【作者】 陈明星； 缪柏其； 靳韬；

【Author】 Chen Ming-xing, Miao Bai-qi, Jin tao University of Science and Technology of China, Hefei 230026, China

【机构】 中国科学技术大学统计与金融系；

【摘要】 本文采用主成分分析和因子分析的方法对影响我国利率变化的主要因素进行了研究。通过主成分分析,得出了三个有代表性的主成分:宏观效应因子,收支因子和通货膨胀因子。采用因子分析,通过斜旋转得到了新的因子载荷矩阵,由此分析了各因素对利率的影响。更多还原

【Abstract】 In this paper, we have done principal component analysis and factor analysis of the main factors that influence interest rate. By using principal component analysis, we’ ve got three representative principal components: the factor of macro effect, the factor of income and payout, and the factor of inflation. By using factor analysis and through oblique rotate, we’ ve got new factor load matrix and analyzed the influence of each factor to interest rate.更多还原