| 中国股市发展与经济增长的计量经济学解释 |
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| 引用本文： | 李冻菊. 中国股市发展与经济增长的计量经济学解释[J]. 海南大学学报(人文社会科学版), 2006, 24(4): 531-534 |
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| 作者姓名： | 李冻菊 |
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| 作者单位： | 河南财经学院,教务处,河南,郑州,450002 |
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| 基金项目： | 国家社会科学规划基金资助项目(05BJL067) |
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| 摘 要： | 运用计量经济学方法对我国股市发展与经济增长进行平稳性检验,并使之成为平稳性序列,继而应用格兰杰因果关系检验,分析我国股市发展与经济增长之间的因果关系。二者之间关系的研究对推动中国股市发展尤其是股权分置改革的顺利进行有积极的意义。
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| 关 键 词： | 股权分置改革 单位根检验 协整检验 格兰杰因果检验 |
| 文章编号： | 1004-1710(2006)04-0531-04 |
| 修稿时间： | 2006-02-17 |
An Econometriccal Approach to the Stock Market Development and Economic Growth in China |
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| LI Dong-ju. An Econometriccal Approach to the Stock Market Development and Economic Growth in China[J]. Humanities & Social Sciences Journal of Hainan University, 2006, 24(4): 531-534 |
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| Authors: | LI Dong-ju |
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| Abstract: | This article uses the approach of econometrics to address the stock market development and economic growth in China.It begins with a review of relevant literature both at home and abroad.Then it uses the unit root to a conduct stationarity inspection,resulting in a stationarity array.Next it applies the Grainger's causality to examine the relationship between the two variables.Studies in the reciprocal relations between the two is conducive both to development of Chinese stock market and shareholding allocation reformation in China. |
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| Keywords: | shareholding allocation reformation unit root test cointegration test Granger causality test |
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