The problem considered is the correlation between stock exchange and economy growth. Stepwise regression is being used on the following figures: increasing rate of GDP, the volume of stock market, and liquidity. As a...The problem considered is the correlation between stock exchange and economy growth. Stepwise regression is being used on the following figures: increasing rate of GDP, the volume of stock market, and liquidity. As a result, we give .an.equation of national economy and stock market. Then, we use Granger's Causality test to prove that the stock market has positive effects on the national economy.展开更多
文摘The problem considered is the correlation between stock exchange and economy growth. Stepwise regression is being used on the following figures: increasing rate of GDP, the volume of stock market, and liquidity. As a result, we give .an.equation of national economy and stock market. Then, we use Granger's Causality test to prove that the stock market has positive effects on the national economy.