The paper analyses the relationships between the foreign reserves of China and the price index based on the cointegration method and vector error correction model of a variable vector auto-regressive (VAR) model.
The paper analyses the relationships between the foreign reserves of China and the price index based on the cointegration method and vector error correction model of a variable vector auto-regressive (VAR) model.
摘要本文运用多变量向量自回归模型(VAR)的协整分析方法与向量误差修正模型对我国外汇储备与物价指数之间的关系进行了实证检验。