国民经济与股市相关关系的统计分析  

作　　者：傅广军[1] 马学锋[2] 

机构地区：[1]国家税务总局税收科研所,北京100038 [2]山东省济宁市建设银行,山东济宁272000

出　　处：《现代财经（天津财经大学学报）》2001年第9期48-51,共4页Modern Finance and Economics：Journal of Tianjin University of Finance and Economics

摘　　要：本文从统计实证的角度对宏观经济与股市的关系进行了分析 ,建立了长期均衡模型 ,得出宏观经济与股市间存在互动关系 ,股市能够促进经济增长 ,宏观经济对股市有重要影响的结论。In this paper,the author analyzes the relations between the macro-economy and the stock exchange market from the statistic experience view,sets up the long-term equilibrium model,and reaches the following conclusions:the interaction exists between the macro-economy and the stock exchange market.The stock exchange market can promote economy growth,and the macro-economy has an important impact on the stock exchange market.

关 键 词：宏观经济 股市 显著性水平 协整检验 股票价格 

分 类 号：F830.91[经济管理—金融学]