| 流动性过剩测度的理论探讨和实证分析 |
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| 引用本文： | 赵文生,谭建立,杨深.流动性过剩测度的理论探讨和实证分析[J].山西财经大学学报,2011(10):42-51. |
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| 作者姓名： | 赵文生 谭建立 杨深 |
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| 作者单位： | 对外经济贸易大学国际经济贸易学院;山西财经大学财政金融学院;中北大学经济与管理学院; |
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| 摘 要： | 首先依据货币分解理论,论证和检验了货币流动性的基础地位。接着,将流动性过剩表示为货币总供给与货币总需求之间的差异,利用计量思想解决了货币需求函数中货币需求量数据缺乏的难题。最后进行了实证检验,结果表明,2008年第4季度我国存在着严重的流动性不足,流动性过剩系数达到-30%,说明美国金融危机对我国具有传导性影响。经过短...
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| 关 键 词： | 流动性过剩 货币需求 过剩系数 |
Theoretical Discussion and Empirical Analysis on Measuring the Excess Liquidity |
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| ZHAO Wen-sheng,TAN Jian-li,YANG Shen.Theoretical Discussion and Empirical Analysis on Measuring the Excess Liquidity[J].Journal of Shanxi Finance and Economics University,2011(10):42-51. |
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| Authors: | ZHAO Wen-sheng TAN Jian-li YANG Shen |
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| Institution: | ZHAO Wen-sheng1,2,TAN Jian-li2,YANG Shen 3(1.School of International Trade and Economics,University of International Business and Economics,Beijing 100029,2.School of Finance,Shanxi University of Finance & Economics,Taiyuan 030006,3.School of Economics and Management,North University of China,Taiyuan 030051,China) |
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| Abstract: | According to the theory of monetary decomposition,this paper proves and tests that money liquidity is foundation status in different levels of liquidity which influences the bank liquidity and market liquidity.Excess liquidity can be expressed as the difference between the total supply and total demand of money.Using the econometric thoughts,the authors solve the problem that there is lack of dada of money demand in money demand function.The empirical results show that there is serious liquidity shortfall i... |
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| Keywords: | excess liquidity money demand excess coefficient |
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