摘要
对我国上证综指与"克强指数"的关系进行实证研究。结论显示:从长期来看,上证综指与"克强指数"之间存在长期的协整关系,但"克强指数"的部分变量并没有如预期的那样对股票市场产生推动作用,股票市场也没有很好的反映宏观经济的运行,据此提出相应的政策建议。
In this paper, an empirical research is made on the relationship between China＇s stock price index and ＂Keqiang index＂, and the results obtained show that there is a long-term equilibrium relationship between the two. But some variables of ＂Keqiang index＂ don＇t have a stimulating effect on the stock market, and the stock market don＇t reflect the macroeconomic operation well. At last some policy suggestions were given.
出处
《中国林业经济》
2015年第2期5-8,共4页
China Forestry Economics
基金
沪江基金研究基地专项(D14008)
上海市教委重点学科建设项目(J50504)
关键词
克强指数
上证综指
协整检验
格兰杰检验
Keqiang Index
the shanghai composite index
cointegration test
granger test
