| 小波建模和预测及其在中国货币乘数中的应用 |
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| 引用本文： | 刘斌,董勤喜. 小波建模和预测及其在中国货币乘数中的应用[J]. 应用数学和力学, 1999, 20(8): 856-862 |
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| 作者姓名： | 刘斌 董勤喜 |
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| 作者单位： | 1.中国科学院系统科学研究所, 北京 100080; |
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| 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.
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| 关 键 词： | 货币乘数 小波变换 时变AR模型 |
| 收稿时间： | 1998-04-23 |
| 修稿时间： | 1998－04－23 |
Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier |
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| Liu Bin,Dong Qinxi. Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier[J]. Applied Mathematics and Mechanics, 1999, 20(8): 856-862 |
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| Authors: | Liu Bin Dong Qinxi |
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| Affiliation: | 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 |
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| 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. |
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| Keywords: | wavelets transform time_varied AR model monetary multiplier |
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