Based on Price Index: Study on Relationship of Foreign Futures Price and China Economic Fluctuation

摘要：

This dissertation focuses on a relationship between foreign futures prices index represented by RJ/CRB index and China economic fluctuation. According to alterations of China politics and economy, we divide 150 prices indexes into 3 parts. Based on each part, Cause-and-effect relationship connecting foreign futures price with China economy development is analyzed by software Eviews. Furthermore, time series model is used for forecast and analysis. In-depth proposals are put forward in the last part.

关键词： transmission mechanism futures prices index cause-and-effect relationship model analysis

作者: ZHAO Yunxia ZHAO Dongmei CHANG Qing

作者单位: College of Economics and Management, China Agricultural University, P.R.China, 100083 College of Statistics and Mathematical, Shandong University of Finance, P.R.China, 250014

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 124-131

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）