Some strong exogenous shocks, such as oil shock and financial crisis, will change the DGP of economic series and thus change the coefficients of econometric models.

• 一些强烈的外生冲击，例如石油危机、金融危机等，会改变经济资料的资料生成过程(DGP)，使得计量模型的某些参数发生改变。