英文标题：
《Relationships between different Macroeconomic Variables using VECM》
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作者：
Saannidhya Rawat
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最新提交年份：
2019
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英文摘要：
Through this paper, an attempt has been made to quantify the underlying relationships between the leading macroeconomic indicators. More clearly, an effort has been made in this paper to assess the cointegrating relationships and examine the error correction behavior revealed by macroeconomic variables using econometric techniques that were initially developed by Engle and Granger (1987), and further explored by various succeeding papers, with the latest being Tu and Yi (2017). Gross Domestic Product, Discount Rate, Consumer Price Index and population of U.S are representatives of the economy that have been used in this study to analyze the relationships between economic indicators and understand how an adverse change in one of these variables might have ramifications on the others. This is performed to corroborate and guide the belief that a policy maker with specified intentions cannot ignore the spillover effects caused by implementation of a certain policy.
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中文摘要：
通过本文，试图量化主要宏观经济指标之间的潜在关系。更清楚的是，本文利用计量经济学技术评估协整关系，并检验宏观经济变量所揭示的误差修正行为，这些技术最初由恩格尔和格兰杰（1987）开发，随后的多篇论文对此进行了进一步探讨，最新的是屠和易（2017）。美国国内生产总值、贴现率、消费价格指数和人口是本研究中使用的经济的代表，用于分析经济指标之间的关系，并了解其中一个变量的不利变化如何对其他变量产生影响。这样做是为了证实和引导这样一种信念，即具有特定意图的决策者不能忽视某项政策实施所造成的溢出效应。
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分类信息：

一级分类：Economics 经济学
二级分类：General Economics 一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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