基于1990-2012年北京GDP数据和三次产业用水量数据,进行GDP数据与三次产业用水量的平稳性检验和协整检验,检验通过后,对四组数据构建SVAR模型,利用脉冲响应函数,分析北京GDP与三次产业用水量之间的相互关系,结果显示第一产业用水量、第二产业用水量与北京GDP的增长负相关,第三产业用水量与北京GDP的增长正相关。%Based on the various data(annual data from 1990-2012) that the research required,the GDP,the primary industry water consumption(AW),the secondary industry water consumption(PW),the tertiary industry water consumption(TW),the stationary test and co-integration test were used to analyze the data. Then we constructed the Structural Vector Autoregression model(SVAR) of the GDP , AW , PW , TW . We analyzed the relationships among GDP and AW,PW,TW,with the impulse response function. The results shows that AW and PW are negatively correlated with GDP,and the TW is positively correlated with GDP.
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机译:The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study Using the SVAR Model and Panel Regressions =融资对股价收益与波动的影响特征研究——基于SVAR模型与面板模型的实证分析
机译:FOa 3(Foersvarets Forskningsanstalt Department 3)对斯堪的纳维亚图像分析会议的贡献(第5期),瑞典斯德哥尔摩,1987年6月2日至5日。(FOa(Foersvarets Forskningsanstalt Department 3)3 Bidrag直到'斯堪的纳维亚图像分析会议( 5)'(sCIa),瑞典斯德哥尔摩,1987年6月2日至5日)