| 基于VAR模型的我国货币政策传导机制实证检验 |
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| 引用本文： | 喻晓平. 基于VAR模型的我国货币政策传导机制实证检验[J]. 广西经济管理干部学院学报, 2011, 23(3): 58-63 |
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| 作者姓名： | 喻晓平 |
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| 作者单位： | 山东工商学院经济学院,烟台,264005 |
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| 摘 要： | 文章运用协整检验、向量自回归、脉冲响应函数等方法，对我国2001年1月至2008年8月期间的货币政策传导机制进行实证分析，实证结果表明，我国货币政策传导的利率渠道和信贷渠道同时发挥作用，但信贷渠道在我国货币政策传导机制中占有重要地位。从对物价和产出最终目标的影响稳定性来看，M2相对贷款比较持久和稳定。
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| 关 键 词： | 货币政策 传导机制 Johansen协整检验 VAR 脉冲响应函数 |
Empirical test of the transmission mechanism of monetary policy based on VAR model in China |
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| YV Xiao-ping. Empirical test of the transmission mechanism of monetary policy based on VAR model in China[J]. The Journal of Guangxi Economic Management Cadre College, 2011, 23(3): 58-63 |
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| Authors: | YV Xiao-ping |
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| Affiliation: | YV Xiao-ping (School of Economics Shag institute of business and technology,yantai,264005 China) |
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| Abstract: | In the paper, cointegration test, VAR. and impulse response method are used in this paper t. carry out the empirical analysis of Chinese monetary policy transmission mechanism during the January month of 200t-August month 2008. The empirical results show |
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| Keywords: | monetary policy transmission mechanism Johansen Cointegration test VAR impulse response function |
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