| 对我国货币需求的长期均衡与短期变动的实证 |
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| 引用本文： | 许承明.对我国货币需求的长期均衡与短期变动的实证[J].南京财经大学学报,2001(6). |
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| 作者姓名： | 许承明 |
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| 作者单位： | 南京经济学院金融学系 江苏南京210003 |
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| 摘 要： | 本文应用协整理论与方法,对1952年以来我国长期经济数据进行了单位根检验与协整检验,建立了我国流通货币和广义货币需求的长期均衡方程与短期误差校正模型(ECM),依据于模型较好地解释我国货币需求与宏观经济变量之间存在的长期均衡关系以及货币需求短期变动影响因素。
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| 关 键 词： | 货币需求 单位 协整分析 |
TO Analyze Equilibrium Equations for Long-run Demandand Short-run Dynamic of Mmonetary in China |
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| XU Chengming.TO Analyze Equilibrium Equations for Long-run Demandand Short-run Dynamic of Mmonetary in China[J].Journal of Nanjing University of Finance and Economics,2001(6). |
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| Authors: | XU Chengming |
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| Abstract: | This dissertation employs co-integrated theory and method to establish equilibrium equations for long-run demand and short-run dynamic error correct model of monetary in China,explain long-run and short-run relationship between demand of monetary with other economci variables in China. |
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| Keywords: | demand of monetary unit root co integrated |
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