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利用协整分析方法分析我国国内生产总值变化与股票价格、房地产价格长期均衡关系,并建立误差修正模型进行短期动态分析。结果显示我国经济增长率与股票价格、房地产价格存在长期协整关系。
Cointegration analysis method is used to analyze the long-term equilibrium relationship between the change of the GDP of our country, the stock price and the real estate price, and the error correction model is established for short-term dynamic analysis. The results show that there is a long-term cointegration relationship between the economic growth rate of our country and the stock price and the real estate price.