论文部分内容阅读
资产价格与外商直接投资之间存在着一定的相关性。本文综合运用GRACH、EGARH组合、GARCH模型分析资产价格与外商直接投资(FDI)的变动趋势及特征,在此基础之上运用Granger因果检验分析资产价格变动与外商直接投资(FDI)的关系,并构建计量经济学模型,研究我国资产价格变动对外商直接投资(FDI)的影响效应强度及差异,揭示资产价格变动与外商直接投资(FDI)间的内在规律,从而提出相关政策建议。
There is a certain correlation between asset prices and FDI. In this paper, we use GRACH, EGARH combination and GARCH model to analyze the trend and characteristics of asset price and foreign direct investment (FDI). Based on this, we use Granger causality test to analyze the relationship between asset price change and foreign direct investment (FDI) The econometrics model is constructed to study the effect intensity and difference of the impact of asset price changes on foreign direct investment (FDI) in our country, reveal the inherent law between asset price changes and foreign direct investment (FDI), and propose relevant policy recommendations.