我国存款准备金政策效果分析

发布时间：2019-01-03 11:17

【摘要】：随着经济的发展,存款准备金政策逐渐成为重要的货币政策,央行通过存款准备金的调整来控制通胀,抑制经济过快增长。我国从2006年开始频繁的调整存款准备金率,每一次调整对经济都有着不同的影响,政策效果及有效性也各不相同。本文主要通过存款准备金政策对货币供给、基础货币、物价水平和国内生产总值这四个因素的影响进行了分析。在研究中采取定性分析与定量分析相结合,主要用VAR法对选取的五个因素进行分析。本文主要分为五个部分:第一部分是绪论。首先说明该文章的研究背景、研究意义、研究思路、研究方法和研究框架,然后对国内外文献综述进行了描述。第二章主要内容就是存款准备金的发展。分为两部分,第一部分主要对存款准备金进行理论上的介绍,包括存款准备金的产生及主要内容、存款准备金的作用以及其优势和局限性。第二部分主要写我国存款准备金的演变和发展以及近年来我国调整存款准备金的原因。第三章主要是对存款准备金影响因素进行定性分析,最后对存款准备金对这几个因素的影响进行了研究假设。第四章主要是对选取的因素进行定量分析。用VAR分析法对这五个变量依次进行单位根检验、协整检验、模型稳定性检验、格兰杰因果检验,然后得出VAR模型和VEC模型,然后进行VAR脉冲响应分析。第五章是结论,根据实证检验出的结果进行总结,得出结论,然后根据结论提出政策性建议。研究结果表明存款准备金政策作为我国重要的货币政策,对于货币供应、基础货币、物价水平和国内生产总值等经济因素的影响具有不同的时滞和作用效果,持续时间也不相同。政府应当注重存款准备金政策的时滞性和存款准备金政策效果的持续时间,积极配合其他政策工具。
[Abstract]:With the development of economy, the policy of deposit reserve has gradually become an important monetary policy. Since 2006, China has frequently adjusted the reserve requirement ratio. Each adjustment has different effects on the economy, and the effect and effectiveness of the policy are also different. This paper analyzes the effects of four factors, namely, money supply, base money, price level and GDP through the policy of deposit reserve. The qualitative analysis and quantitative analysis are used to analyze the five selected factors by VAR method. This paper is divided into five parts: the first part is the introduction. Firstly, the research background, significance, research ideas, research methods and research framework of this paper are explained, and then the literature review at home and abroad is described. The second chapter is the development of deposit reserve. It is divided into two parts. The first part mainly introduces the theory of the deposit reserve, including the origin and the main content of the deposit reserve, the function of the deposit reserve and its advantage and limitation. The second part mainly describes the evolution and development of the deposit reserve in China and the reasons for the adjustment of the deposit reserve in recent years. The third chapter mainly analyzes the influencing factors of the deposit reserve, and finally studies the hypothesis of the influence of the deposit reserve on these factors. The fourth chapter is the quantitative analysis of the selected factors. The five variables were tested by VAR analysis, including unit root test, cointegration test, model stability test, Granger causality test, then VAR model and VEC model were obtained, and then VAR impulse response analysis was carried out. The fifth chapter is the conclusion, according to the empirical test results to summarize, draw conclusions, and then put forward policy recommendations based on the conclusions. The results show that the deposit reserve policy, as an important monetary policy in China, has different effects on the influence of economic factors such as money supply, base money, price level and GDP. The duration also varies. The government should pay attention to the delay of deposit reserve policy and the duration of deposit reserve policy effect, and cooperate with other policy tools actively.
【学位授予单位】：延安大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F822.0

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