摘要
本文运用协整理论,Granger因果关系检验以及脉冲分析对我国固定资产投资与现金投放量之间的关系进行了分析,结果表明:(1)我国固定资产投资与现金投放量之间存在长期协整关系;(2)固定资产投资是现金投放量的Granger原因。(3)来自固定资产变动的冲击,会对当期现金投放量产生短暂、强烈影响,然后在稍低的水平对其保持长期的正向影响。
This paper analyses the relationship between fixed asset investment and quantity of cash put into circulation by cointegration ,error correction model and impulse response function, and draws some conclusions. （1） Two variables have cointegration relationship. （2）The fixed asset investment is the Granger reason for cash delivery. （3）The impact from the fixed asset investment undulation can have a positive and lasting influence on cash delivery after short and strong affection on it.
出处
《运筹与管理》
CSCD
2008年第1期122-127,共6页
Operations Research and Management Science
基金
安徽省教育厅人文社科基金资助项目(2006SK155ZD)
关键词
计量经济
协整
GRANGER因果检验
现金投放
脉冲分析
econometrics
cointegration
Granger casuality model
quantity of cash put into circulation
impulse response.
