impulse response function
常見例句
- By using nonlinear VAR model and impulse response function, this paper explores the reaction of "output—employment" system under the outer shocks.
本文使用非線性向量自回歸模型和脈沖反應函數,分析“產出-就業(yè)”系統(tǒng)在外部沖擊下的反應。
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.
根據宏觀經濟因素與股市關系,運用向量自回歸理論的脈沖響應函數,建立了相應的沖擊反應模型。 - 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.
本文通過建立VAR模型,通過脈沖響應函數與方差分解的方法,研究了GDP與居民可支配收入變化沖擊對房地產價格的動態(tài)影響。 返回 impulse response function