我国货币长期超中性实证研究被引量：13

An Empirical Study of Long-run Monetary Superneutrality in China

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摘要通过一个三元(货币供应量M_2的增长率、名义利率、实际产出)结构向量自回归模型研究货币供应量增长率的一次永久性变动对实际产出、名义利率的长期影响,结果表明在中国货币超中性不成立,存在Mundell—Tobin效应,即货币供应量M_2增长率的一次永久性变动使实际产出增加,实际利率下降。

作者钱士春

机构地区北京大学光华管理学院

出处《数量经济技术经济研究》 CSSCI 北大核心 2004年第7期31-39,共9页 Journal of Quantitative & Technological Economics

关键词结构向量自回归货币长期超中性 Mundell-Tobin效应

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