中国货币政策对经济周期的影响研究
发布时间：2019-03-08 09:49
【摘要】：中国改革开放以来，国家的面貌发生了翻天覆地的变化，中国的经济发展取得了让世界为之称赞的成就。在我国市场经济日趋成熟的背景下，货币政策在我国宏观调控体系中发挥着越来越重要的作用。我国经济之所以能够迅速发展，，与国家的宏观经济政策密不可分。中国人民银行制定和实施货币政策以期望国民经济平稳向前发展。然而，2008年全球爆发经济危机以后，国家应对危机颁布和执行货币政策的效果究竟如何仍然值得商榷。因此，研究中国货币政策与经济周期的关系显得格外重要。 本文正是在这一大背景下，通过相关文献的阅读和分析，对国内外学者的不同观点进行了归纳和总结。分别介绍了货币政策和经济周期的相关理论知识，并结合我国的实践经验分析了我国货币政策和经济周期波动的特征，阐述了二者之间的关系。然后通过运用VAR模型，Granger因果关系检验，脉冲响应函数和方差分解分析等计量方法对中国货币政策对经济周期的影响进行实证分析，检验出中国货币政策通过货币供给确实对经济产出有着明显的影响。最后总结本文的观点，并且针对我国的经济形势提出了相关的建议。
[Abstract]:Since China's reform and opening up, the face of the country has undergone tremendous changes, China's economic development has been praised by the world for its achievements. Under the background of China's market economy maturing, monetary policy plays an increasingly important role in China's macro-control system. The reason why China's economy can develop rapidly is inseparable from the macro-economic policy of the country. The people's Bank of China formulated and implemented monetary policy in order to expect the steady forward development of the national economy. However, after the global economic crisis broke out in 2008, the effectiveness of the promulgation and implementation of monetary policy in response to the crisis is still open to question. Therefore, it is very important to study the relationship between China's monetary policy and economic cycle. Under this background, through the reading and analysis of relevant literature, this paper summarizes and summarizes the different views of scholars at home and abroad. This paper introduces the relevant theoretical knowledge of monetary policy and economic cycle, and analyzes the characteristics of China's monetary policy and economic cycle fluctuation according to our practical experience, and expounds the relationship between them. Then through the use of VAR model, Granger causality test, impulse response function and variance decomposition analysis of the impact of China's monetary policy on the economic cycle empirical analysis. Test out that China's monetary policy through the money supply does have a significant impact on economic output. Finally, this paper summarizes the point of view, and puts forward relevant suggestions for the economic situation of our country.
【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.0;F124.8
本文编号：2436687
[Abstract]:Since China's reform and opening up, the face of the country has undergone tremendous changes, China's economic development has been praised by the world for its achievements. Under the background of China's market economy maturing, monetary policy plays an increasingly important role in China's macro-control system. The reason why China's economy can develop rapidly is inseparable from the macro-economic policy of the country. The people's Bank of China formulated and implemented monetary policy in order to expect the steady forward development of the national economy. However, after the global economic crisis broke out in 2008, the effectiveness of the promulgation and implementation of monetary policy in response to the crisis is still open to question. Therefore, it is very important to study the relationship between China's monetary policy and economic cycle. Under this background, through the reading and analysis of relevant literature, this paper summarizes and summarizes the different views of scholars at home and abroad. This paper introduces the relevant theoretical knowledge of monetary policy and economic cycle, and analyzes the characteristics of China's monetary policy and economic cycle fluctuation according to our practical experience, and expounds the relationship between them. Then through the use of VAR model, Granger causality test, impulse response function and variance decomposition analysis of the impact of China's monetary policy on the economic cycle empirical analysis. Test out that China's monetary policy through the money supply does have a significant impact on economic output. Finally, this paper summarizes the point of view, and puts forward relevant suggestions for the economic situation of our country.
【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.0;F124.8
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