开放经济下我国货币需求长期稳定性研究 |
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引用本文: | 魏晓琴,杨涛,古小华.开放经济下我国货币需求长期稳定性研究[J].济南金融,2012(11):23-27. |
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作者姓名: | 魏晓琴 杨涛 古小华 |
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作者单位: | 中国海洋大学经济学院,山东青岛266100 |
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基金项目: | 本文是教育部人文社科研究规划基金一般项目(11YJA790160)的阶段性成果. |
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摘 要: | 本文利用我国1996—2011年的月度数据,分别使用Johansen协整检验与Engle—Granger两步法,对传统货币需求模型、开放条件下的货币需求模型以及引入制度因素的货币需求模型进行实证检验,研究货币需求的长期稳定性及各因素对货币需求的影响,建立货币需求模型,对于提高我国货币政策的调控效率具有重要意义。
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关 键 词: | 开放经济 货币需求 长期稳定性 |
Research of Long-term Money Demand Stability of Open Economy in China |
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Abstract: | In the paper, we use the monthly data in China from 1996 to 2011, respectively uses empirical tests of the tra- ditional money demand model, the model of the demand for money in open conditions, as well as the monetary demand mod- el the introduced by institutional factors with the Johansen cointegration test and Engle Granger two-step method. We study the long-term stability of the money demand and the impact of various factors on the demand for money, finally establish a China' s money demand model. It is important for imorovin~ the efficiency of the regulation of China' s monetary policy. |
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Keywords: | open economy money demand long-term stability |
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