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- This paper uses Granger causality tests verify above conclusions. 利用格兰杰因果关系检验证实了以上结论。
- The result shows that the energy consumption flexibility in each industry is different and GDP is the Granger causality of energy consumption. 结果表明,三次产业的能源消费弹性是不同的,GDP是能源消费的格兰杰因果关系。
- In this article, Granger causality test and co-integration test are employed to analyze the wealth effect of the real estate market in China. 摘要本文应用格兰杰因果关系检验和协整分析方法,对我国房地产市场的财富效应作了实证分析。
- For revealing and exploring climate change and its causes, Granger causality test is introduced in this paper. 摘要为揭示气候变化并探索其可能原因,引入了格兰杰因果检验法。
- For multiple stationary time series Granger causality tests and vector autoregressive models are presented. 多平稳时间序列,"格兰其"成员因果律测试和自回归模式给的矢量。
- So, this paper uses Granger Causality Test and OLS to analysis forming mechanism of export trade structure in China. 本文运用格兰杰因果检验和回归分析等实证分析了出口贸易结构的形成机理。
- This paper, based on Granger causality test in a vector autoregressive process, empirically analyzed the money supply in China. 在向量自回归模型基础上,通过格兰杰因果检验对我国货币供给的内生性或外生性作了实证检验。
- There exists a Granger causality in the relationship between the economic growth and the income gap between urban and rural dwellers in China. 摘要中国城乡居民收入差距与经济增长之间存在格兰杰因果关系。
- Through co-integration test, error correction model (ECM) and the Granger causality, the degree of integration of 20 major producing and purchasing area was tested in China. 通过协整检验、误差修正模型(ECM)和格兰杰因果关系检验分别对中国20个苹果主产或者主销地区的市场整合程度进行分析。
- The results showes that as the biggest metal futures exchange in the world, future price of Cu in LME is the Granger Causal of that of Cu in SHME for a long time. 结果表明:作为全球最大的金属期货交易所,长期以来伦敦金属所金属铜的期货价格对上海期货交易所的期铜价格都具有主导作用。
- This paper studies the relation among energy consumption,GDP and energy structure with cointegration theory and studies the Granger causality between the three time series of 1980-2003 in Guangzhou. 能源消费及能源结构与GDP之间关系对于广州的能源环境和经济的可持续发展十分重要。 本文在广州市1980-2003年的年度统计数据基础上,运用格兰杰因果关系检验研究了时间序列变量之间是否存在因果关系;
- Through formating an AK model and adopting 1952-2004 data,this paper deeply studies the relationship among capital input,technology progress,real wage and sncr with Cointegration Test and Granger Causality Test. 本文通过构建基于劳动供需协调率sncr的AK模型,采用1952~2004年时间序列样本数据,运用协整检验(Cointegration Test)和格兰杰因果关系检验(Granger Causality Test),研究了资本投入、技术进步、实际工资与劳动供需协调率之间的关系。
- While the Granger causality test between tax competition and economic growth shows that the public expenditure makes a positive effect to economic growth, and the efforts of levy tax of local governments are adaptive behaviors to theirs fiscal status. 而对省际间税收竞争增长绩效的格兰杰因果检验则显示,公共服务水平对地区经济增长率具有显著的促进作用,并且地方政府的征税努力与其财政充裕状况直接相关。
- This article analyzes the relation between stock return and trading volume in stock markets, and we find that the relation isn't asymmetry, but there exists a bilateral Granger causality. 摘要本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;
- Based on Chinese and Japanese data this paper investigates the relationship among FDI, industrial transfer and home country employment with Granger causality analysis and error correction model. 摘要采用格兰杰因果分析和误差修正模型,基于中日数据分析了FDI、产业转移与母国就业之间的关系。
- This paper introduces the basic notation of partial causality,and also compare the difference between ordinary Granger causality and partial causality in a simulative network with three neurons. 论文介绍了偏相关因果关系的基本概念,并对一个模拟的三个神经元的网络比较了格兰杰因果关系和偏相关因果关系的区别。
- Since Granger put forward the notation of causality in 1969,the application of Granger causality in such fields as signal processing,computational neuroscience has become more and more extensive. 摘要 自从格兰杰1969年提出因果关系的概念之后,格兰杰因果关系在信号处理、计算神经科学等许多领域的应用越来越广。
- Co-integration test shows that a long-term equilibrium existed in both, and agriculture FDI is the Granger Causality of the export structures optimization of agricultural products. 协整检验表明二者之间存在长期的均衡关系,农业FDI是农产品出口结构优化的格兰杰原因;
- I take care of the potential unstability or cointegration of variables by ADF tests.Then, VAR regression and Granger causality are run on the seasonal data from 1989/1 through 2006/3. 中文摘要台湾本国银行逾放比从2001年的8.;16%25降到目前的2
- There are positive correlations of volatility among industries in a significant level and a few Granger causalities. 行业间收益波动呈现显著的正相关和较少的波动传递。