impulse response function

基本解釋

By using nonlinear VAR model and impulse response function, this paper explores the reaction of "output—employment" system under the outer shocks.
本文使用非線(xiàn)性向量自回歸模型和脈沖反應(yīng)函數(shù)，分析“產(chǎn)出-就業(yè)”系統(tǒng)在外部沖擊下的反應(yīng)。
ir.lib.tsinghua.edu.cn
In line with the relationship between macroeconomic factors and stock market, this paper uses impulse response function to establish a corresponding impact-response model.
根據(jù)宏觀經(jīng)濟(jì)因素與股市關(guān)系，運(yùn)用向量自回歸理論的脈沖響應(yīng)函數(shù)，建立了相應(yīng)的沖擊反應(yīng)模型。
Basing on the VAR model, we use the impulse response function and variance decomposition method to analyzed the dynamic effect of the change of GDP and income on the housing price.
本文通過(guò)建立VAR模型，通過(guò)脈沖響應(yīng)函數(shù)與方差分解的方法，研究了GDP與居民可支配收入變化沖擊對(duì)房地產(chǎn)價(jià)格的動(dòng)態(tài)影響。