| 动态货币需求模型：来自中国数据的检验 |
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| 引用本文： | 陈昭.动态货币需求模型：来自中国数据的检验[J].地质技术经济管理,2009(7):79-82. |
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| 作者姓名： | 陈昭 |
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| 作者单位： | 广东外语外贸大学国际经贸学院,广东广州510420 |
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| 基金项目： | 广东外语外贸大学人文社科重点研究基地WTO与广东经贸研究中心重大研究课题（GWGDJM07002）阶段性成果. |
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| 摘 要： | 对动态货币需求模型的实证表明,一年期存款利率的变化对货币需求不产生影响,货币需求只受到前一期GDP平减指数、收入和前一期货币需求的影响。在影响货币需求的三个主要因素中,由于货币需求的惯性较大,前一期货币需求对本期货币需求的影响最大,其次是GDP对本期货币需求的影响,前一期的GDP平减指数对本期的货币需求影响最小,影响程度的弹性差异最大为1.86倍。因此,利率机制在目前的条件下还不能作为调控经济的有效手段。
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| 关 键 词： | 动态货币需求 GDP平减指数 单位根检验 |
Dynamic Monetary Demand Model： Testing Based on Chinese Data |
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| Chen Zhao.Dynamic Monetary Demand Model： Testing Based on Chinese Data[J].Geological Technoeconomic Management,2009(7):79-82. |
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| Authors: | Chen Zhao |
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| Institution: | Chen Zhao (Guangdong University of Foreign Studies, Guangdong 510420, China) |
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| Abstract: | The empirical test for dynamic monetary demand model reveals that the variety of one-year deposit rates do not affect the demand for money. The demand for money is only affected by the previous-term GDP deflator, gross income and the previous-term demand for money. In the three key factors, the previous-term demand for money is the most important because of its inertia; next to it is the GDP; and the least is previous-term GDP deflator. The biggest difference of impact elasticity is 1.86 times, The conclusion is that interest rate mechanism still cannot act as an efficient instrument in macro-control. |
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| Keywords: | dynamic monetary demand C DP deflator unit root test |
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