Residential Investment and Business Cycles in an Open Economy: A Generalized Impulse Response Approach, Journal of Real Estate Finance and Economics, 37, 33-49.BISPING T O, PATRON H. Residential investment and business cycles in an open economy: a generalized im- ...