| 股市波动与经济增长关系的实证分析 |
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| 引用本文： | 刘家树. 股市波动与经济增长关系的实证分析[J]. 安徽工业大学学报(社会科学版), 2008, 25(2): 42-44 |
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| 作者姓名： | 刘家树 |
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| 作者单位： | 安徽工业大学经济学院,安徽马鞍山,243002 |
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| 摘 要： | 运用时间数列和计量分析方法,搜集1991年以来上证指数和GDP增长率的季度数据,运用相关分析和格兰杰检验分析我国股市波动和经济增长之间的关系,从长期看,股价与经济景气存在正相关关系,经济增长的变化是股价变化的一个显著影响因素。
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| 关 键 词： | 经济增长 股市波动 相关分析 格兰杰检验 |
| 文章编号： | 1671-9247(2008)02-0042-03 |
| 修稿时间： | 2007-07-11 |
Analysis of the Relationship between Stock Fluctuation and Economic Growth |
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| LIU Jia-shu. Analysis of the Relationship between Stock Fluctuation and Economic Growth[J]. , 2008, 25(2): 42-44 |
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| Authors: | LIU Jia-shu |
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| Abstract: | By means of time numerical list and computation analysis,from the data of Shanghai securities exponent and GDP growth rate since 1991,the relationship between stock fluctuation and economic growth has been analyzed by relative analysis and Granger test.In the long term,stock price is in direct proportion to economic growth,while the change of economic growth is an important factor influencing the change of stock price. |
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| Keywords: | economic growth stock fluctuation relative analysis Granger Test |
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