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基于VAR模型的中国期货市场发展与经济增长关系的实证研究 被引量:4

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摘要 文章运用2003-2015年我国期货市场发展与经济增长的相关数据.通过建立向量自回归(VAR)模型.采用单位根检验、EG协整检验等检验技术分析我国期货市场发展和经济增长之间的内在关系.研究发现.经济增长促进了期货市场的稳定发展.而期货市场的发展对经济增长的反作用则还需加强.
作者 郑禄飞 吴慧
机构地区 浙江财经大学
出处 《中国集体经济》 2016年第30期71-73,共3页 China Collective Economy
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