| 中国股市价格与货币供应量关系的实证分析 |
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| 引用本文： | 李红艳,汪涛.中国股市价格与货币供应量关系的实证分析[J].预测,2000,19(3):37-40. |
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| 作者姓名： | 李红艳 汪涛 |
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| 作者单位： | 1. 襄樊财税贸易学校,湖北 襄樊 441021
2. 中国人民大学统计学系,北京 100876 |
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| 摘 要： | 本文认为在９０年代中国股市价格与货币供应量之间长期均衡的因果关系中，股市价格主要处在因方地位，而货币供应量处在果方地位。而且股市价格与不同层次的货币供应量的关系有所不同，两者最终形成了一个以股市价格为主体，相互影响，相互依存的统一体。
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| 关 键 词： | 股市价格 货币供应量 协整理论 中国 |
| 文章编号： | 1003-5192(2000)03-0037-04 |
Positive Analysis of the Relation Between the Price of Stock and Monetary Supply of China |
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| LI Hong yan,WANG Tao.Positive Analysis of the Relation Between the Price of Stock and Monetary Supply of China[J].Forecasting,2000,19(3):37-40. |
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| Authors: | LI Hong yan WANG Tao |
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| Abstract: | We believe in this paper, there is causality of long term equilibrium between the price of stock market and monetay supply. A unity in which the price of stock market is main part will be formed. |
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| Keywords: | price of stock monetary supply cointegration theory granger cause relation |
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