摘要
给出时间序列联立方程模型，并以我国经济现状为研究对象，用时间序列联立方程和向量自回归两种模型对1996年形势进行模拟，预测1997年冬季度经济指标的发展情况，并对两种模型的结果进行对比分析．
The present paper deals with the advantage and disadvantage of simultaneous equations model and VAR model and introduces TSSS which has the advantage of the two models. Using quaterly survey data of 15 years we carried out a policy simulation experiment of economics situation in 1996 and estimated the value of macroeconomic variables in 1997 to contrast TSSS with VAR.
出处
《吉林大学自然科学学报》
CAS
CSCD
1998年第3期41-44,共4页
Acta Scientiarum Naturalium Universitatis Jilinensis
关键词
向量自回归
时间序列
联立方程模型
simultaneous equations, VAR, time series simultaneous system model
