impulse response function
常见例句
- By using nonlinear VAR model and impulse response function, this paper explores the reaction of "output—employment" system under the outer shocks.
本文使用非线性向量自回归模型和脉冲反应函数,分析“产出-就业”系统在外部冲击下的反应。
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.
根据宏观经济因素与股市关系,运用向量自回归理论的脉冲响应函数,建立了相应的冲击反应模型。 - 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.
本文通过建立VAR模型,通过脉冲响应函数与方差分解的方法,研究了GDP与居民可支配收入变化冲击对房地产价格的动态影响。 返回 impulse response function