| 货币政策作用非对称性离散选择模型及其检验 |
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| 引用本文： | 刘金全,张艾莲. 货币政策作用非对称性离散选择模型及其检验[J]. 南京大学学报(哲学．人文科学．社会科学 ), 2003, 40(4) |
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| 作者姓名： | 刘金全 张艾莲 |
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| 作者单位： | 吉林大学,数量经济研究中心,长春,130021 |
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| 基金项目： | 社会科学基金项目(02BJY019)，教育部重大项目(02JAZJD790007) |
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| 摘 要： | 货币政策的非对称性主要是指货币政策在经济周期的不同阶段具有不同的效果。采用二项离散选择模型对货币政策的非对称性进行描述不仅能够度量经济波动和货币政策的状态,而且能够在不确定性条件下检验货币政策产生作用的可能性。在我国经济运行中存在一定程度的货币政策作用的非对称性,因此需要对通货紧缩环境下的货币政策传导机制和作用机制进行更为深入的分析。
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| 关 键 词： | 二项选择模型 经济周期 货币政策 非对称性 |
The Binary Choice Model of the Asymmetry of China''''s Monetary Policy and Its Testing |
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| LIU Jin-quan,ZHANG Ai-lian. The Binary Choice Model of the Asymmetry of China''''s Monetary Policy and Its Testing[J]. Journal of Nanjing University(Philosophy, Humanities and Social Sciences), 2003, 40(4) |
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| Authors: | LIU Jin-quan ZHANG Ai-lian |
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| Abstract: | The asymmetry of the monetary policy refers to the fact that it has different impacts on economic activities in a business cycle. In this study the binary choice model was used to analyze the asymmetry of the monetary policy not only to measure the situation of economic fluctuations and the monetary policy but also to test the probabilities of monetary policy effectiveness under uncertainty. The study proves that there exists certain asymmetry in the Chinese monetary policy, so that further research should be conducted for the transmission mechanism of the monetary policy in a deflation environment. |
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| Keywords: | binary choice model business cycle monetary policy asymmetry |
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