Asset Price and Inflation Rate in China - Empirical Research based on VAR Model

机译：资产价格与中国通胀率 - 基于VAR模型的实证研究

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The thesis attempts to conduct empirical research into the relationship between asset price and inflation rate in China based on VAR model used monthly data spanning 1998 to 2008. Research findings reveal that the price of real estate and equities does closely link to inflation, which deserves more attention. In result, price of real estate and equities can be served as reference index when monetary policies are made by the central bank.

机译：本文试图对基于1998年至2008年的var模型的var模型的资产价格和通胀率之间的关系进行了实证研究。研究结果表明，房地产和股票价格与通货膨胀密切相关，值得更多注意力。因此，当中央银行制定货币政策时，房地产和股票的价格可以作为参考指标。

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来源
《International Conference on Wireless Communications, Networking and Mobile Computing》|2009年||共4页
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作者
Gao Qinghui;
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原文格式 PDF
正文语种
中图分类 TN91-53;
关键词
Asset price; Inflation rate; VAR model;

机译：资产价格;通货膨胀率;var模型;

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3. Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation [J] . Jegadeesh Narasimhan, Noh Joonki, Pukthuanthong Kuntara, Journal of financial economics . 2019,第2期

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4. Asset Price and Inflation Rate in China: Empirical Research Based on VAR Model [C] . Gao, Qinghui International Conference on Wireless Communications, Networking and Mobile Computing;WiCom '09 . 2009

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5. Empirical investigation of currency and term structure of interest rates with nonlinear asset pricing models and cointegration. [D] . Inci, Ahmet Can. 2001

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Asset Price and Inflation Rate in China - Empirical Research based on VAR Model

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