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格兰杰因果检验的有效性及其应用 被引量:35

格兰杰因果检验的有效性及其应用
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摘要 Firstly,this paper introduces the Granger causality and Sims’ theorems that are conducive to Granger causality test.And then,several problems are pointed out which lie in Granger causality test.Finally,this paper gives the empirical analysis about the causality between money supply and inflation in our country. Firstly,this paper introduces the Granger causality and Sims' theorems that are conducive to Granger causality test.And then,several problems are pointed out which lie in Granger causality test.Finally,this paper gives the empirical analysis about the causality between money supply and inflation in our country.
作者 庞皓 陈述云
出处 《统计研究》 CSSCI 北大核心 1999年第11期42-46,共5页 Statistical Research
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参考文献2

  • 1(美)萨金特 王小明等(译).宏观经济理论[M].中国经济出版社,1998..
  • 2李拉亚.通货膨胀与不确定性[M].中国人民大学出版社,1994..

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