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In recent years, China has experienced high real estate price and stock market fluctuations. It is necessary to study the relationship between real estate and stock price in order to promote healthy and stable development of the economy. Based on data from 1999 to 2009, this article empirically explored their relationship by multivariable VAR model under the situation of taking currency liquidity...
t-The purpose of this paper is to investigate the impact of macroeconomic variables on China Coastal Bulk Freight Indices. This paper applies VAR model, and uses impulse response analysis, variance decomposition method and Granger test to study the influence. The results of VAR model show that IFA and BOT have remarkable effect on CCBFIR, and CPI and VAI have no obvious influence. Granger test validate...
Accompanied by increasing foreign exchanges and double-surplus balance-of-payments, China's excess liquidity and its effects on asset prices have recently attracted considerable attention. The indicators of growth rate of money (credit) to growth rate of GDP ratio could dispel seasonal influence. According to VAR model, Granger causality tests and cointegration tests reveal that there are no relationships...
Since 2005, the US have been the third largest foreign direct investment (FDI) entity in China, next to Hong Kong and Japan. Based on the related literatures at home and abroad, this paper analyzes empirically on the interrelation between the US FDI in China and Sino-US economic growth. The studying result shows that economic growth in China is an essential cause for the US FDI in China, both in the...
Stock trading activity is very important to market volatility. The particular market environment of China makes the internal reason of trading volume change more complicated. In order to test how trading activities are driven, we use a vector autoregressive and impulse-response function methodology. First, we study the intertemporal relationship between individual stock trading volume and individual...
This article examines the long run relationship between M2-to-GDP ratio, the indictor of excess liquidity, and asset prices for China through cointegration estimation procedure. It also implements the Vector Error Correction Models (VECM) to explore simultaneously the short- and long-run causation in the modeling process. Results from the cointegration tests reveal that excess liquidity, asset prices,...
Nowadays, US foreign direct investment (FDI) has become not only one of material resources for Chinapsilas foreign capital introduction, but also important way to absorb advanced technology and management experience. This paper is an empirical research on the interrelation between the US FDI in China and Sino-US economic growth, adopting Johansen cointegration test, the Vector Error Correction Model...
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