There are some which are commonly used: co-integration theory, error correction model and Grange causality test.
包括单整、协整理论、误差修正模型以及Grange因果检验。
In this paper, we analyse this by Grange Causality Test and then we give the short-term effect and long-term effect using Partial Adjust Model.
本文分阶段对两变量的因果关系进行实证分析,通过部分调整模型给出了基准利率对同业拆借率的短期效应和长期效应。
In this paper, we analyse this by Grange Causality Test and then we give the short-term effect and long-term effect using Partial Adjust Model.
本文分阶段对两变量的因果关系进行实证分析,通过部分调整模型给出了基准利率对同业拆借率的短期效应和长期效应。
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