| 通货膨胀时期货币政策效应时滞问题研究 |
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| 引用本文： | 李炳林,向书坚. 通货膨胀时期货币政策效应时滞问题研究[J]. 湖南科技学院学报, 2008, 29(11) |
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| 作者姓名： | 李炳林 向书坚 |
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| 作者单位： | 湖南科技学院经管系,湖南,永州,425100;中南财经政法大学研究生部,湖北武汉,430060 |
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| 摘 要： | 选择多种货币政策中介目标——信贷、货币供应量及利率对产出、物价的影响，分别构成VAR系统；利用单位根检验、协整分析、脉冲响应函数、方差分解等计量经济学方法对我国通货膨胀时期货币政寰中介目标通过货币传导渠道对产出、物价的时滞效应进行实证分析，发现货币政策的价格效应时滞长于产出效应时滞，并根据结论提出政策建议。
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| 关 键 词： | 货币政策 政策效应 时滞 通货膨胀 |
Research on Lagged Effect of Monetary Policy During the Period of Inflation |
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| LI Bing-lin,XIANG Shu-jian. Research on Lagged Effect of Monetary Policy During the Period of Inflation[J]. Journal of Hunan University of Science and Engineering, 2008, 29(11) |
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| Authors: | LI Bing-lin XIANG Shu-jian |
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| Affiliation: | LI Bing-lin1 XIANG Shu-jian2 (1.Hunan University of Science , Engineering,Yongzhou 425100,China,2. Graduate of school of Zhongnan University of Economics , Law,Wuhan 430060,China) |
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| Abstract: | Selecting LOAN, M0, M1 and Interest Rate as intermediate monetary policy target to build a VAR system and using econometrics methods such as Granger Causality Test, Cointegration Test, Impulse Response Function and Variance Decomposition to empirically analyze the time-lag effect of the monetary policy on the output of the economy and on commodity prices, we find that the time-lag of price effect is longer than that of output effect, and put forward policy proposals according to conclusion. |
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| Keywords: | monetary policy policy effect time-lag inflation |
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