| 货币供给、货币流通速度与经济波动 |
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| 引用本文： | 潘李剑. 货币供给、货币流通速度与经济波动[J]. 哈尔滨商业大学学报(社会科学版), 2012, 0(1): 62-68 |
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| 作者姓名： | 潘李剑 |
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| 作者单位： | 西南财经大学金融学院 |
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| 基金项目： | 西南财经大学研究创新人才培养基金课题资助 |
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| 摘 要： | 通过修正的计算货币流通速度的指标,结合广义货币供给增加量来考察我国货币冲击对经济波动的影响,利用1997—2011年的季度数据通过建立VAR模型、格兰杰因果关系检验、脉冲响应及方差分解来实证检验我国货币冲击对经济波动的影响。
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| 关 键 词： | 货币冲击 经济波动 脉冲响应 方差分解 |
Monetary Supply,Velocity and Economic Volatility |
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| Pan Li-jian. Monetary Supply,Velocity and Economic Volatility[J]. Journal of Harbin University of Commerce:Social Science Edition, 2012, 0(1): 62-68 |
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| Authors: | Pan Li-jian |
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| Affiliation: | Pan Li-jian(Southwestern University of Finance and Economics,School of Finance,Chengdu 611130,China) |
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| Abstract: | This paper investigates the impact of monetary fluctuations on the economy by using the revised indicator of calculated the velocity of money and the increase the amount of broad money supply.It empirically tests the impact of monetary fluctuations on the economy by using 1997-2011 quarterly data through the establishment of VAR models,Granger causality test,impulse response and variance decomposition.Finally,making relevant policy recommendations according to the empirical results. |
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| Keywords: | monetary shocks economic volatility impulse response variance decomposition |
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