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2006•Journal of Guangxi University of Finance and EconomicsRequires access

An Empirical Analysis on Relationship between Stock Market and Economic Growth in China

Huang Hong-jun

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Abstract

By using Granger causality test and Johansen cointegration test,establishing vector error correction model(VECM),this article makes empirical test and analysis on the relationship between stock market and economic growth in China.As a result,it proves that there is causality and interrelationship between them.Therefore,while developing economy energetically,we should give attention to economical impact on the stock market,and make them stimulate one another for common development.

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What this paper is about

By using Granger causality test and Johansen cointegration test,establishing vector error correction model(VECM),this article makes empirical test and analysis on the relationship between stock market and economic growth in China.As a result,it proves that there is causality and interrelationship between them.Therefore,while developing economy energetically,we should give attention to economical impact on the stock market,and make them stimulate one another for common development.

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Available abstract

By using Granger causality test and Johansen cointegration test,establishing vector error correction model(VECM),this article makes empirical test and analysis on the relationship between stock market and economic growth in China.As a result,it proves that there is causality and interrelationship between them.Therefore,while developing economy energetically,we should give attention to economical impact on the stock market,and make them stimulate one another for common development.

Key concepts: Cointegration, Granger causality, Stock market, Johansen test, Economics, Error correction model, China, Econometrics

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