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中文摘要：
文章选取了2005年到2010年工业固定资产投资价格指数、房地产价格和上海证券市场股票价格指数的季度数据，建立VAg模型对中国工业固定资产、房地产和股票这三种虚拟资产的关联性进行分析，并用格兰杰因果检验分析三者之间的相互作用。结果表明，工业固定资产和房地产市场互为格兰杰原因，两者之间呈负相关关系；工业固定资产是股票市场的格兰杰原因，两者之间呈正相关关系；房地产市场是股票市场的格兰杰原因，两者之间呈负相关关系。
英文摘要：
This article selectes quarter index datas of industrial investment in fixed assets, prices of real estate and prices of Shanghai stock market from 2005 to 2010.It builds the model of VAR to analyse the correlation condition of the three virtual assets＇ prices which are mentioned above. Lastly, it analyses the interaction be- tween them with the method of Granger causality test.It turns out that the industrial fixed assets and propety are the Granger causes of each other and they have a negative correlation. The industrial fixed assets is theGranger reason of stock market and they have a positive correlation while propety is the Granger reason of stock market and they have a negative correlation.
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