我国物价水平变动的预期效应分析
2002-03-15分类号:F222.3
【部门】杭州商学院金融分院 美国田纳西KNOXVILLE大学
【摘要】The paper conducts cause and effect test between price change and income expectation of residences and future expectation of investment returns of enterprises. The author thinks that the main reasons result in continuously drop of prices are the uncertainty of income expectation of residences and expected decrease of future investment returns of enterprises.
【关键词】物价持续下跌 GARCH模型 居民收入预期 企业盈利预期
【基金】
【所属期刊栏目】统计研究
文献传递