统计研究 ›› 1997, Vol. 14 ›› Issue (4): 49-52.

• 论文 • 上一篇    下一篇

VAR系统——一种宏观经济预警的新方法

杭斌, 赵俊康   

  • 出版日期:1997-04-15 发布日期:2012-02-14

HANG Bin, ZHAO Jun-Kang   

  • Online:1997-04-15 Published:2012-02-14

摘要: VAR系统(Vector Autoregressive System)是西姆斯(Sims)于1980年提出的一种新型的宏观经济计量模型。由于该模型具有若干突出优点,在国际上得到了日益广泛的应用,并有逐步取代传统宏观经济模型的趋势。本文对VAR系统做简要介绍,进而利用山西省的统计资料构造一个简单的宏观经济分析、预警模型。

Abstract: The nature of VAR system the Law were analyzed, in particular, its main background——the direct reason and status of serious distortion in statistical data, was reviewed and summarized. Finally, the 1996 vision of the Law of statistics was evaluated., in respect to the primary and secondary responsibility of statistics under social supervision, business secret and statistics distortion, the punishment of illegal activities in statistics and etc.