| 基于MCI视角的货币政策估计:以马来西亚为例 |
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| 引用本文： | 甘培萨,凯柯汀,贾菲,黄曦子,罗天勇.基于MCI视角的货币政策估计:以马来西亚为例[J].贵州财经学院学报,2009(5). |
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| 作者姓名： | 甘培萨 凯柯汀 贾菲 黄曦子 罗天勇 |
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| 作者单位： | 1. 苏丹·伊德力士教育大学经济学院,马来西亚,丹绒马林
2. 马来亚大学经济学院,马来西亚,吉隆坡 |
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| 摘 要： | 基于强调利率平价重要作用的货币状况指数(MCI)的视角,试图为开放型新兴市场经济估计一个最优货币政策模型,其目的是阐明内部和外部平衡的重要性和提供分析基础.通过估计利率和汇率对产出缺口的相关影响及实际利率和实际汇率的权重可以估计最优货币状况指数.用多种方法检验产出缺口的适度性,其被估计权重是1.6:1,它可以用来阐述货币政策的操作目标.
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| 关 键 词： | 货币政策 产出缺口 不可观测变量 带通滤波器 H-P滤波 最优货币状况指数 |
Monetary Policy Estimation from the Perspective of MCI:Taking Malaysia as an Example |
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| Pei-Tha Gan,Kian-Teng Kwek.Monetary Policy Estimation from the Perspective of MCI:Taking Malaysia as an Example[J].Journal of Guizhou College of Finance and Economics,2009(5). |
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| Authors: | Pei-Tha Gan Kian-Teng Kwek |
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| Institution: | 1.Faculty of Business and Economics;Universiti Pendidikan Sultan Idris;Tanjong Malim;Perak;Malaysia;2.Faculty of Economics and Management;Universiti Pertanian Malaysia;Kuala Lumpur;Malaysia |
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| Abstract: | From the perspective of MCI which focuses on important role of interest rate in balancing price,the paper tries to estimate an optimal monetary model for open newly market economy in order to clarify the importance of internal and external balance and provide a basis for analysis.The paper also estimate the optimal monetary index by estimating related effects of interest rate and exchange rate on output gap and weight of real interest rate and exchange rate.Using various methods to test the suitability of o... |
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| Keywords: | MCI |
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