| 我国市场利率功能的实证研究 |
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| 引用本文： | 杨芳,李丽莎.我国市场利率功能的实证研究[J].经济问题,2009(4). |
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| 作者姓名： | 杨芳 李丽莎 |
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| 作者单位： | 云南民族大学管理学院; |
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| 摘 要： | 利率市场化是我国利率管理体制改革的重要内容,我国银行间同业拆借市场已经于1996年开始实行市场利率。各项存款、货币供应量、股票成交金额与企业商品价格同比指数是我国金融体系中重要的金融变量。因而,选取并利用全国银行间同业拆借市场加权平均利率代表我国市场利率,借助格兰杰关系检验、向量自回归模型的脉冲响应函数等计量经济学方法,可以研究市场利率与重要金融变量间的相互关系,进一步分析市场利率对金融体系的微观调节功能。
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| 关 键 词： | 市场利率 格兰杰关系检验 向量自回归模型VAR 脉冲响应函数 |
The Empirical Study on the Effects of Marketed Interest Rate in China |
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| YANG Fang,LI Li-sha.The Empirical Study on the Effects of Marketed Interest Rate in China[J].On Economic Problems,2009(4). |
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| Authors: | YANG Fang LI Li-sha |
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| Institution: | School of Management;Yunnan Nationalities University;Kunming 650031;China |
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| Abstract: | Marketed interest rate is the center of the interest rate management reform in our country.Our country has marketed the interest rates in the national interbank market since 1996.Total deposits,money supply,turnover of stock trading,and corporate goods price indices are the important variables in our financial system.The weighted average interest rate in the national interbank market stands for the marketed interest rate of our country in the article.We will analyze the relations between marketed interest r... |
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| Keywords: | marketed interest rate granger causality test vector auto regression impulse response |
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