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基于SVAR模型的货币政策冲击效应检验 被引量:6

The Study about the Regional Asymmetry of Monetary Policy Based on SVAR Model
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摘要 随着区域经济发展不平衡程度的逐渐扩大,货币政策区域非对称性研究也成为理论界关注的焦点。使用SVAR模型与脉冲响应函数方法,定量分析了1994~2007年我国统一货币政策冲击对各区域产出和物价的影响。结果表明我国货币政策传导机制在不同区域存在不同效应,表现为货币政策冲击对各地区产出和物价在反应程度和时滞上具有显著差异。 As the degree of imbalance in regional economic development gradually expanded, the regional a- symmetry of monetary policy is becoming the focus of attention of theorists. This paper uses the SVAR models and impulse response function method to analyze the effect of china~ unification monetary policies shock to output and prices of the regional economies in 1994 - 2007. The result showed that China's monetary policy transmission mech- anism is different in different regions and is showed that the impact of monetary policy on output and prices of the regional economies is significant differences in the degree and the time lag. On this basis some recommendations are given.
出处 《经济问题》 CSSCI 北大核心 2011年第10期109-112,共4页 On Economic Problems
关键词 货币政策 区域差异 SVAR模型 脉冲响应函数 monetary policies regional economics SVAR models impulse response function
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