我国股票市场与经济增长弱相关性的实证研究及启示  

Empirical Research on Weak Correlation Between Stock Market and Economic Growth in China

作　　者：刘莹[1] 

机构地区：[1]山东青年政治学院,山东济南250014

出　　处：《金融发展研究》2011年第2期78-80,共3页Journal Of Financial Development Research

摘　　要：我国股票市场能否对经济增长起到"晴雨表"的作用,二者之间究竟存在怎样的关系,在理论界一直存在争议。本文在前人理论和实证研究的基础上,利用计量经济学中的相关性检验、单位根检验、格兰杰检验和回归分析对二者之间的关系进行了实证研究,最后得出我国股票市场与经济增长之间存在弱相关性的结论。Whether stock market in China can forecast economic growth and their correlation still remain controversial in academic.Based on previous theoretical and empirical studies,using the econometrics correlation unit root test and inspection,the inspection and regression analysis of granger relationship,this paper studies empirically the relationship between the two,and finds that Chinese stock market and economic growth has weak correlation.

关 键 词：股票市场 经济增长 弱相关性 实证研究 

分 类 号：F830.91[经济管理—金融学]