查询词典 granger

According to the emprical results,we draw this conclusion that there is a bi-directional casuality between A and B shares volatility in Shanghai stock market,while there is no evident and reliable Granger-casuality between A and B shares volatility in Shenzhen stock market.

本文利用时间序列分析中的格兰杰因果关系检验法对中国证券市场A、B股的波动性进行分析，发现上海市场A、B股的波动间存在双向因果关系，而深圳市场A、B股的波动间则不存在显著可信的因果关系。

Firstly we test the stability and cointegration of data, then perform the test of Granger casuality, lastly according to the aboved results, acquire of the regression equation of industry structure 、 infrastructure and logistics cost.

顺序上首先对数据进行稳定性和协整性检验，然后进行格兰杰因果检验分析，最后针对协整性和格兰杰检验结果，对物流成本、三次产业结构和基础设施数据进行回归分析，得出产业结构、基础设施与物流成本的回归方程。

Econometrics ; cointegration ; Granger casuality model ; quantity of cash put into circulation ; impulse response.

计量经济；协整； Granger因果检验；现金投放；脉冲分析

Prove by this research, the revaluation of Taiwan Dollar is advantageous to raise up the REITs prices. And the revaluation could be come from the prospect ion of global investment to the local real estate market. Besides, Granger Casuality has demonstrated the prices of construction group that has got ahead of REITs prices,and whenever it goes up, REITs will be lifted up at the same time.Moreover, REITs issued by Financial Holding is performed better than other issuers.Maybe the reason is the Financial Holding operated the higher quality targets as the trust objects than others.

经由本研究多元回归模型实证发现，台币的升值，有裨益於REITs价格的提升，而台币的升值有可能源自於外资对台湾房地产商办的看好；此外由Granger因果关系检定可得知，营建股股价领先REITs股价的走势，亦为当营建类股走强时，REITs类股也会为之水涨船高，此外金控发行REITs表现亦优於非其他REITs的表现，此有可能金控机构拿出来信托的标的物较为优质所致。

Volatility ; Granger Casuality ; Information-transfer

波动性； Granger因果关系；信息传递

Since then he has been with men and women, and fathered a daughter with his ex-girlfriend Claire Granger.

自从他（什么什么。。。。。。不懂翻译）与他的前女友 Claire Granger 有了一个女儿。

Land resource ; land fiscalization ; Granger causality test ; cultivated land protection

土地资源；土地财政；格兰杰因果关系检验；耕地保护

The second section is the inspective empirical test, gives an empirical research on the validity of our fiscal and monetary policies by the methods of regression analysis, ADF test and Granger test.

第二节是检验性实证分析部分，以回归分析、平稳性检验与Granger因果关系检验等为主要方法，实证研究我国财政政策货币政策的有效性问题。

We employ quarterly data on industrial output, indicators of stock market liquidly, stock market volatility, and banking development during 1986:1-2003:3. We found that the Granger causality between output and financial development variables differ significantly among different knowledge intensity industries.

实证方法上，采用Johansen(1992，1995)之最大概似估计法(maximum likelihood estimate， MLE)来检定变数间是否存在共整合关系；若变数间存在共整合关系，则可以向量误差修正模型(vector error correction model，VECM)为基础，据以探讨金融发展与不同知识密度产业经济成长之因果关系。

Standard granger noncausality tests are used to further study the relationship of freight volume, ton-kilometers and GDP. Furthermore, a vector ARMA model is built to analyse the dynamic relationships among them. The results show that there is...

结果显示，交通货物运输量与国民生产总值之间没有协整关系，货物周转量是货运量、国内生产总值的Granger原因，但货运量、国内生产总值不是货物周转量的Granger原因。

Warden: That's a beautiful dog, but don't bring her again.

那是条漂亮的狗，但是不要再把她带来了。

You get up in the morning – no hangover!

你第二天早上起来的时候—不会宿醉！