Exchange rate and Chine financial market: Variance decomposition under vector
爬山虎的样子autoregression approach
讯6
商洛景点韩凭妻期刊名称： Cogent Economics & Finance
作者： Shweta Ahalawat,Archana Patro,Steve Cook,Caroline Elliott,David
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McMillan,Duncan Watson,Xibin Zhang
年份： 2019年
关键词： vector autoregression;China;impul respon function;stock market variance decomposition;exchange rate;VAR Granger causality干豆角蒸肉
摘要：The foremost objective of the manuscript is to predict dynamic behaviour of economic and financial time exchange rate and price of stock market in China and also to determine if there is a interrelation between the two. Monthly time ries data of 10脗 years have been taken, from 鱼油能降血脂吗
January 2009 to December 2018 (post-financial crisis of 2008). The unit root test, variance decomposition under vector autoregressive (VAR) approach, impul respon function and Granger causality under VAR environment have been smeared to infer the long and short-run statistical dynamics. The outcomes of vector autoregression approach depict that the two variables have positive impact and are statistically significant in the short run. There is no long-run association and causal relation between the exchange rate and Chine financial market.新生儿粟粒疹图片
内容由中国教育图书进出口有限公司引进
