广义脉冲响应函数模型及其在我国货币政策非对称性方面的研究

Studies on the Generalized Impulse Response Function Model and Its Application in China for the Asymmetry of Monetary Policy

结合蒙特卡罗均值算法和广义脉冲响应函数模型,构造一个用于分析含多个外生变量的向量自回归模型的新算法.将该算法应用于我国货币政策的非对称性效应分析中,以实验结论证明算法的可行性和有效性.

According to the Monte Carlo algorithm and generalized impulse response function model,the paper construced a new algorithm for the analysis of containing multiple exogenous variable vector autoregressive models.The construted application of the algorithm to the China＇s monetary policy asymmetric effect analysis,the experimental conclusion proved the feasibility and effectiveness of the algorithm.