| 我国票据市场的货币政策传导效应研究 |
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| 引用本文： | 张宗益,古旻.我国票据市场的货币政策传导效应研究[J].预测,2010,29(3). |
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| 作者姓名： | 张宗益 古旻 |
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| 作者单位： | 重庆大学,经济与工商管理学院,重庆,400044 |
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| 摘 要： | 本文对我国货币政策的票据市场传导机制和可行性进行了分析,在此基础上,运用相量自回归(VAR)、格兰杰因果检验、脉冲响应(IRF)等方法,对2000年12月～2008年12月我国货币政策通过票据市场传导的效应进行了实证研究,并就进一步发挥票据市场在货币政策传导中的作用提出了相关政策建议.
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| 关 键 词： | 货币政策 票据市场 传导机制 VAR模型 |
Research of Chinese Monetary Policy Transmission Via Commercial Paper Market |
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| ZHANG Zong-yi,GU Min.Research of Chinese Monetary Policy Transmission Via Commercial Paper Market[J].Forecasting,2010,29(3). |
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| Authors: | ZHANG Zong-yi GU Min |
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| Institution: | ZHANG Zong-yi,GU Min(School of Economy , Business Administration,Chongqing University,Chongqing 400044,China) |
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| Abstract: | Based on the analyzed of the mechanism and feasibility of monetary policy transmission in Chinese commercial paper market,this paper uses VAR(Vector Auto-regression),Granger Causality Tests and IRF(impulse response function) to carry out the empirical analysis of the effect of Chinese monetary policy transmission via the commercial paper market during Dec.2001-Dec.2008 Based on the empirical analysis,this paper put forward some policy countermeasures. |
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| Keywords: | monetary policy commercial paper market transmission mechanism VAR model |
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