我国票据市场的货币政策传导效应研究
发布时间：2018-12-20 13:33
【摘要】：本文对我国货币政策的票据市场传导机制和可行性进行了分析,在此基础上,运用相量自回归(VAR)、格兰杰因果检验、脉冲响应(IRF)等方法,对2000年12月～2008年12月我国货币政策通过票据市场传导的效应进行了实证研究,并就进一步发挥票据市场在货币政策传导中的作用提出了相关政策建议。
[Abstract]:This paper analyzes the transmission mechanism and feasibility of the paper market in China's monetary policy. On this basis, we apply the phasor autoregressive (VAR), Granger causality test, impulse response (IRF) and so on. This paper makes an empirical study on the effect of monetary policy transmission through the bill market from December 2000 to December 2008, and puts forward some relevant policy suggestions for further exerting the function of the bill market in the transmission of monetary policy.
【作者单位】： 重庆大学经济与工商管理学院;
【分类号】：F822.0
[Abstract]:This paper analyzes the transmission mechanism and feasibility of the paper market in China's monetary policy. On this basis, we apply the phasor autoregressive (VAR), Granger causality test, impulse response (IRF) and so on. This paper makes an empirical study on the effect of monetary policy transmission through the bill market from December 2000 to December 2008, and puts forward some relevant policy suggestions for further exerting the function of the bill market in the transmission of monetary policy.
【作者单位】： 重庆大学经济与工商管理学院;
【分类号】：F822.0
【参考文献】
相关期刊论文 前1条
1 许世琴;票据市场与货币政策传导的研究[J];生产力研究;2004年07期
【共引文献】
相关期刊论文 前2条
1 李爱君;弋t，
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