摘要
通过修正的计算货币流通速度的指标,结合广义货币供给增加量来考察我国货币冲击对经济波动的影响,利用1997—2011年的季度数据通过建立VAR模型、格兰杰因果关系检验、脉冲响应及方差分解来实证检验我国货币冲击对经济波动的影响。
This paper investigates the impact of monetary fluctuations on the economy by using the revised indicator of calculated the velecity of money and the increase the amount of broad money supply. It empirically tests the impact of monetary fluctuations on the economy by using 1997 -2011 quarterly data through the establishment of VAR models, Granger causality test, impulse response and variance decomposition. Finally, making relevant policy recommendations according to the empirical results.
出处
《哈尔滨商业大学学报（社会科学版）》
CSSCI
2012年第1期62-68,共7页
Journal of Harbin University of Commerce:Social Science Edition
基金
西南财经大学研究创新人才培养基金课题资助
关键词
货币冲击
经济波动
脉冲响应
方差分解
monetary shocks
economic volatility
impulse response
variance decomposition
