| 宏观经济与股市发展协整关系实证 |
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| 引用本文： | 袁琳.宏观经济与股市发展协整关系实证[J].辽宁工程技术大学学报(社会科学版),2006,8(3):255-257. |
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| 作者姓名： | 袁琳 |
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| 作者单位： | 东北财经大学,统计系,辽宁,大连,116023 |
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| 摘 要： | 股市发展与宏观经济关系一直是国内外学者研究的热点问题,现以1995年第1季度到第2季度数据为样本,通过协整检验,建立误差修正模型,对中国股票市场与宏观经济关系进行实证分析。得出股市规模与经济增长背离的结论,分析原因,盲目注重规模而轻视效率不能促进经济增长。国民经济快速发展需要健康、成熟、结构合理的证券市场。
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| 关 键 词： | 股市发展 宏观经济 多重协整 误差修正模型(VEC) |
| 文章编号： | 1008-391X(2006)03-0255-03 |
| 修稿时间： | 2005年12月25 |
On the cointegration relationship between macroeconomic system and the development of stock market |
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| YUAN Lin.On the cointegration relationship between macroeconomic system and the development of stock market[J].Journal of Liaoning Technical University(Social Science Edition),2006,8(3):255-257. |
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| Authors: | YUAN Lin |
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| Abstract: | The relationship between the development of stock market and macroeconomic system is always the focus paid close attention to by the domestic and foreign scholars in economic circles.Now,we select data from the first quarter of 1995 to the second quarter,establish VEC model to test the relationship between the development of stock market and macroeconomic system after the cointegrated relationship test,andfinally draw the conclusion that only focusing on scale can not facilitate the increase of China's economy.The feasible suggestion is to establish a healthy and mature stock market with eligible structure. |
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| Keywords: | the development of stock market macroeconomic system cointegrated relationship VEC |
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