格兰杰因果检验的有效性及其应用

被引：39

作者：

庞皓

陈述云

机构：

来源：

统计研究 | 1999年 / 11期

关键词：

格兰杰因果检验; 货币供给; 通货膨胀;

D O I：

10.19343/j.cnki.11-1302/c.1999.11.008

中图分类号：

F820 [货币理论];

学科分类号：

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.

引用

页码：42 / 46

页数：5