经济变量

但利率的作用、地位如何，与其它经济变量之间的本质联系又怎样，却充满争议。

As an economic variable , interest rate gets a lot of attentions .

物价水平是受货币政策影响最明显的经济变量。

The price level is the economic variable that monetary policy influences most strongly .

文章利用HP滤波和时间趋势剔除技术对中国主要宏观经济变量的对数序列（季度）进行了长期趋势的剥离，得到了反映中国经济周期性波动的周期成分；

Using HP filter and simple linear detrending method , we get the cyclical components of Chinese macroeconomic variables .

理论分析与计量分析主要应用于货币结构指标与宏观经济变量的实证研究，实证部分主要通过建立VAR模型验证货币结构指标与宏观经济变量之间的关系。

The theoretical analysis and econometrics analysis are used in the empirical research on monetary structure and macroeconomic variables .

先从做基于SVM的时间序列同业拆借利率的实验，然后从同业拆借利率的影响因素出发，选取可能的经济变量对利率的走势进行实验。

So SVM-based inter-bank offered rate of time-series experiments and the impact of factors that inter-bank offered rate with the selection of economic variables was carried .

其次，建立了微观因子与宏观经济变量相结合的模型。使用VAR方法对期限结构与宏观变量的关系进行分析，定量与定性相结合的方式分析了二者之间的相互影响关系。

Secondly , the VAR model analyzed the relationship of macro variables , quantitative and qualitative analysis of a combination of the relationships between the two .

为了研究建筑工程造价与宏观经济变量之间长期均衡与短期调整间的关系，又进一步建立ECM模型。

The thesis is for studying the long-term equilibrium and short-term adjustment relationship between construction project cost and macro-economic variables to further establishes ECM .

而传统线性时间序列模型（如AR（p）或ARMA（p，q））无法刻画上述经济变量运行所表现出的多样性和不对称性的特征。

However , traditional linear time series models ( such as AR ( p ) / ARMA ( p , q )) can not describe the properties of diversity and asymmetry of above economic behavior .

从长期看，实际的GDP水平取决于生产要素和技术，从短期看，宏观经济变量受物价水平的影响；

From its long term , the actual GDP depends on the main elements and technology of production ; from its short term , the prices have an effect on the variation of macroeconomics .

最初，许多研究认为，石油价格冲击和GDP之间存在着显著的负向关系，但最近的实证研究表明石油价格冲击与宏观经济变量之间的关系呈现递减趋势。

Initially , many studies argue that there exist a significant negative impact of oil price shocks on GDP , but recent empirical studies suggest a diminishing relationship between oil shocks and the macroeconomy .

而基于宏观经济变量的logit模型和基于微观经济变量的描述性分析都很好地验证了该结论。

This conclusion has also been improved by the logit econometric model based on the Macroeconomic variables and descriptive analysis based on Microeconomic variables .

通过方差分解，发现造成各宏观经济变量，尤其是货币政策与资产价格波动的主要原因是CPI，引起诸变量波动的次要原因是产出。

By variance decomposition , we find that fluctuation of those macroeconomic variables , especially monetary policy and asset price mainly results from CPI followed by GDP .

股票价格指数与宏观经济变量之间的Granger因果关系不是很显著，且与工业增加值之间的联系较弱，所以股票价格指数并不能完全充当我国经济发展的晴雨表。

But the Granger cause relationship between stock price index and macroeconomic variables is not significant , and the linkage between stock price index and added industry value is weakly .

得出它们的协整方程以及误差修正模型（ECM），反映了股票价格指数与宏观经济变量的长期静态和短期动态影响关系。

Then , we obtain their co-integration and error correction model equation ( ECM ), which reflects the long-term static and short-term dynamic relationship between the stock price index and macroeconomic variables .

然而，上证指数和所研究的任何一个宏观经济变量都不存在双向的Granger因果关系，说明任何一个宏观经济变量都无法单独的预测上证指数的走势。

However , neither Shanghai index nor any macroeconomic variable studied here has Granger causal relation , that means none of the macroeconomic variables can predict the Shanghai index tendency alone .

然后，运用AD方法检验数据时间序列的平稳性，接着对各宏观经济变量对上证指数进行协整检验和Granger因果关系检验。

Then stationarity of time series for the data has been examined by adopting AD method , followed by cointegration test and Granger causal relation test against each macroeconomic variable and Shanghai Stock Exchange index respectively .

