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本文着重介绍资产价格变动与实体经济的关系。由于代表资产价格的变量和代表实体经济的变量都不止一个,传统的回归方法受到限制。而且代表实体经济的各个变量之间有高度的相关性,传统的回归方法不得不面对比较棘手的多重共线性问题。为了解决这个问题,本文引入典型相关分析方法。针对我国国情,密切结合2017金融工作会议精神,探讨实体经济与股票价格变动、房地产住宅投资与资产价格变动以及房产价格与实体经济变动关系问题。
This article focuses on the relationship between changes in asset prices and the real economy. Since there are more than one variable that represents the price of an asset and one that represents the real economy, the traditional method of regression is limited. Moreover, there is a high degree of correlation between the variables representing the real economy, and the traditional regression methods have to face the more problematic multicollinearity. In order to solve this problem, this paper introduces a typical correlation analysis method. In the light of China’s national conditions, we will closely integrate the spirit of the 2017 Financial Work Conference to discuss the relationship between real economy and stock price changes, real estate investment in residential properties and changes in asset prices, and the relationship between real estate prices and real economy changes.