| 我国房地产市场和股票市场关系的实证研究 |
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| 引用本文： | 梁秋霞. 我国房地产市场和股票市场关系的实证研究[J]. 安徽商业高等专科学校学报, 2014, 0(3): 21-23 |
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| 作者姓名： | 梁秋霞 |
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| 作者单位： | 安徽工业大学工商学院,安徽马鞍山243002 |
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| 摘 要： | 运用单位根检验、协整检验、格兰杰因果关系检验、脉冲响应分析和方差分解等方法对我国房地产市场和股票市场的相互关系进行实证研究。研究发现，二者存在正向的相互影响、相互促进的关系。
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| 关 键 词： | 房地产市场 股票市场 相关性 |
Empirical Study of the Relationship Between Real Estate Market and Stock Market in China |
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| Affiliation: | LIANG Qin-xia (Industrial and Commercial College, AHUT, Maanshan 243002, Anhui, China) |
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| Abstract: | It is indicated in the empirical study of the relationship between real estate market and stock market in China by use of Unit Root Test, Co-integration Test, Granger Causality Test and impulse response analysis and variance decomposition method that there exists a positive relationship of mutual influence and mutual promotion between. |
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| Keywords: | real estate market stock market reciprocity |
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