中国居民储蓄的利率敏感性实证研究

发布时间：2018-05-09 03:03

  本文选题：居民储蓄 + 利率　； 参考：《金融与经济》2014年12期

【摘要】：到底我国利率对居民储蓄的影响如何?本文采用居民一年期储蓄增加额、年均收入水平、一年期存款基准利率数据,对传统货币需求模型进行调整,运用J ohansen协整检验方法对储蓄与名义利率、实际利率之间的关系进行实证分析,并运用时差相关系数分析法对储蓄与利率之间的滞后关系进行分析,结果表明:在短期,名义利率对储蓄具有正向影响且存在显著的滞后一期效应,但实际利率对储蓄没有显著影响。最后,根据实证分析结果提出了一些建议。
[Abstract]:What is the impact of interest rate on residents' savings? This paper adopts the annual average income and the annual average income of the residents to adjust the traditional money demand model, and applies J ohansen cointegration test method to the savings and nominal interest rates. The relationship between real interest rates is empirically analyzed, and the lag relationship between savings and interest rates is analyzed by means of time-difference correlation coefficient analysis. The results show that: in the short term, The nominal interest rate has a positive effect on savings and has a significant lag effect, but the real interest rate has no significant effect on savings. Finally, some suggestions are put forward according to the results of empirical analysis.
【分类号】：F126.1;F822.0
，

本文编号：1864271