A Granger Causality Method to Testing Relations between Price of Agro-Share Sector and National Agriculture Economy

摘要：

In this paper, the cross-correlation analysis methods and Granger causality test methods are applied to inspect the relationship between main agricultural economic variables and agricultural stock price index. The research results indicate that the agricultural index can reflect ahead of 6-9 months the change of the main agricultural economic variables such as gross agricultural products, and plays a role of barometer to some extent for agricultural economy.

关键词： Listed Agricultural Company Stock Price Gross Agricultural Products Value-added

作者: HU Yonghong

作者单位: The School of Statistics, Central University of Finance and Economics, Beijing, P.R.China, 100081

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）