When we consider the factors affecting the stock market,we often consider the impact of macroeconomic factors on it.On the basis of the academic achievements of predecessor scholars on macroscopic factors affecting th...When we consider the factors affecting the stock market,we often consider the impact of macroeconomic factors on it.On the basis of the academic achievements of predecessor scholars on macroscopic factors affecting the overall stocks,this article selects six macroeconomic influencing factors:money supply,USDCNY exchange rate,GDP,national fiscal revenue,price index and interest rate,and uses PAC regression analysis method to construct a regression model.Analyze the influencing factors of Shanghai Pudong Development Bank stock;then conduct heteroscedasticity,autocorrelation,and multicollinearity tests to modify and adjust the regression model;finally,make relevant recommendations based on the analysis results.展开更多
文摘When we consider the factors affecting the stock market,we often consider the impact of macroeconomic factors on it.On the basis of the academic achievements of predecessor scholars on macroscopic factors affecting the overall stocks,this article selects six macroeconomic influencing factors:money supply,USDCNY exchange rate,GDP,national fiscal revenue,price index and interest rate,and uses PAC regression analysis method to construct a regression model.Analyze the influencing factors of Shanghai Pudong Development Bank stock;then conduct heteroscedasticity,autocorrelation,and multicollinearity tests to modify and adjust the regression model;finally,make relevant recommendations based on the analysis results.
