统计研究 ›› 1999, Vol. 16 ›› Issue (11): 42-45.

• 论文 • 上一篇    下一篇

格兰杰因果检验的有效性及其应用

庞皓; 陈述云   

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:1999-11-15 发布日期:1999-11-15

Efficiency of Grange-Test and its Application

Pang Hao; Chen Shuyun   

  • Received:1900-01-01 Revised:1900-01-01 Online:1999-11-15 Published:1999-11-15

关键词: 格兰杰因果检验, 货币供给, 通货膨胀

Abstract: Firstly, this paper introduces the Granger causality and Sims’s 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.