股價指數語總體經濟變數之因果關係

• Main Author: 胡光華
• Other Authors: 鍾俊文
• Format: Others
• Language: zh-TW
• Published: 1998
• Online Access: http://ndltd.ncl.edu.tw/handle/45038483310017387606

碩士 === 東吳大學 === 經濟學研究所 === 86 === Everybody knows the stock market develop flourishing recent years. Numbers of accumulated opening accounting, listed company and listed company capital amount are increasing gradually. People are care about stock market more and more. We think Taiwan weighted stock index and real G.D.P. have the same tendency of growth. In our research, we analyze the causality between stock index and macroeconomic variables from 1987 to 1997. However, domestic or foreign thesis are seldom similar to ours. We hope we will get right conclusion in our research. We used Granger method in our research. Finally, we find that the relationship between Taiwan stock index and financial side has 70% significant, real side has 40% significant and international stock markets has 80% significant.