首页 | 本学科首页   官方微博 | 高级检索  
     检索      

我国货币需求与总支出构成因素之间关系的实证研究
引用本文:靳军会,付亚斌,邱长溶.我国货币需求与总支出构成因素之间关系的实证研究[J].大连理工大学学报(社会科学版),2008,29(2):43-48.
作者姓名:靳军会  付亚斌  邱长溶
作者单位:1. 西安交通大学,经济与金融学院,陕西,西安,710061
2. 中国农业银行陕西分行,陕西,西安,710068
摘    要:文章在建立了无约束误差修正模型的基础上,运用边限检验方法对我国货币需求与支出构成因素之间的关系进行了实证研究.结果表明我国货币需求M0、M1、M2和总支出构成因素之间存在长期稳定关系,支出的不同组成部分对我国货币需求有不同的影响,在短期内,投资支出对我国货币需求M1和M2都有显著影响.

关 键 词:货币需求  支出构成  无约束误差修正模型  边限检验

Empirical research on relationship between demand for money and total expenditure components in China
JIN Jun-hui,FU Ya-bin,QIU Chang-rong.Empirical research on relationship between demand for money and total expenditure components in China[J].Journal of Dalian University of Technology(Social Sciences),2008,29(2):43-48.
Authors:JIN Jun-hui  FU Ya-bin  QIU Chang-rong
Institution:JIN Jun-hui1,FU Ya-bin2,QIU Chang-rong11.School of Economics , Finance,Xi\'an Jiaotong University,Xi\'an 710061,China,2.China Agriculture Bank,Shan\'xi Branch,Xi\'an 710068
Abstract:Based on the unrestricted error-correction model(UECM),the authors use the bounds testing method to examine the long-run relationship between the money demand and its determinants in China.The results confirm that there is a long-run equilibrium relationship between the demands for M0,M1,M2 and their determinants,and that the different components of real expenditure have different impacts on the demand for money in China.In the short run,investment expenditure is found to be significant for M1 and M2.
Keywords:money demand  expenditure components  UECM  bounds testing  
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号