


CÔNG TRÌNH DỰ THI
GIẢI THƯỞNG NGHIÊN CỨU KHOA HỌC SINH VIÊN
“NHÀ KINH TẾ TRẺ – NĂM 2009”
PHÂN TÍCH CÁC NHÂN TỐ TÁC ĐỘNG VÀ
DỰ BÁO GIÁ VÀNG VIỆT NAM, KIỂM ĐỊNH TÍNH HIỆU QUẢ
CỦA YẾU TỐ THÔNG TIN TRÊN THỊ TRƯỜNG VÀNG TIẾP CẬN
BẰNG MÔ HÌNH VỞI PHƯƠNG PHÁP HỒI QUY HAI BƯỚC VÀ
CÁC DẠNG MÔ HÌNH ARCH-GARCH
 !"
MỤC LỤC
#$%&'()*+',-
-.'/0&1$/23$04+()$52*+',-
670(.0/',/28'09:*+',-
;<2$=>',',/28'09:*+',-
?/=@',1/A1',/28'09:*+',6
BC',/D+E/F+/G0%5$/H0$2I'04+()$52*+',6
J3$0&:0/.'/04+()$52*+',6
K-KLMNC O*+',;
-- NP$/:Q3$0:',0R:$/S$*=T',*+',;
---NP$/:Q3$(=T',0R:$/S$*=T',*+',;
--6NP$/:Q3$(=T',0:',$/S$*=T',*+',?
-6 NP$/:Q3$UV/W'/$H/X2Y:Q*+',?
-;NP$/:Q3$UV/W'//X2Y:Q/+2Z=[0*+',B
-?NP$/:Q3$UV/W'/"\"*+',J
-?-NP$/:Q3$UV/W'/"*+',J
-?6NP$/:Q3$UV/W'/"*+',]
-?;NP$/:Q3$UV/W'/"*+',^
-??NP$/:Q3$UV/W'/"*+',-_

;6-2sU(S'/$.'/"$*F',UV/2'/""*+',;]
;663$Y:q=[0y=>',UV/W'/"*+',;^
;;v`QlH',UV/W'/"z"z"*+',?_
;;-v`QlH',UV/W'/"*+',?_
;;6v`QlH',UV/W'/"*+',?-
;;;v`QlH',UV/W'/"*+',?6
;;?3$/>1,2p+UV/W'/UV/W'/"%5"*+',?6
;?NH+0/G'UV/W'/lHZAF%5E3$Y:qlHZAF*+',?;
;?-NH+0/G'UV/W'/lHZAF*+',?;
;?63$Y:qlHZAF*+',??
K?N {|e
}|*+',?J
?-3$y:~'*+',?J
?6/p',E23'',/S()•:&$(sZW'/€',2A%5',$*F','=[0*+',?J
?;/p',/•'0/304+()$52*+',?]
52y2t:$/+UE/qF*+',?^
/7y70*+',B-
/7y70-*+',B-
/7y706*+',B6
/7y70;*+',B?
BẢNG VIẾT TẮT
"":$F,*‚kk2%‚
""":$F*‚,*‚kk2%‚'$‚,*+$‚lF%2',"%‚*+,‚
"":$F,*‚kk2%‚F'l2$2F'+y‚$‚*FkE‚l+k$202$Q
F'k:U‚**20‚'l‚•0/jk<,2A$28:lm',
0k,0/jk<,2A$28:lm',04+2t$+U
0k,UQ0/jk<,2A$28:lm',04+ƒ
l+:$/F,2AlR:$/V$/3,2[2
"‚'‚*+y2k‚l":$F,*‚kk2%‚F'l2$2F'+y‚$‚*FkE‚l+k$202$Q
"‚'‚*+y2k‚l":$F,*‚kk2%‚F'l2$2F'+y‚$‚*FkE‚l+k$202$Q2'$/‚‚+'

