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12 y & x& = b y x d log( y) = dt da dt = da dy dy dt y& = y dx b dt = bx& 1 = y&= y y& y

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29 both far near 当 期 1 期 前 2 期 前 3 期 前 4 期 前 5 期 前

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35 % 5% 10% 定 常 非 定 常

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38 xt = a zt = a 11 t 1 + b x x 21 t 1 + b x 11 t 2 x 21 t 2 + a + a z 12 t 1 z 22 t 1 + b + b z 12 t 2 z 22 t 2 + u xt + u zt

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52 load exm equation none.ls exviusa c iipus pdl(expiusa,6,2,0) equation near.ls exviusa c iipus pdl(expiusa,6,2,1) equation far.ls exviusa c iipus pdl(expiusa,6,2,2) equation both.ls exviusa c iipus pdl(expiusa,6,2,3) show none show near show far show both load unitgdp for!j=0 to 8 gdp95.uroot(c,!j) freeze gdp95.uroot(c,!j) next for!j=0 to 8 gdp95.uroot(t,!j) freeze gdp95.uroot(t,!j) next for!j=0 to 8 gdp95.uroot(n,!j) freeze gdp95.uroot(n,!j) next

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