摘要
文章应用平稳性检验、协整检验和因果检验,就我国货币政策对经济增长与物价变动的影响,进行了货币政策有效性的检验。实证结果表明,金融变量与经济增长、物价水平之间无论在长期还是短期都存在着稳定的因果关系。
With an application of stationarity test, cointegration test and granger causality test .this paper analyzes the effectiveness of monetary policy on economic policy and price change, so as to test the effectiveness of monetary policy. Empirical result shows that there are steady relations between financial variables and economy growth no matter seeing from the long-term or from the short-term
出处
《湖南科技学院学报》
2007年第11期109-112,共4页
Journal of Hunan University of Science and Engineering
关键词
有效性
协整检验
格兰杰因果检验
effectiveness
cointegration test
granger causality test
