| 房地产市场在货币政策传导机制中的作用研究 |
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| 引用本文： | 贺建清,邓宏亮.房地产市场在货币政策传导机制中的作用研究[J].广西金融研究,2011(1):24-28. |
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| 作者姓名： | 贺建清 邓宏亮 |
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| 作者单位： | 江西宜春学院,江西,宜春,336000 |
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| 摘 要： | 利用2006年1月至2008年12月的相关数据，运用协整分析、格兰杰因果检验等计量方法，先研究货币政策到房地产市场传导的有效性，再分析房地产市场到最终目标（实体经济）传导的有效性。结果表明：房地产市场在货币政策传导机制中发挥了重要作用，M2、M1是房价指数变化的格兰杰原因，房价指数是工业增加值、居民消费物价指数、社会消费品零售总额变化的格兰杰原因。
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| 关 键 词： | 协整检验 格兰杰因果检验 货币政策传导机制 房地产市场 |
Research on the Role of Real Estate Market in the Transmission Mechanism of Monetary Policy |
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| He Jianqing,Deng Hongliang.Research on the Role of Real Estate Market in the Transmission Mechanism of Monetary Policy[J].JOurnal of Guangxi Financial Research,2011(1):24-28. |
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| Authors: | He Jianqing Deng Hongliang |
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| Institution: | He Jianqing Deng Hongliang (Jiangxi Yichun University,Yichun Jiangxi 336000) |
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| Abstract: | In this article,we selecting correlation data from January 2006 to December 2008,using cointegration,Granger causality test and other quantitative methods,first study the validity of the transmission of monetary policy to the real estate market,further analyze the effectiveness of real estate market to the real economy conduction.The results show that the real estate market is playing an important role in the transmission mechanism of monetary policy. |
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| Keywords: | Cointegration Test Granger Causality Test Monetary Policy Conduction Mechanism Real Estate Market |
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