摘要
本文以OECD国家和"金砖四国"等为代表的发展中国家为考察对象,基于1980年第一季度至2010年第二季度的数据,通过结构向量自回归模型,重点就全球货币供给对不同价格水平波动差异,进而对全球经济增长稳定性的影响进行了经验分析。
Based on the macroeconomic data from 1980 to 2010 of both developed and developing countries, represented by OECD and BRIC, this paper analyses the influence of global money supply on international economic growth in respect of different price fluctuation, under a systematic frame. Based on SVAR, this paper shows its influence on economic growth through price fluctuation, which has apparent asymmetric feature.
出处
《国际金融研究》
CSSCI
北大核心
2011年第10期13-22,共10页
Studies of International Finance
关键词
货币供给
价格波动
经济增长
结构向量自回归
Money Supply
Price Volatility
Economic Growth
Structural VectorAuto-regression