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| 中国房市、股市与货币政策传导效应的实证研究 | |
| 引用本文： | 欧阳珑. 中国房市、股市与货币政策传导效应的实证研究[J]. 兰州学刊, 2009, 0(10): 46-48 |
| 作者姓名： | 欧阳珑 |
| 作者单位： | 中国人民大学,财政金融学院,北京,100086;江西理工大学,应用科学学院,江西,赣州,341000 |
| 基金项目： | 国家社会科学基金，十一五国家科技支撑计划 |
| 摘 要： | 选取Z001年1月至2008年12月中国房地产景气指数，上证综合指数，银行贷款，7天银行同业拆借利率的数据来研究中国房地产市场，股票市场与货币政策传导效应的关系。运用johansen协整检验和granger因果关系发现股票市场。房地产市场与货币政策之间存在长期均衡关系。同时对检验结果对应的结论做出合理的解释。 |
| 关 键 词： | 房地产 股市 货币政策 |
The Empirical Study of China Housing Market, The Stock Market Effects of Monetary Policy Transmission |
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| Ou Yanglong. The Empirical Study of China Housing Market, The Stock Market Effects of Monetary Policy Transmission[J]. , 2009, 0(10): 46-48 | |
| Authors: | Ou Yanglong |
| Affiliation: | Ou Yanglong |
| Abstract: | This paper select data from china real estate climate index from january 2001 to decemeber 2008 ,the shang hal stock index, ban loans, weekly bank lending rates to study the relationship of real estate market, stock market and monetary, policy transmission effect. It found the long -- run equilibrium relationship of stock market,real estate market and monetary using johasen cointegration and granger causality tests. At the same time make the reasonable explanation for test results. |
| Keywords: | real estate stock monetary policy |
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