| 中国货币政策规则稳健性研究——基于不确定性视角 |
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| 引用本文： | 王增武,李兵,冀炳.中国货币政策规则稳健性研究——基于不确定性视角[J].经济与管理,2011,25(2). |
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| 作者姓名： | 王增武 李兵 冀炳 |
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| 作者单位： | 1. 中国社会科学院金融研究所,北京,100732
2. 广西大学商学院,广西南宁,530004 |
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| 基金项目： | 中国社科院金融所重点课题资助，中国社科院国情调研重点项目资助 |
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| 摘 要： | 通过中国货币政策规则的统计特征和调整模式研究中国货币政策规则的稳健性以及不确定性,结论表明:中国货币政策调整规则基本符合调整频率低、每次调整幅度小、反转调整次数少且在长时间静止之后再进行反转调整的稳健性特征,除此之外,声誉不确定性也是导致中国货币政策规则稳健性特征的主要原因之一.
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| 关 键 词： | 货币政策 风险 不确定性 Taylor规则 |
Research on the Smoothing of Monetary Policy in China |
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| Wang Zengwu,Li Bing,Ji Bing.Research on the Smoothing of Monetary Policy in China[J].Economy and Management,2011,25(2). |
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| Authors: | Wang Zengwu Li Bing Ji Bing |
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| Institution: | Wang Zengwu1,Li Bing2,Ji Bing2(1.Institute of Finance & Banking,Chinese Academy of Social Sciences,Beijing 100732,China,2.Business School,Guangxi University,Nanning 530004,China) |
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| Abstract: | Through the statistical characteristics and adjusting mode of China's monetary policy rules study of China's monetary policy rules to research robustness and uncertainty,results indicate that our monetary policy adjusting rules basically comply with low frequency and amplitude,less reverse adjust frequency and each small inversion adjustments after long time again etc robustness characteristic;In addition,reputation uncertainty also is one of the main reasons resulting in robustness characteristics of China... |
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| Keywords: | monetary policy risk uncertainty Taylor rules |
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