| 我国广义货币供应量M2的回归模型与预测 |
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| 引用本文： | 胡俊华. 我国广义货币供应量M2的回归模型与预测[J]. 中国货币市场, 2010, 0(7): 31-35 |
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| 作者姓名： | 胡俊华 |
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| 作者单位： | 上海银行金融市场部 |
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| 摘 要： | 货币供应量是货币政策工具重要的中介变量。该文通过分解我国货币供应量的诸多宏观影响因素，尝试建立一个较为完整的货币供应量多变量回归模型，揭示宏观经济变量对货币供应量的影响程度，并运用该模型对货币供应量的短期变化进行预测，以期为把握宏观经济形势、理解货币政策变化及预判金融市场走势提供参考依据。检验结果表明，该模型对货币供应量的预测比较符合实际情况。
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| 关 键 词： | 广义货币供应量 多变量线性回归模型 预测 |
A regressional model and projection on the trend of money supply in M2 category |
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| Hu Junhua. A regressional model and projection on the trend of money supply in M2 category[J]. China Money, 2010, 0(7): 31-35 |
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| Authors: | Hu Junhua |
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| Affiliation: | Hu Junhua, Financial Market Department, Bank of Shanghai |
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| Abstract: | Money supply is an important intermediary variable for monetary policy tools. This paper analyzes the macro factors influencing China＇s money supply, and tries to build a complete multivariate liner regression model of money supply, in order to find the effects of macroeconomic variables on money supply. It also uses this model to forecast short-term moves of money supply, to help understand the macroeconomic situation and monetary policy adjustment, and to forecast trends in financial markets. According to the test results, the forecast made by this model is basically in accordance with the actual money supply. |
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| Keywords: | M2 multivariate liner regression model forecast |
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