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거시경제 변수와 주가 간 관계 실증분석 및 예측 : Empirical study and forecasting on relationship between macroeconomic variables and the stock price index : VECM application
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- Authors
- Advisor
- 김영식
- Major
- 경제학부
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- 거시경제변수 ; 주가지수 ; 벡터오차수정모형(VECM) ; 공적분 ; 분산분해 ; 산업별 분석 ; 표본 외 예측 ; macroeconomic variables ; stock price index ; VECM ; cointegration ; variance decomposition ; industrial analysis ; out of sample forecasting
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2011.2. 김영식.
- Language
- kor
- URI
- https://hdl.handle.net/10371/157045
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029421
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