SVAR序列分解方法及应用研究——以广东周期性失业测量为例
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引用本文:何志权.SVAR序列分解方法及应用研究——以广东周期性失业测量为例[J].经济数学,2013,(3):25-34
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作者单位
何志权 (广东工业大学 应用数学学院, 广东 广州510520) 
中文摘要:以SVAR模型作序列分解,可以把受到结构冲击的变量按冲击类型分解出来.本文给出其分解推导证明及算法,然后以广东省周期性失业的测量为例给出了实证演示.结果表明,我省经济状况是冷热交替的,经济均衡只出现在瞬间点,之后用AD-AS曲线分析框架总结出广东省的六种经济状况.
中文关键词:SVAR  序列分解  结构冲击
 
Series Dividing Based on SVAR——A Measurement of Cyclical Unemployment of Guangdong as An Example
Abstract:Dividing a series based on SVAR model can divide the one shocked by structural shock. We gave the proven process and its algorithm. Using a measurement of cyclical unemployment of Guangdong province as an empirical example, we found Guangdong was hot and cool and economic equilibrium was instant. Then we used AD AS curve to sum up Guangdong's six economic situations and to analyze it qualitatively.
keywords:SVAR  series dividing  structural shock
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