JER, 第 2 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1997 |
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第 1 到 3 筆結果,共 35 筆
第 9 頁
... cointegrated by a p by r cointegration matrix ẞ such that ẞ'xt is I ( 0 ) , then II can be decomposed into aẞ where a is p by r . The ECM is balanced in the sense that all differenced variables and Xt Bxt - 1 are stationary . If ...
... cointegrated by a p by r cointegration matrix ẞ such that ẞ'xt is I ( 0 ) , then II can be decomposed into aẞ where a is p by r . The ECM is balanced in the sense that all differenced variables and Xt Bxt - 1 are stationary . If ...
第 10 頁
... cointegration constant . The DGP also has a system constant as well as a cointegration constant . Case 3 : a constant term exists in the estimating model which is decomposed into a system constant and a cointegration constant . However ...
... cointegration constant . The DGP also has a system constant as well as a cointegration constant . Case 3 : a constant term exists in the estimating model which is decomposed into a system constant and a cointegration constant . However ...
第 12 頁
... cointegrated relation is highly insignificant . That means the cointegration residuals may include a unit root . This causes some difficulty in interpreting the long - run equilibrium . However , the series of residuals from each of the ...
... cointegrated relation is highly insignificant . That means the cointegration residuals may include a unit root . This causes some difficulty in interpreting the long - run equilibrium . However , the series of residuals from each of the ...
內容
Ejaz Ghani and Hyoungsoo Zang Fiscal and Debt | 135 |
Jinsup Kim Evaluation of the Price Trend under | 149 |
UNIVERSITY OF CALIFORNIA | 177 |
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Additive Outlier adjustment cost AFTA Akaike Information Criterion attorneys banks business cycle CGE model coefficient cointegration common cycle competition convex cost of credit current income debt disturbances dynamic economic activity effects equation equilibrium estimated exchange credit exchange rate exports F-Statistics Figure Firm 1's forecast free-issue regime growth Hanyang University HKAB Hong Kong Hong Kong dollar imperfect competition imperfectly-competitive implies increase individual inflation Innovative Outliers interest rates interest-rate agreement Japan Journal of Economic lagged law firms long-run macroeconomic marginal mentor mentor/protege relationship menu cost monetary base money demand function money supply null hypothesis optimal outlier variables outliers output paper parties partners percent permanent income price adjustment price level product upgrading profits proteges protegeship quit threat ratio regression sample SAN DIEGO sector shirking significant statistically Table time-series trade trend U.S. dollar unit root velocity of money welfare YDEV zero