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支持货币政策的利率期限结构模型

Term Structure Models of Interest Rates for Monetary Policy
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摘要 无论从国际还是国内来看,支持货币政策的利率期限结构研究意义重大;对于该问题的近期研究工作主要集中于从利率期限结构中剖析支持货币政策的信息、以及探究货币政策对利率期限结构的影响这两方面,也就是研究利率期限结构作为货币政策信息指示器和传导机制的功能;其中还存在许多重要问题有待于进一步研究。 Research on term structure of interest rates for monetary policy is very important in both international and domestic cases. Efforts on such a problem concentrate on extracting the information for monetary policy from term structure and exploring the effect of monetary policy on term structure, namely studying the function of term structure as an information indicator and as a transmission mechanism of monetary policy. Still many important relevant questions remain to be studied.
作者 吴丹 谢赤
出处 《科技和产业》 2005年第10期14-20,共7页 Science Technology and Industry
基金 国家社会科学基金(03BJY099) 教育部博士点专项科研基金(20020532005) 全国高校青年教师奖励基金。
关键词 利率 利率期限结构 货币政策 Interest Rates Term Structure of Interest Rates Monetary Policy
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