Verified Dynamic Analysis of the Stock Market : Application of 'Method for Building an Optimally Lagged Model' and its Additions

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概要

• 論文の詳細を見る

• 'Method for building an optimally lagged model' developed recently by Ichikawa (1988,Economic Modelling in the OECD Countries, 313-326) is briefly introduced, and then the method is used in conbination with data for dynamic analysis of the stock market. The resulting models are arranged. Finally, three (daily, monthly, and yearly) lag-charts are drawn to show oviously the relationships among many economic time series (Fig. 26,Fig. 27,and Fig. 28).

• 千葉大学の論文
• 1994-09-28

著者

• 市川 薫

  千葉大学法経学部

関連論文

• Verified Dynamic Analysis in the Field of Production : Expansion of the Applicability of the 'Method for Building an Optimally Lagged Model'
• Verified Dynamic Analysis of the Stock Market : Application of 'Method for Building an Optimally Lagged Model' and its Additions

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