| 基于CC-LM模型的信贷渠道的实证分析 |
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| 引用本文： | 朱正,解宇,曹亚丽.基于CC-LM模型的信贷渠道的实证分析[J].经济问题,2011(7). |
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| 作者姓名： | 朱正 解宇 曹亚丽 |
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| 作者单位： | 河海大学商学院;中南财经政法大学新华金融保险学院;南京大学商学院; |
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| 摘 要： | 运用CC-LM模型,基于VAR的时间序列分析货币政策中信贷渠道的存在性及其贡献度,同时分析了货币渠道的存在性,两者综合说明信贷渠道的作用强于货币渠道,也就是说信贷渠道是主要的货币政策的传导渠道。为了增强货币政策的有效性,人民银行在监控货币指标的同时,应该更加着力监控信贷指标,特别是流向中小企业的信贷量。
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| 关 键 词： | CC-LM模型 信贷渠道 货币渠道 脉冲响应 |
The Impact of Credit Channels Based on CC-LM Model |
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| ZHU Zheng,XIE Yu,CAO Ya-li.The Impact of Credit Channels Based on CC-LM Model[J].On Economic Problems,2011(7). |
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| Authors: | ZHU Zheng XIE Yu CAO Ya-li |
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| Institution: | ZHU Zheng1,XIE Yu2,CAO Ya-li3(1.Business School of Hehai University,Nanjing 210009,China,2.School of XinHua Financial and Insurance,Zhongnan University of Economic and Law,Wuhan 430073,3.School of Business,Nanjing University,Nanjing 210093,China) |
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| Abstract: | This theoretical is based on CC-LM model,the time series analysis based on VAR monetary policy in the existence of credit channels and contribution,and analyses the monetary channels,the existence of both comprehensive explanation credit channel role than monetary channel,also is the credit channel of the main monetary policy transmission channel.Therefore,in order to enhance the validity of monetary policy,the people's bank in monitoring monetary index at the same time,should be more monitoring credit inde... |
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| Keywords: | CC-LM Model monetary policy credit policy transmission mechanism |
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