协整关系

研究发现，GDP增量和物流增量间存在着可靠的协整关系。

The result shows that there is a reliable cointegration relationship between GDP growth and logistics volume increment .

结果表明，农民家庭人均纯收入与人均国内生产总值（GDP）之间具有长期的协整关系。

The result indicates that the farmer family 's per capital net income and per capital GDP has the long-term cointegration relationship .

实证研究的结果表明，中国服务贸易进口、出口与GDP之间存在着唯一的协整关系；服务贸易进口、出口与GDP均不存在双向的因果关系。

Shown as the result , there exits the only co-integration relationship between service import-export and GDP .

而金融中介的BANK指标与贸易开放度不具有协整关系，在一定程度上表明，金融中介的风险分散功能的欠缺。

But BANK index and opening degree of trade are not correlation , in a sense , it shows the function of dispersing risk of financial intermediation is absent .

实证分析的结果是股票指数和宏观经济之间不存在协整关系，同时股票指数收益率和GDP增长率之间不存在Granger因果关系。

There is also no Granger causal relationship between stock index yield and the national economy increasing rate .

行为均衡汇率模型（BEER）从统计学意义上确定均衡汇率与基本经济因素之间的协整关系，可作为管理汇率和确认汇率失调的基础。

The behavioral equilibrium exchange rate ( BEER ) model can make the relationship between the equilibrium exchange rate and the fundamental economical factors .

基于SVR的非线性协整关系建模研究

Study on Modeling of Nonlinear Co-integration Based on SVR

重庆市固定资产投资与CPI的协整关系

The Econometrics Analysis of the Relationship Between Fixed Assets Investment and CPI in Chongqing Municipal

实际M2余额、实际GDP、商品零售物价指数和货币化指数间存在协整关系。

There also exists co integration relationships among the real M_2 balance , real GDP , price level and M_2 / GDP .

研究发现GDP和能源总消费、GDP和电力消费之间存在协整关系，而GDP与煤、石油、天然气消费量之间不存在协整关系。

As discovered by research , co-integration relation existed between GDP and total energy use , it also existed between GDP and electric power use ;

而银行信贷也通过协整关系成为房地产价格短期波动的Granger原因。

Due to adjustment relationship , banking credit in turn becomes Granger cause for short term price fluctuation .

宏观经济与股市发展协整关系实证GDP预测是一项重要而复杂的工作，目前尚未有完美的解决办法。

On the cointegration relationship between macroeconomic system and the development of stock market The macroeconomic system is a large-scale complex one , and its forecasting is a tough job .

本文运用VAR模型协整关系的递归估计方法，对我国房地产金融结构和房地产经济增长的关联性进行了分析。

By using recursive estimation in cointegrated VAR model , we analyze the relationship between real estate financial structure and growth of real estate economy in China .

基金价格和NAV存在协整关系，即基金折价遵循均值回复过程；

The mean - reversion character of discount ;

本文根据我国1980-2001年的有关数据，在建立VAR模型的基础上，检验了我国进口与出口之间的协整关系；

The thesis tests co-integration and causality between China 's import and export according to the relevant data of 1980-2001 and on the basis of setting up VAR model .

对我国农民家庭人均纯收入与人均国内生产总值（GDP）之间的关系进行ADF平稳性检验、协整关系检验。

This article examines the interactions of the farmer family 's per capital net income and the per capital GDP using the ADF test and Cointegration test .

本文通过对浙江省人均GDP及其基尼系数的协整关系检验得出浙江省经济增长与收入分配差异之间存在一种稳定的长期均衡关系；

The paper analyzes the cointegration relationship between per capita GDP and gini coefficient in Zhejiang province , and concludes that there is a steady long-term relationship between economic growth and income distribution difference .

主要从协整关系、Granger因果关系的检验入手，对交通运输业与国民经济的关系进行了实证研究。

Based on the theory of Co-integration and granger causal relationship , this paper tests the Co-integration and granger causal relationship between transportation and the national economy .

结果发现：人均受高等教育年限和收入基尼系数之间存在着协整关系，并且高等教育公平是收入分配公平的Granger原因。

Results : average higher education years and income Geordie coefficient have co-integration relationship , and higher education equity is the Granger origin of income distribution equity .

研究结果表明，我国长期货币需求与其决定变量之间存在稳定的协整关系，短期动态货币需求函数稳定性较差，M2需求函数的稳定性不及M1需求函数；

The stability of the short-run dynamic monetary demand function is poor , and the stability of M_2 demand function is no more than M_1 demand function ' s.

实证结果表明，生产性服务业利用外商直接投资对经济增长有促进作用，并且存在长期稳定的协整关系，二者互为Granger因果关系。

The results show that producer service using FDI can promote the economic growth and there is a steady coordinating relationship between them , they are Granger causation relation .

我们利用协整关系、误差修正和Granger影响检验等模型，分析了实际、货币和金融等变量之间的长期关系和短期波动模式。

With the use of co integration , ECM and Granger causality models , this paper makes an analysis of the interrelationships among real , monetary and financial variables .

ECM分析结果说明，无论在全时段里还是分时段看协整关系短期内对CPI指数变化都为抑制效应。

ECM analysis shows that both full-time or points in time to see the cointegration relationship on the CPI index in the short term are for the inhibitory effect .

发现两市期货价格之间存在Granger因果关系、协整关系、同向变动关系和长期的共同趋势。

We found that there is Granger Causality relation and co-integrated relation and same direction change relation and long-term common trend between Shanghai 's and London 's metal futures prices .

实证结果表明，M1、M2与收入、利率、价格预期、货币化程度变量之间存在长期稳定的协整关系。

The empirical results show that , there exists a long-term and steady cointegration relationship between M1 / M2 , income , interest rate , expected price and monetary degree variable .

实证分析结果表明，出口、进口、城镇失业人口之间存在唯一的协整关系；同时存在两个方向的Granger因果关系：进口增长是出口增长的原因；

The empirical result shows that there exists a unique co-integration relationship , and there are two unidirectional Granger-causality relationships from import to export , and from import to town unemployment .

运用Johansen多变量协整关系检验及Granger因果关系检验.结果发现，它们之间存在着长期稳定的协整关系。

By using Johansen multivariable co-integration test and Granger causality test , the results demonstrate that there is long-term stable co-integration relationship among the three stock markets .

并对CAPP煤炭期货价格和现货价格作了一个实证分析，结果表明美国纽约商业期货交易所的CAPP期货价格和现货价格之间确实存在长期稳定的协整关系。

And the futures price of CAPP coal and spot price made an empirical analysis , the results showed that the American nymex futures price of CAPP and spot price exists between the long-term stability of co-integration relationship .

误差修正模型（ECM）作为一种具有特定形式的重要的计量经济学模型，在研究非平稳时间序列以及序列间协整关系方面具有较好的效果。

As a kind of important econometric model in specific forms , error correction model ( ECM ) has a better effect in the study of non stationary time series and co-integration relationship of series .

结果表明我国各省市电信业与经济发展之间都存在协整关系，并且都是显著正相关，电信业务量的增加都会带动GDP的增加，但不同的省市又存在差异。

The results show that there is a cointegration relationship between the telecommunications industry and economic development growth , and with a significantly positively relationship . The growth of telecommunications business will improve GDP , and there are differences in different provinces .