| 一个关于中国股票市场和宏观经济相互关系的实证分析 |
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| 引用本文： | 贾炜,蔡维,樊瑛.一个关于中国股票市场和宏观经济相互关系的实证分析[J].北京师范大学学报(自然科学版),2007,43(1):93-96. |
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| 作者姓名： | 贾炜 蔡维 樊瑛 |
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| 作者单位： | 北京师范大学管理学院系统科学系,100875,北京;北京师范大学管理学院系统科学系,100875,北京;北京师范大学管理学院系统科学系,100875,北京 |
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| 摘 要： | 在简单介绍SVAR模型的基础上,对我国实体经济扰动和股市扰动对股票市场的影响作了实证分析,结果表明:目前我国股票市场的变化主要来源于股市扰动本身;各实体经济扰动虽有着稳定的影响,但不及股市自身的大,这可能和我国具体的融资环境有关.
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| 关 键 词： | 股票市场 实体经济 SVAR模型 实证分析 |
| 修稿时间： | 2006-07-13 |
AN EMPIRICAL ANALYSIS ABOUT RELATIONSHIP BETWEEN STOCK MARKET AND MACROECONOMY IN CHINA |
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| Jia Wei,Cai Wei,Fan Ying.AN EMPIRICAL ANALYSIS ABOUT RELATIONSHIP BETWEEN STOCK MARKET AND MACROECONOMY IN CHINA[J].Journal of Beijing Normal University(Natural Science),2007,43(1):93-96. |
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| Authors: | Jia Wei Cai Wei Fan Ying |
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| Institution: | Department of System Science, School of Management, Beijing Normal University, 100875, Beijing, China |
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| Abstract: | The SVAR model is introduced.By the empirical analysis,it is shown that the influences come from the substantial economical disturbers and the stock disturbers to the stock market.The conclusions are: at present, the influences mainly come from the stock disturbers;the substantial economical disturbers have steady influences,but they are less than the stock disturbers'.Maybe the conclusions are because of the financing conditions in China. |
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| Keywords: | stock market macroeconomy SVAR model empirical analysis |
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