W'/;;2sU(S'/$.'/lw',04+0/:x2k<y2t:*+',;?
W'/;?2s:(X0/:x2k<y2t:,2A%5',E/2y&Qk+21/`'Z~0-*+',;B
W'/;B2q'(X1/`'1/<2l•',"Œ%5"Œ
k+:E/2y&Qk+21/`'Z~0-*+',;J
W'/;J2sU(S'/$.'/lw',04+0/:x2k<y2t:
k+:E/2y&Qk+21/`'Z~0-*+',;J
W'/;n3$Y:q=[0y=>',UV/W'/""*+',;n
W'/;]2sU(S'/$.'/"†-‡$*F',UV/W'/""*+',;]
W'/;^2sU(S'/$.'/"†6‡$*F',UV/W'/""*+',;^
W'/;-_3$Y:q=[0y=>',UV/W'/"†-‡*+',;^
W'/; 3$Y:q=[0y=>',UV/W'/"†-z-‡*+',?_
W'/;-63$Y:q=[0y=>',UV/W'/"†6z-‡*+',?-
W'/;-;3$Y:q=[0y=>',UV/W'/"†-•-‡*+',?6
W'/6-?3$Y:q=[0y=>',UV/W'/
"†6z-‡%5"†6z-‡*+',?;
W'/6-B3$Y:qlHZAF*+',??
W'/6-JX$/S,2A%5',$/H0$3%5,2A%5',lHZAF*+',??
/7y70-3$Y:q=[0y=>',%50A0E2sU(S'/
$*F',UV/W'//X2Y:Q1/7*+',B-
/7y7063$Y:q=[0y=>',%50A0E2sU(S'/
$*F',UV/W'//X2Y:Q0/.'/$/90*+',B6
/7y70;A0k+2k<$/<',E8$*F',UV/W'/lHZAF*+',B?
ĐẶT VẤN ĐỀ
1. Tính cấp thiết của đề tài
=ŽE/2'8Ž'E2'/$8•$*F','=@•00/:Q8•'(V•2k+',0@0/8•$/2‘$*=@Ž',zZ8'0+‘'/'/=’',
E8'/(`Ž:$=$*:Q8Ž'$/V•',$/2Ž(+’•:`•$/28‘'$/8U'/28Ž:E8'/(`Ž:$=U@•2$+‘F0/F'/+Ž
(`Ž:$='/=’',y=‘+0/F‘'1/F',1/:•%+Ž1/:Ž/@‘1%@•2$2Ž'//2Ž'/$+Ž20/2•'/0:•+U2Ž'/
*F',•:/=@•',$F+Ž'0`Ž:/F+•U@•0=•+%+Ž/V‘2'/`‘1(Š‘0Z28‘$y+Ž$=ŽE/228‘$+U,2+
'/`‘1$V•0/=•0$/=@',U+‘2$/8•,2@•2$/2Ž0@/V‘2(`Ž:$=',+ŽQ0+Ž',U@•*V‘',E/V',0/2•
$*F','=@•0U+Ž0FŽ'/=@•',$@•2$/2‘$*=@Ž',$/8•,2@•2

g:+%2t0',/28'09:,2—1$+0”Ui$0A2'/W'U[2%+Ž$F+Ž'l28‘'/@'%)0A0'/`'
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6. Kết cấu chính của đề tài
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CHƯƠNG 1: CƠ SỞ LÝ THUYẾT
1.1 Lý thuyết cung cầu thị trường
1.1.1 Lý thuyết đường cầu thị trường
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1.2 Lý thuyết mô hình tự hồi quy
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1. 3 Lý thuyết mô hình hồi quy hai bước
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1.6 Khung phân tích
Những số liệu cần thiết mà nhóm sử dụng trong đề tài
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Hình 1.2 Biểu đồ thể hiện mối quan hệ giữa các biến phụ thuộc
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CHƯƠNG 2: PHÂN TÍCH CÁC NHÂN TỐ TÁC ĐỘNG VÀ DỰ
BÁO GIÁ VÀNG BẰNG MÔ HÌNH HỒI QUY 2 BƯỚC
2.1. Nhân định các nhân tố tác động tới giá vàng
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2.1.2 Chỉ số giá tiêu dùng
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Trích đoạn nghĩa các hệ số hồi quy trong mô hình: Kiểm định tính dừng của chuỗi số liệu Xây dựng mô hình ARCH Xây dựng mô hình TGARCH

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