统计研究 ›› 2004, Vol. 21 ›› Issue (2): 46-4.

• 论文 • 上一篇    下一篇

我国银行利率与股市变动关系的实证分析

何宏   

  1. 厦门大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2004-02-15 发布日期:2004-02-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2004-02-15 Published:2004-02-15

关键词: 利率, 股票, 单整, Granger因果检验, VAR

Abstract: In this paper, three methods including unit root test, Granger causality test and VAR model are used to analyze the relation of Chinese interest rate and the sum of stock trade every month. The results show that stock market is insensitive to the interest rate.