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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
김지태
Advisor
김영식
Major
경제학부
Issue Date
2011-02
Publisher
서울대학교 대학원
Keywords
거시경제변수주가지수벡터오차수정모형(VECM)공적분분산분해산업별 분석표본 외 예측macroeconomic variablesstock price indexVECMcointegrationvariance decompositionindustrial analysisout of sample forecasting
Description
학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2011.2. 김영식.
Language
kor
URI
https://hdl.handle.net/10371/157045

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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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