| 基于VAR模型的山东省经济增长波动分析 |
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| 引用本文： | 张兴. 基于VAR模型的山东省经济增长波动分析[J]. 山东纺织经济, 2006, 0(6): 26-29 |
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| 作者姓名： | 张兴 |
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| 作者单位： | 东北财经大学研究生部,辽宁大连,116023 |
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| 摘 要： | 本文通过建立向量自回归模型,运用脉冲响应函数和预测方差分解的方法对山东省经济增长的波动情况进行了实证分析。研究结果表明:各变量对山东经济增长的影响均不太明显。这说明山东经济一直保持稳定快速发展的势头。
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| 关 键 词： | 向量自回归 Granger因果检验 脉冲响应 方差分解 |
| 文章编号： | 1673-0968（2006）06-0026-04 |
An Analysis of Economic Increase Fluctuation in Shandong Province Based on VAR Model |
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| Zhang Xing. An Analysis of Economic Increase Fluctuation in Shandong Province Based on VAR Model[J]. Economy of Shangdong Textile, 2006, 0(6): 26-29 |
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| Authors: | Zhang Xing |
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| Abstract: | On the foundation of vector auto regression model, this paper applies impulse response function and variance decomposition to make up positive analysis, which refers to economic increase fluctuation in Shandong. The result shows that all variables influence Shandong economic increase inconspicuously. This indicates that Shandong economic always runs stably and quickly. |
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| Keywords: | vector auto regression Granger inspection impulse response function variance decomposition |
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