已閱讀1頁(yè)，還剩66頁(yè)未讀， 繼續(xù)免費(fèi)閱讀
版權(quán)說(shuō)明：本文檔由用戶(hù)提供并上傳，收益歸屬內(nèi)容提供方，若內(nèi)容存在侵權(quán)，請(qǐng)進(jìn)行舉報(bào)或認(rèn)領(lǐng)
文檔簡(jiǎn)介
1、本文研究了宏觀經(jīng)濟(jì)變量和印度尼西亞股票市場(chǎng)(如雅加達(dá)綜合指數(shù))之間的長(zhǎng)期均衡及格蘭杰因果關(guān)系。宏觀經(jīng)濟(jì)學(xué)變量用貨幣供應(yīng)量(M2)、月存款利率、BIC利率、通貨膨脹率、匯率以及雅加達(dá)綜合指數(shù)，所采用的方法是 Johansen多變量協(xié)整檢驗(yàn)方法和向量自回歸模型中的格蘭杰因果檢驗(yàn)方法。
本文的研究結(jié)果表明，宏觀經(jīng)濟(jì)變量和股票市場(chǎng)即存在長(zhǎng)期均衡關(guān)系也存在格蘭杰因果關(guān)系。本文協(xié)整檢驗(yàn)的結(jié)果表明，宏觀經(jīng)濟(jì)變量和股票市場(chǎng)之間存在一個(gè)協(xié)整
溫馨提示
- 1. 本站所有資源如無(wú)特殊說(shuō)明，都需要本地電腦安裝OFFICE2007和PDF閱讀器。圖紙軟件為CAD,CAXA,PROE,UG,SolidWorks等.壓縮文件請(qǐng)下載最新的WinRAR軟件解壓。
- 2. 本站的文檔不包含任何第三方提供的附件圖紙等，如果需要附件，請(qǐng)聯(lián)系上傳者。文件的所有權(quán)益歸上傳用戶(hù)所有。
- 3. 本站RAR壓縮包中若帶圖紙，網(wǎng)頁(yè)內(nèi)容里面會(huì)有圖紙預(yù)覽，若沒(méi)有圖紙預(yù)覽就沒(méi)有圖紙。
- 4. 未經(jīng)權(quán)益所有人同意不得將文件中的內(nèi)容挪作商業(yè)或盈利用途。
- 5. 眾賞文庫(kù)僅提供信息存儲(chǔ)空間，僅對(duì)用戶(hù)上傳內(nèi)容的表現(xiàn)方式做保護(hù)處理，對(duì)用戶(hù)上傳分享的文檔內(nèi)容本身不做任何修改或編輯，并不能對(duì)任何下載內(nèi)容負(fù)責(zé)。
- 6. 下載文件中如有侵權(quán)或不適當(dāng)內(nèi)容，請(qǐng)與我們聯(lián)系，我們立即糾正。
- 7. 本站不保證下載資源的準(zhǔn)確性、安全性和完整性, 同時(shí)也不承擔(dān)用戶(hù)因使用這些下載資源對(duì)自己和他人造成任何形式的傷害或損失。
最新文檔
- Notes on the Weil Index.pdf
- Extremal problems on general Randic index.pdf
- International Economic Integration-the Study of a New Index.pdf
- gps composite clock analysis
- The research of High speed railway subgrade compaction quality testing method and control index.pdf
- GPS Composite Clock Analysis.pdf
- GPS Composite Clock Analysis.pdf
- Principal component analysis of time series for identifying indicator variables.pdf
- Principal component analysis of time series for identifying indicator variables.pdf
- Analysis of the Relationship between Lao PDR and ASEAN.pdf
- A Study on the Relationships Between Achievement Motivation，Job Satisfaction and Performance of the Administrators in the Sri L.pdf
- HGMS-TPU Composite Foam Fabrication and Property Analysis.pdf
- Analysis of Conflict Talk Between Parents and Teenagers in Growing Pains.pdf
- Dynamic interaction between a fingerpad and a flat surface experiments and analysis.pdf
- Dynamic interaction between a fingerpad and a flat surface experiments and analysis.pdf
- Empirical Study on Relationships between Perceived Organizational Justice, Self-Esteem and Organizational Citizenship Behavior-.pdf
- analysis on the attention distribution difference between generally—selected and specially—selecte
- Associations Between Student-Teacher Relationships and Kindergarten Students’ Outcomes (Chapter Two, Three and Five)翻譯報(bào)告.pdf
- what brings children to the park_ analysis and measurement of the variables affecting children’s use of parks
- A Contrastive Analysis of Visual Narratives Between A New Year ’s Reunion and Gorilla.pdf
評(píng)論
0/150
提交評(píng)論