标题：Based on Price Index: Study on Relationship of Foreign Futures Price and China Economic Fluctuation
作者：Zhao Yunxia; Zhao Dongmei; Chang Qing
作者机构：[Zhao Yunxia] Shandong Univ Finance, Coll Stat & Math, Jinan 250014, Shandong, Peoples R China.; [Zhao Dongmei; Chang Qing] China Agr Univ, Coll Eco 更多
会议名称：3rd International Institute of Statistics and Management Engineering Symposium
来源：STATISTIC APPLICATION IN MACROECONOMY AND INDUSTRY SECTORS
关键词：Transmission mechanism; Futures prices index; Cause-and-effect; relationship; Model analysis
摘要：This dissertation focuses on a relationship between foreign futures prices index represented by RJ/CRB index and China economic fluctuation. According to alterations of China politics and economy, we divide 150 prices indexes into 3 parts. Based on each part, Cause-and-effect relationship connecting foreign futures price with China economy development is analyzed by software Eviews. Furthermore, time series model is used for forecast and analysis. In-depth proposals are put forward in the last part.