泡沫经济计量模型研究与应用

Studyon and Application of Bubbles Economy Model

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.