宏观经济变量

基于IS-LM模型的传统凯恩斯波动理论主要从需求的角度用乘数理论分析政府购买冲击对宏观经济变量的静态影响；

Based on IS-LM model , traditional Keynesian fluctuation theory focuses on static effects of govern - ment purchase shocks on aggregate demand and other macro variables in terms of multiplier .

宏观经济变量对股票价格的影响研究

A Study on the effect of macro economy on the stock price

主要宏观经济变量对CPI冲击响应分析

The Analysis of Main Macroeconomic Variable 's Shock Effect to CPI

文章利用HP滤波和时间趋势剔除技术对中国主要宏观经济变量的对数序列（季度）进行了长期趋势的剥离，得到了反映中国经济周期性波动的周期成分；

Using HP filter and simple linear detrending method , we get the cyclical components of Chinese macroeconomic variables .

理论分析与计量分析主要应用于货币结构指标与宏观经济变量的实证研究，实证部分主要通过建立VAR模型验证货币结构指标与宏观经济变量之间的关系。

The theoretical analysis and econometrics analysis are used in the empirical research on monetary structure and macroeconomic variables .

其次，建立了微观因子与宏观经济变量相结合的模型。使用VAR方法对期限结构与宏观变量的关系进行分析，定量与定性相结合的方式分析了二者之间的相互影响关系。

Secondly , the VAR model analyzed the relationship of macro variables , quantitative and qualitative analysis of a combination of the relationships between the two .

为了研究建筑工程造价与宏观经济变量之间长期均衡与短期调整间的关系，又进一步建立ECM模型。

The thesis is for studying the long-term equilibrium and short-term adjustment relationship between construction project cost and macro-economic variables to further establishes ECM .

从长期看，实际的GDP水平取决于生产要素和技术，从短期看，宏观经济变量受物价水平的影响；

From its long term , the actual GDP depends on the main elements and technology of production ; from its short term , the prices have an effect on the variation of macroeconomics .

最初，许多研究认为，石油价格冲击和GDP之间存在着显著的负向关系，但最近的实证研究表明石油价格冲击与宏观经济变量之间的关系呈现递减趋势。

Initially , many studies argue that there exist a significant negative impact of oil price shocks on GDP , but recent empirical studies suggest a diminishing relationship between oil shocks and the macroeconomy .

而基于宏观经济变量的logit模型和基于微观经济变量的描述性分析都很好地验证了该结论。

This conclusion has also been improved by the logit econometric model based on the Macroeconomic variables and descriptive analysis based on Microeconomic variables .

通过方差分解，发现造成各宏观经济变量，尤其是货币政策与资产价格波动的主要原因是CPI，引起诸变量波动的次要原因是产出。

By variance decomposition , we find that fluctuation of those macroeconomic variables , especially monetary policy and asset price mainly results from CPI followed by GDP .

股票价格指数与宏观经济变量之间的Granger因果关系不是很显著，且与工业增加值之间的联系较弱，所以股票价格指数并不能完全充当我国经济发展的晴雨表。

But the Granger cause relationship between stock price index and macroeconomic variables is not significant , and the linkage between stock price index and added industry value is weakly .

得出它们的协整方程以及误差修正模型（ECM），反映了股票价格指数与宏观经济变量的长期静态和短期动态影响关系。

Then , we obtain their co-integration and error correction model equation ( ECM ), which reflects the long-term static and short-term dynamic relationship between the stock price index and macroeconomic variables .

然而，上证指数和所研究的任何一个宏观经济变量都不存在双向的Granger因果关系，说明任何一个宏观经济变量都无法单独的预测上证指数的走势。

However , neither Shanghai index nor any macroeconomic variable studied here has Granger causal relation , that means none of the macroeconomic variables can predict the Shanghai index tendency alone .

然后，运用AD方法检验数据时间序列的平稳性，接着对各宏观经济变量对上证指数进行协整检验和Granger因果关系检验。

Then stationarity of time series for the data has been examined by adopting AD method , followed by cointegration test and Granger causal relation test against each macroeconomic variable and Shanghai Stock Exchange index respectively .

基于改进的AR（1）-EGARCH（1,1）-M模型，从收益率和收益率波动两个方面考察宏观经济变量宣告对股市价格行为的短期影响。

Based on improved AR ( 1 ) - EGARCH ( 1,1 ) - M model , we investigate the short term effects of macroeconomic variables on stock market price behavior from points of stock return and stock return volatility .

在考察的众多的宏观经济变量当中，只有固定资产投资完成率、消费价格指数、货币政策变量指标M1和公开市场操作对我国沪深两市股票市场长期收益有显著影响。

Among various macroeconomic variables , only Fixed Asset Investment Completeness Ratio , Consumer Price Index , Monetary Policy Indicator M1 , and Open Market Operation have significant long term effects on Shanghai and Shenzhen stock market return .

利用向量误差修正（VECM）模型考察股市和债市收益率的短期变动关系时，5个宏观经济变量均进入短期均衡方程。

By using vector error correction model to test the short-term correlation , five macroeconomic variables are all included in the equilibrium equation .

本文内容主要包括以下几个方面：（1）运用VAR模型、Granger因果关系检验、脉冲响应分析与方差分解技术，研究宏观经济变量对我国股票市场价格行为的长期影响。

The main contents of this study are as follows : ( 1 ) Using Vector Autoregression , Granger casualty test , Impulse Responses Analysis and Variance Decomposition technology , we study the long term effects of macroeconomic variables on Chinese stock market price behavior .

协整检验从长期反映了上证综合指数与物价指数、利率、汇率的负相关关系，但是进行Granger因果检验后，最终结果显示这几个宏观经济变量都不是股票价格变动的主要影响因素。

From the long-term , co-integration test reflects a negative correlation between the Shanghai Composite Index and the price index , interest rates . However , the final results show that the several macroeconomic variables are not the main factor of stock price changes after Granger causality test .

社会保障支付对中国宏观经济变量的效应

The Effects of Social Security Payment on China 's Macroeconomic Variables

我国总体并购活动与宏观经济变量的关联性研究&对我国并购浪潮成因的分析

The Relative Research on Aggregate Merger and Macroeconomic Variables in China

企业信用风险与宏观经济变量的相关性研究

The Study of Relationship between Enterprise Credit Risks and Macroeconomic Variables

居民预期物价水平对中国宏观经济变量影响的实证分析

An Empirical Analysis of the Expectation Effect on Some Chinese Macroeconomic Variables

对日元汇率与其它宏观经济变量之间数量关系的分析

Quantitative Relations between Japanese yen Exchange Rates and Micro - economic Variation

上证股指与我国宏观经济变量关系的实证研究

Empirical Study on Relations of Shanghai Stock Index and Macroeconomic Variables in China

发现宏观经济变量的样本外预测能力仍然相当的显著。

The results show that macro economic variables have obvious out-of-sample explain ability .

多因素模型则用多个宏观经济变量来解释系统风险。

Multifactor model then uses many a macroscopic economic variables explaining the system risk .

得出模型的估计结果，分析房地产价格与宏观经济变量之间的关系。

Estimating these models and analyzing the relationship between housing prices and macroeconomic variables .

宏观经济变量与股价指数的协整关系分析

An Empirical Study of Cointegration Relationship between Chinese Stock Price Index and Macroeconomic Variables