摘要
在泡沫经济研究中,股市泡沫是重要的问题之一。股市泡沫的出现、膨胀以及破灭是一个量变到质变的过程,重要的是如何测定股市泡沫?如何判断和预控股市泡沫?为此,本文研制了股市泡沫经济计量模型,提出股市泡沫的测定、判断和预控方法,并应用于上海股市进行了实证分析。
Stock Market bubbles are one of important questions in studying bubble economy.It is a process of changes from quantity to quality that Stock market bubbles appear,inflate and burst and more important is how to measure,determine and control them. To solve the bubbles economy models,methods of determining and controlling in advance stock bubbles are then proposed in the paper. Using these methods of determining and controlling in advance stock market bubbles ,we conduct empirical analysis of Shanghai stock market.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2005年第5期67-78,共12页
Journal of Quantitative & Technological Economics
基金
北京市教委人文社科重点项目
北京市哲学社会科学"十五"规划项目"泡沫经济理论与计量模型研究"的成果。
关键词
泡沫经济
模型
应用
Bubbles Economy
Models
Application