摘要
本文运用Excel和Eviews5.0软件对样本数据进行处理,分别建立以存款利率、贷款利率和法定存款准备金率为自变量的一元线性回归模型,以上证综合指数为因变量,通过对货币政策实施六个月后的时点进行分析,尝试准确度量货币政策变动对我国股市的影响程度。
In this paper, Excel and Eviews 5.0 data processing software are used to establish the variable linear regression model based on deposit rates, lending rates and the statutory deposit reserve ratio . Using Shanghai composite index as the dependent variable, through the analysis of the point six months after the implementation of monetary policy , this paper attempts to accurately measure the degree of influence of changes in monetary policy on China＇ s stock market.
出处
《经济与管理研究》
CSSCI
北大核心
2010年第11期88-91,共4页
Research on Economics and Management
关键词
货币政策
股价走势
分析
Monetary Policy ： Stock Price Trend ： Analysis
