granger causality test 中文意思是什麼

granger causality test 解釋
因果關系檢定
  • granger : n. 1. 〈美國〉「格蘭其」成員，「農人協進會」會員。2. 莊稼漢，農夫；農場管家。
  • causality : n. 1. 因果關系，因果性。2. 誘發性；原因作用。
  • test : n 1 檢驗，檢查；考查；測驗；考試；考驗。2 檢驗用品；試金石；【化學】試藥；（判斷的）標準。3 【化...
  1. 2. the second part makes the granger causality test on economy increase and nominal employment and reckons the nominal employment elasticity. then it also analyzes the reason of the nominal employment elasticity trend

    第二部分對我國經濟增長和名義就業作了格蘭傑因果檢驗，並作了名義就業彈性的測算，對我國名義就業彈性的變動趨勢作了原因解析。
  2. A comment on granger causality test

    格蘭傑因果性檢驗評述
  3. Quantitative methods include adf, granger causality test and ordinary least squares. this paper draws conclusion as followers

    定量分析方法採取現代計量經濟學方法? ? adf單位根檢驗、 granger因果關系檢驗法和最小二乘法。
  4. In this article, granger causality test and co - integration test are employed to analyze the wealth effect of the real estate market in china

    摘要本文應用格蘭傑因果關系檢驗和協整分析方法，對我國房地產市場的財富效應作了實證分析。
  5. By using the method of granger causality test, this paper tests the causality between the scale of transference from country to city and the gap of income between city and country, and advances some corresponding policies and suggestions

    利用格蘭傑因果檢驗方法檢驗了城鄉凈遷移規模和城鄉收入差距之間的因果關系，並提出了相應的政策建議。
  6. It is found that the character of liquidity changes with the development of chinese stock market, and also found is the empirical evidence consistent with the notion of “ illiquidity premium ” in 2002, using such econometric methods as var model, granger causality test etc

    研究表明，隨著中國證券市場的發展，市場流動性特徵也在發生變化， 2002年中國股票市場出現了「非流動性溢價」現象。
  7. For instance, we can use the granger causality test in econometric to help artificial neural network choose input variables, and use the principal factor analysis to help decrease the number of input variables, so that we can enhance the efficiency of artificial neural network

    如可以使用時間序列中的granger因果關系檢驗來幫助進行輸入變量的篩選，採用主因子法來減少輸入變量，以提高人工神經網路的效率等。
  8. 3. this part makes the granger causality test on economy increase and effective employment and has the conclusion that the two are mutual granger cause, which is that the economy increasing stimulates effective employment and the effective employment promote the increase of economy

    第三部分對我國經濟增長和有效就業做了格蘭傑檢驗，得出兩者互為格蘭傑原因，即經濟增長促進了有效就業的增長，有效就業增長也促進了經濟增長。
  9. Secondly, theoretical models for time series, such as garch, egarch, tarch and garch - in mean, and the methods of parameter estimation are introduced. then, these models are employed to test the volatility in shanghai a - share, shanghai b - share, shenzhen a - share and shenzhen b - share. next, in chapter 4, we study the co - integration and test the granger causality between the four share indexes. finally, the spillover of volatility between a - shares and b - shares markets are tested

    第二，通過模型的比較分析，發現殘差基於t分佈的arch類模型較之基於正態分佈和ged分佈的arch模型能更好地刻畫我國股指收益率序列的特徵。第三，滬深a股在兩個階段的變化甚微，保持著非對稱效應，對利空消息的波動大於利好消息的波動，風險補償為正向，且風險補償系數的變化不大。
  10. On the basis of looking up a lot of literatures, using granger causality test, impulse response function and variance decomposition, i established the leading indicators system of fujian province. the dissertation is organized as follows

    本文在查閱和整理國內外大量關于先行指標研究文獻的基礎上，結合福建省的數據實際，運用計量經濟分析方法中的granger檢驗、脈沖響應函數和誤差方差分解嘗試建立了福建省經濟運行的先行指標體系。
  11. Furthermore, i analysis the international market which is the international part of the thesis. with the help of filter analytical method, i make a dividing assumption about the period of time in shanghai stock index and developed countries " share indexes and check up by granger - causality test and co - integration analysis

