Qizhi He

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
The paper researches on the inflation level forecasting for China and the United States in one kind of univariate and three kinds of bivariate cases, using Vector Autoregressive and Bayesian Vector Autoregressive Models, based on the rolling-sample forecasts and the mean absolute percentage error standard. Empirical tests show that, both China and the(More)
—Based on the classical regression model, time-varying coefficient model, unit root, co-integration, Granger causality test, VAR, impulse response and variance decomposition, the dynamic relationship between prices of natural rubber futures in China and Japan has been researched systematically. The following conclusions are gotten through empirical(More)
  • Qizhi He
  • 2009
Taking M2, the broad money supply, as the index of the level of liquidity and M2 /GDP as the index of the surplus of liquidity, the paper examines systematically the long-term and dynamic relationship among the price, the level of liquidity and the surplus of liquidity. The results suggest that it is the surplus of liquidity instead of the level of(More)
  • Qizhi He
  • 2009
At present, the relevant research of the term structure of interest rates of our country is mostly directed against a certain specific market or a certain specific method, lacking the integrality. For constructing a systemic, scientific term structure of interest rate of our country, respective term structure of interest rate are deduced from the treasury(More)
  • Qizhi He
  • 2009
The level of liquidity is a very important factor concerning the smooth operation of the futures market. The paper has taken M2, the broad money supply, as the index of the level of liquidity, and used the data of natural rubber futures, examined the long-term and dynamic relationship between the trading volume of rubber futures and the broad money supply.(More)
  • Qizhi He
  • 2009
Using the data of aluminium of Shanghai and London Futures Exchange, the long-term and dynamic relationship between them are examined. The results suggest that: (1) there are two-way causal relationship between the prices of Shanghai and London Futures Exchange at the significant level of 10%; (2) the cointegrating residual can be an important(More)
  • Qizhi He
  • 2008
There is a great significance to research the interest rate risk on the background of China's gradual marketization of interest rates. The paper takes the 7 days repo interest rates as the target. First, introduce the calculating method for value at risk. Second, give the sample characters and the dynamic model of the 7 days repo interest rate. Third, using(More)
  • 1