The Empirical Analysis of the Relationship between our Country Steel Price Index and the International Iron ore Freight Rate

被引：0
|
作者：
陈佳娜
朱意秋
机构：
[1] 中国海洋大学经济学院
来源：
海外英语 | 2012年 / 09期
关键词：
China factors; steel price index; iron ore freight rate; Granger test of causality;
D O I：
暂无
中图分类号：
F426.31 []; F416.31 [钢铁工业]; F224 [经济数学方法];
学科分类号：
0701 ; 070104 ;
摘要：
The use of econometric methods to analyze the relationship between our country steel price index and the international iron ore freight rate,time series stationarity test,cointegration test,Granger test of causality and model parameter estimation tools use,find that there is Granger causality between our country steel price index and the international iron ore freight rate,China' s steel price fluctuations to some extent affect the international iron ore freight.
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页码：286 / 288
页数：3
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