| 我国货币政策区域效应实证研究 |
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| 引用本文： | 刘飞.我国货币政策区域效应实证研究[J].四川大学学报(哲学社会科学版),2007(2):33-40. |
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| 作者姓名： | 刘飞 |
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| 作者单位： | 四川大学,经济学院,四川,成都,610064 |
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| 摘 要： | 运用Granger(格兰杰)因果关系检验方法及VAR(向量自回归)模型检验我国货币供应量对各地区产出和物价的影响,定量描述货币政策的区域效应,分析货币政策传导机制在形成货币政策区域效应中的作用。
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| 关 键 词： | 格兰杰因果检验 VAR模型 货币政策 区域效应 |
| 文章编号： | 1006-0766(2007)02-0033-08 |
| 修稿时间： | 2007年1月15日 |
Research on the Regional Effect of Chinese Monetary Policy |
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| LIU Fei.Research on the Regional Effect of Chinese Monetary Policy[J].Journal of Sichuan University(Social Science Edition),2007(2):33-40. |
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| Authors: | LIU Fei |
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| Abstract: | In this paper,Granger causality tests and VAR model are applied in the study of monetary supply affecting the regional economical product and price index.The result shows that there exist manifest regional effects of monetary policy in China.In addition,it is analyzed that how the monetary policy conducting mechanism affects the regional effects of monetary policy. |
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| Keywords: | Granger causality tests VAR model monetary policy regional effects conducting mechanism |
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