向量自回归模型

采用向量自回归模型检验我国货币供应量和同业拆借率对股票价格的长期影响。

We use the VAR model examine the long-run impact of money supply and interest rate on the stock price .

第一步是通过建立向量自回归模型来分析国际粮价与国内通粮价之间的动态关系。

The first step is to establish a VAR model to analyze the dynamic relationship between international and domestic grain prices .

基于这个发现，我们估计出向量自回归模型（VAR模型）。

Based on this finding , we estimate a Vector Autoregressive model .

在研究中，我们采用了向量自回归模型（VAR模型）。

Vector Autoregressive Model is employed in this study .

向量自回归模型（VAR）的研究表明东北金融发展与经济发展之间存在着相互的因果关系，金融发展有助于促进经济发展。

The VAR model indicates that there is a mutual-boosting relationship between the economic development and financial development in this region .

运用Granger因果检验及向量自回归模型（VAR）对A、B股价指数的关联性进行检验和分析。

This paper tests and analyzes the linkage between A-share and B-share indices using Granger causal test and vector autoregression model ( VAR ) .

第四章使用Granger因果检验、向量自回归模型、脉冲响应原理对量价动态关系进行研究。

Chapter 4 Using Granger causality test , VAR , impulse response theory of the dynamic relationship between volume and price studies .

本文通过对时间序列建立向量自回归模型（VAR），运用脉冲响应函数，方差分解和格兰杰因果检验等方法精确地度量系统中变量之间相互影响的动态过程。

The article uses VAR and impulse response function , variance decomposition , Granger causality test accurately measure the process that the variables influence each other in the system .

情景压力测试时，在CPV模型的基础上，利用向量自回归模型和MonteCarlo法设定压力情景，尽量缩小压力情景和实际情况的差距。

In situational stress tests , the CPV model is improved , Using VAR model and the monte carlo setting stress scenarios makes such stress scenarios more realistic .

最后，通过对比各种股价预测模型的适用性后选择向量自回归模型（VAR模型）来对我国股价指数做拟合与预测。

Finally , by comparing various pros and cons of stock price forecasting model we choose the Vector Autoregressive Model ( VAR model ) to do the fitting and prediction of stock price in China .

本文运用多变量向量自回归模型（VAR）的协整分析方法与向量误差修正模型对我国外汇储备与物价指数之间的关系进行了实证检验。

The paper analyses the relationships between the foreign reserves of China and the price index based on the cointegration method and vector error correction model of a variable vector auto-regressive ( VAR ) model .

计量使用向量自回归模型，计量结果能较好的解释我国CPI指数的结构性上涨事实，也验证了初级产品价格对通货膨胀的预测作用。

VAR model is used to explain the structural growth in domestic CPI . And we find price of primary commodity is a good signal to predict later inflation .

中国货币政策区域非对称性效应&基于结构向量自回归模型（SVAR）的检验

The Regional Asymmetric Effect of China 's Monetary Policy & A Test Based on the Structural Vector Autoregression Model

本文建立一个含多个外生变量的向量自回归模型，运用MonteCarlo方法实现该模型的广义脉冲响应函数分析。

This paper attempts to construct a vector autoregressive model with more exogenous variables , use Monte Carlo methods to achieve the generalized impulse response function analysis , and the method was applied in the empirical analysis of Monetary Policy .

本文主要利用20年的数据，在建立向量自回归模型以及格兰杰因果关系检验模型的基础上，对FDI与中国服务业发展的协整关系和因果关系进行了检验。

Based on the data of nearly 20 years , the author establishes the Vector Auto-regression Model and Granger Causality Analysis Model in this paper to test the cointegration and granger causality between FDI and the growth of China 's service industry .

随后分析了向量自回归模型在经济时间序列预测中的优势和可靠性之后，使用VAR模型建模并进行了系统稳定性和残差稳定性的各项检验。在各项指标稳定的基础上引出了协整关系模型。

After analyzing the advantages and reliability of the vector autoregressive model in forecasting economic time series , we test the stability of the system and residuals using VAR the model , then lead to cointegration model on the basis of stability of various indicators .

本文通过构建一个结构向量自回归模型（SVAR）检验了国际油价冲击对于中国宏观经济的影响和传导机制。

Through a structural vector regression model ( SVAR ), this paper tests the impact of international crude oil price shocks to Chinese macroeconomic and the conduction mechanism .

为后面汇率对物价作用机制的分析打下理论基础；第四，本文借鉴Ito和Sato（2006）、McCarthy（2000）的结构向量自回归模型分析框架。

This lays a theoretical foundation for the following analysis ; Fourthly , the paper refer to ( Ito and Sato , 2006 and McCarthy , 2000 ) The structure of the framework of vector autoregressive model .

通过建立结构式向量自回归模型（SVAR），就财政政策对经济增长和价格水平的动态效应作深入分析。

Based on the Structural VAR approach , this paper empirically does a research on the impacts of fiscal policy on economic growth and price fluctuation by analyzing monetary policy .

本文探讨了基于分位数回归方法的面板向量自回归模型（PVAR），提出了基于分位数回归的PVAR模型的参数估计方法。

This paper studies parameter estimate problem of the quantile regression for panel data vector auto regression model .

利用向量自回归模型（VAR）和误差修正模型（ECM）对我国保险业增长的动力机制进行探讨，得知经济增长和保险产业的自组织和自增长是保险业发展最主要的动力源。

After probing into the dynamic mechanism of speedy insurance business growth of our country through VAR and ECM , we come to the conclusion that economic growth , together with the self-organization and self-propagation of insurance industry , is the main power source of insurance development .

在定性分析产业内部和产业外部的影响因素的基础上，采用向量自回归模型（VAR）来实证检验产业结构变动幅度、财政收入比重和市场垄断程度对劳动报酬占比的影响。

On the basis of qualitative analysis of industry influence internal and external factors of industry on the use of VAR model to empirical testing the magnitude of changes in the industrial structure , the proportion of fiscal revenue and market influence the degree of monopoly on the labor share .

汇率微观结构决定的向量自回归模型实证研究

Empirical Analysis of the VAR Model on Exchange Rate Microstructure

基于结构向量自回归模型的我国物价波动实证分析

Empirical Analysis of Chinese Price Fluctuation Based on SVAR Model

其次，运用比较新的研究方法&结构因子扩充向量自回归模型（SFAVAR模型）研究二者的关系。

Second it use the new research method-Structural Factor-Augmented VAR to study the relationship .

他使用了一个被称为“向量自回归模型”的经济分析工具。

He has used a tool of economic analysis , called a vector auto-regression model .

接着使用了格兰杰因果关系检验和向量自回归模型，对股市的波动溢出效应进行了检验。

For testing the volatility spillover effect , Granger causality relation test and VAR are used .

经过单位根检验、格兰杰因果检验，选择建立向量自回归模型。

After ADF test and Granger causality test , I establish a VAR model and forecast accordingly .

接着运用向量自回归模型，研究短期的冲击对长期稳定的影响。

Then use vector auto regression model to study the impact of the short-term to long-term stability .

文化创意产业与经济增长的向量自回归模型也验证了协整分析的结果。

The vector autoregressive models of cultural-creative industries and economic growth also verify the results of co-integration analysis .