| 我国货币政策通过国际贸易传递的实证分析 |
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| 引用本文： | 聂学峰,刘传哲.我国货币政策通过国际贸易传递的实证分析[J].财贸研究,2004,15(5):31-35,48. |
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| 作者姓名： | 聂学峰 刘传哲 |
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| 作者单位： | 中国矿业大学,管理学院,江苏,徐州,221008 |
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| 摘 要： | 本文利用相关分析、Granger因果关系分析和自回归分布滞后模型 ,对中国货币政策通过国际贸易传递的途径进行了实证分析 ,结论表明 ,我国货币政策无法通过汇率途径传递到国际贸易上 ,通过信贷传递到国际贸易上是扭曲的途径 ,货币政策能够通过物价途径对净出口有正面影响。
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| 关 键 词： | 货币传递 国际贸易 Granger因果关系 自回归分布滞后 |
Empirical Study of Chinese Monetary Policy Transmission through International Trade |
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| Abstract: | This paper analyzes Chinese monetary transmission mechanism through international trade with correlation test, granger causality test and Auto-Regressive-distributed-lag model. It concludes that: (1) monetary policies can not be transmitted to international trade through exchange rate channel; (2) credit is not a good channel of monetary transmission to international trade; (3) monetary policy has a positive effect on the net export through price channel. |
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| Keywords: | monetary transmission international trade correlation test Granger causality test auto-regressive-distribute-lag model |
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