小波建模和预测及其在中国货币乘数中的应用

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Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier

1.
Institute of Systems Science, Academia Sinica, Beijing 100080, P. R. China;
2.
Department of Applied Mechanics, Beijing Institute of Technology, Beijing 100081, P. R. China

摘要: 利用双正交小波变换的向量空间算法结合逐步回归分析,对我国的狭义货币乘数建立了时变的AR模型,在此基础上对我国1997年第一季度狭义货币乘数进行模拟和预测.
- 货币乘数 /
- 小波变换 /
- 时变AR模型
Abstract: In this paper, a time-varying AR model is constructed by using the vector-space algorithm of compactly-supported biorthonormal wavelets transform, and a time-varying AR model for forecasting narrow monetary multipliers in China is developed.
- wavelets transform /
- time-varied AR model /
- monetary multiplier

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