R&D Investment of Foreign Company and Technological Innovation of Large and Medium-sized Enterprises in China:Based on Panel Cointegration Test of Industry

Cointegration Test of Taylor Rule in China;

This article examines the international linkage among Chinese,American and Japanese corn futures market by using cointegration test,vector error correction model,variance decomposition and impulse responses function analysis methods,etc.

This article examines the dynamic relationship between China s soybean oil spot and futures price by using VAR model,cointegration test,error correction model,impulse responses analysis and variance decomposition methods,etc.

RMB Real Effective Exchange Rate,Fluctuation and Trade Balance:An Empirical Research Based on Co-integration Test and Generalized Impulse Response Function;

In view of the rapid development of Chinese service trade and the relatively lower competitiveness of service trade,this article carries out co-integration test and Granger test employing statistical data from 1983 to 2005 from a new angle of the relation between the FDI in service sectors and service trade.

When there is no co-integration relationship between warrants and underlying target stocks,the Black-Scholes option model can not confirm the price of warrants efficiently.

According to the import export and GDP data of Fujian from 1984 to 2007,and based on Granger causality test of VAR model and Impulse response function,we use co-integration analysis to research the interactive relationship between foreign trade and economic growth of Fujian Province.

The cointegration method is employed in this paper to model the long run equilibrium relationship between stock market index and various macroeconomic variables.

This paper attempts to examine relationship between RMB exchange rates and stock prices in Chinese market by using vector auto-regression model,cointegration and standard Granger causality test.

As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.