| 基于GARCH模型的我国广义货币供应量变动规律研究 |
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| 引用本文： | 李浩然.基于GARCH模型的我国广义货币供应量变动规律研究[J].嘉兴学院学报,2014,26(6):72-77. |
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| 作者姓名： | 李浩然 |
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| 作者单位： | 安徽财经大学金融学院,安徽蚌埠,233030 |
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| 基金项目： | 安徽财经大学大学生科研创新基金项目 |
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| 摘 要： | 以广义货币供应量（M2）的历史信息为研究对象,分析了1999年12月-2014年4月我国广义货币供应量的变动规律,并根据历史数据进行时间序列分析,构建ARMIA模型,随后对模型进行检验和适当调整,构建GARCH模型,试图较准确地预测广义货币供应量的未来变化。从预测结果看,模型较好地发挥了预测功效,能够较为准确地预测其未来的发展趋势.
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| 关 键 词： | 中国 广义货币供应量 变动规律 时间序列 GARCH模型 |
Research on the Regularity of the Changes in China's Broad Money Supply Based on the GARCH Model |
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| Li Haoran.Research on the Regularity of the Changes in China's Broad Money Supply Based on the GARCH Model[J].Journal of Jiaxing College,2014,26(6):72-77. |
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| Authors: | Li Haoran |
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| Institution: | Li Haoran (School of Finance, Anhui Finance and Economics University, Bengbu, Anhui 233030) |
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| Abstract: | This paper takes the history information of broad money supply（M2）as the research object and analyzes the regularity of the changes in China＇s broad money supply between December 1999 and April 2014.It also makes a time series analysis based on the historical data and builds an ARIMA model.Then,it establishes a GARCH model after testing and adjusting the ARIMA model,trying to accurately predict the future changes of the broad money supply.From the prediction results,the model plays a good role of prediction and can accurately forecast its future trend. |
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| Keywords: | China broad money supply regularity of changes time series GARCH model |
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