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金融学里,股票价格指数都被认为是宏观经济的晴雨表,CPI是宏观调控的主要方面之一,而广义货币供给M2又是对前两者影响的重要因素之一,而三者对居民生活的影响都不小,研究三者间关系利于提高居民福利,及国家更有效地进行宏观调控,实现经济可持续增长。本文运用计量学方法建立VAR模型实证检验三者之间短期动态均衡关系。
Finance, the stock price index are considered as a barometer of macroeconomic, CPI is one of the major aspects of macroeconomic regulation and control, and broad money supply M2 is one of the important factors affecting the former two, and three of the residents The impact of life is not small, studying the relationship between the three is conducive to improving residents’ welfare, and the state more effectively carry out macro-control and achieve sustainable economic growth. In this paper, we establish a VAR model with the method of metrology to test the short-term dynamic equilibrium relationship between the three models.