    繼而進入了本文的國際部分：通過使用濾波分析的手段對上海證券市場綜合指數與世界發達國家股指的聯動時段提出劃分假設，然後通過granger - causality檢驗以及協整分析加以驗證。
  12. Through empirical analysis on three kinds of effects mentioned of investment expansion, using co - integration analysis, regression analysis, granger causality test, it proves that three effects do exist. according to further empirical test on the causality and long - term correlativity between investment and inflation, it shows that prominent causality and correlativity exist. investment has obvious effect on inflation and is the important reason of inflation

    同時通過協整分析、回歸分析、格蘭傑因果關系分析等實證檢驗，對我國投資擴張的強需求效應、能源缺口效應和貨幣供給增加效應的存在性進行檢驗，發現上述三種效應確實存在;通過對投資擴張與通貨膨脹的因果關系和長期均衡關系的進一步實證檢驗，發現投資擴張與通貨膨脹之間具有顯著的因果關系和相關關系，投資擴張對通貨膨脹的作用程度比較明顯，是導致通貨膨脹的重要因素。
  13. It shows that there is cointegration relationship between the economic growth rate and the m1 increase rate. then by using the cointegration, granger causality method, impulse - response analysis, vector error correction model with markov regime switching to test the equilibrium relationship in long run and the short fluctuation pattern in short run between the real output and m1 increase rate, it shows that monetary supply can affect the macroeconomic effectively, and the interest rate and stock market value can not affect the macroeconomic effectively

    本文研究了經濟增長與貨幣供給量、利率、股票市場等貨幣中介指標的關系，得出經濟增長率與m1增長率具有協整關系的結論，在此基礎上使用協整分析、 granger因果關系檢驗、脈沖響應分析、具有markov區制轉移的向量誤差修正模型等最新的經濟計量方法，描述和檢驗了中國經濟周期波動過程中實際產出與貨幣供應量變動的長期均衡關系和短期波動模式。
  14. Based on existed theories, this dissertation systematically studied the quantitative effects of chinese monetary policy. and the main task of this article is to measure the quantitative effects of monetary policy on the investment, consumption and net export accurately by applying the newest econometric approaches, such as cointegration test, granger causality test and impulse response function

    因此，本文在國內外學者已有的研究基礎上，以我國貨幣政策實踐的特殊性為背景，從貨幣政策在實體經濟領域傳導的主要途徑（投資渠道、消費渠道、凈出口渠道）出發，就我國貨幣政策實行間接調控以來的效果進行了系統的理論與實證研究。
  15. Empirical results of the paper support this hypothesis. the third chapter introduces the theory of unit root examine, cointegration test, error correction model and granger - causality examine

    第三章介紹了單位根檢驗、協整檢驗、誤差修整模型、 granger因果關系檢驗，這些都是文中後面估計模型和進行模型分析要用到的一些計量方法。
  16. For instance, artificial neural network uses sensitivity analysis to choose input variables, for it has n ' t a much effective method as the granger causality test in econometrics. another example is that it has n ' t an accepted standard on the distribution of samples

    如，它在輸入變量的選取上，是通過敏感性分析進行逐個試驗來篩選的，而沒有和像時間序列理論的那樣較完善的檢驗方法；在確定樣本分配上也沒有系統而權威的標準。
  17. Secondly, the paper tests the relation between the volatilities of the stock returns and macroeconomic cyclical variables by using granger - causality test and the hendry general - to - specific modelling strategy. we find that such factors we choose here as the volatilities of the value added of industry, the money supply, consumer price index, interest rates and exports, imports have influence on the volatility of the stock returns to some extent

    然後應用格蘭傑因果關系檢驗和韓德瑞的從一般到特殊的建模理論，同時測試股票市場收益率的條件波動率與宏觀經濟變量的條件波動率的相互關系，發現工業生產增加值、貨幣供給量、消費者價格指數以及進出口額的條件波動率等經濟指標對我國股票市場收益率波動率都在不同程度上有影響。
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