其中对于非高斯分布考虑了经济变量中常出现的三种情形，对三类具体化的模型给出了具体的解决办法，并导出扩展的Kalman滤波和平滑公式。

Three forms that frequently appear in economic variables are considered with regard to non-Gaussian distribution in this paper and specific solutions are provided for the three refined models and extended Kalman filter and smoothing is deduced accordingly .

运用1978年至2003年的年度统计数据，对现金、狭义货币和广义货币与各主要经济变量之间因果关系进行Granger因果检验。

Wielding the annual statistics data from 1978 to 2003 , we carry out the testing for Granger causality between cash , narrow money and broad money with every main economy variable .

本文以VAR计量模型为基础，采用线性方法和非线性方法，通过运用脉冲响应分析及方差分解，计算各经济变量对石油价格冲击的弹性来讨论油价冲击对我国经济的影响。

This paper use linear model and non-linear model to describe oil price shocks , than import it into VAR model , use impulse response function 、 variance decomposition and elasticity analysis to learn the impacts of oil price shocks .

近年发展起来的STR模型及其拓展模型被广泛应用于货币政策非线性效应研究中，用来描述不同状态下的经济变量对实体经济产生的影响。

The newly developing STR model and its extensive models are widely used in the study of operational effect of monetary policy to describe the influence of economic variables under different states on the real economy .

利用统计学、数学方法为分析工具，对建国以来（1952~2004）GDP增长率与就业结构的变迁作了实证考察，找出了经济变量之间的内在联系及其原因，并提出了未来的发展建议。

Statistics and mathematical methods are used as analysis tools to make empirical survey on China 's GDP growth rate and the change of employment structure during 1952-2004 . The intrinsic relation and its reason between the variables of economy are found and the countermeasures are provided .

在考察的众多的宏观经济变量当中，只有固定资产投资完成率、消费价格指数、货币政策变量指标M1和公开市场操作对我国沪深两市股票市场长期收益有显著影响。

Among various macroeconomic variables , only Fixed Asset Investment Completeness Ratio , Consumer Price Index , Monetary Policy Indicator M1 , and Open Market Operation have significant long term effects on Shanghai and Shenzhen stock market return .

基于IS-LM模型的传统凯恩斯波动理论主要从需求的角度用乘数理论分析政府购买冲击对宏观经济变量的静态影响；

Based on IS-LM model , traditional Keynesian fluctuation theory focuses on static effects of govern - ment purchase shocks on aggregate demand and other macro variables in terms of multiplier .

利用向量误差修正（VECM）模型考察股市和债市收益率的短期变动关系时，5个宏观经济变量均进入短期均衡方程。

By using vector error correction model to test the short-term correlation , five macroeconomic variables are all included in the equilibrium equation .

本文内容主要包括以下几个方面：（1）运用VAR模型、Granger因果关系检验、脉冲响应分析与方差分解技术，研究宏观经济变量对我国股票市场价格行为的长期影响。

The main contents of this study are as follows : ( 1 ) Using Vector Autoregression , Granger casualty test , Impulse Responses Analysis and Variance Decomposition technology , we study the long term effects of macroeconomic variables on Chinese stock market price behavior .

1982年，Engle教授提出了著名的ARCH模型，它是一种动态非线性的时间序列模型，反映了经济变量之间的特殊的不确定的形式：方差随时间变化而变化。

In 1982 , Engle , a famous professor , proposed the ARCH model , which is a dynamic and non - linear time series model , reflecting the particular and uncertainty relationship of eco - nomic variables : the variance changes over time .

协整检验从长期反映了上证综合指数与物价指数、利率、汇率的负相关关系，但是进行Granger因果检验后，最终结果显示这几个宏观经济变量都不是股票价格变动的主要影响因素。

From the long-term , co-integration test reflects a negative correlation between the Shanghai Composite Index and the price index , interest rates . However , the final results show that the several macroeconomic variables are not the main factor of stock price changes after Granger causality test .

在MPCM模型设计上，本文充分把握了经济变量间相互依存、制约的数量关系，力求把模型做大做精。

In constructing MPCM model , the author makes a full prehension on the quantity relations of dependence and restriction between different financial variables so as to make the model larger and most precise .

本文就是要研究总体风险厌恶与多个经济变量的关系，由于出现了维数祸根问题，所以我们提出了适应性函数系数ARCH-M模型并用来度量风险厌恶。

In the present thesis , we will study relationship between the aggregate risk aversion and economical variables . Due to the problem of " curse of dimensionality ", we propose an adaptive Function-Coefficient ARCH-M model to measure the risk aversion .

社会保障支付对中国宏观经济变量的效应

The Effects of Social Security Payment on China 's Macroeconomic Variables