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.
出处
《统计研究》
CSSCI
北大核心
1999年第11期42-46,共5页
Statistical Research