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中国主要宏观&

中国主要宏观&

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第 1 第 第第第第第第第第第第 第8500 第第 中中中中中中中中中中中中中中中 中中中中中中中中Bootstrapping中中中中中 FF * 中 中 FF 1 FF 中中中 FF 2 第第第 中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中Vector Autoregression, VAR中中中中中中中中中中中中Structural VAR中中中中中中中中中中 中Impulse-response Function中中Granger 中中中中中Granger-causality中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 中中中中中中中中中中中中中中中中中中中中中中中中中中中中 VAR 中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 中中中中中Trending Time-varying Coefficient Model中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 bootstrap 中中中中中中中中中中 中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 bootstrap 中中中中中中中中中 P 中中中中中中中中中中中中中中中中中中中中中中中中中中 85 中中中 中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 VAR 中中 SVAR 中中中中中中中中中中中中中 第第第 中中中中中中中中中 中中中中中 中中中 wild bootstrap VAR SVAR JEL 第第第第第 C14 C12 C32 E10 第第第第 中中中中中中中 1973 中 3 中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 中中中中中中中中中中中中中中中 中中中中中中中中 Bootstrapping 中中中中中 中中中中 中中中中中中中中中中中中中中中中中中中中中中中中中中中Vector Autoregressive中VAR中中中中中中中中中中中中Structure VAR中中中中中中中中中中中中中中中中中 中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中Impulse-response Function中中中中中中中中 VAR 中中中中中中中中中中中中中中中中中中中中中中中中中中中中 中中中中中中中 VAR 中中中中中中中中中中中中中Granger-Causality中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中中 Sims中1980中中中中中中中中
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