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常规货币政策对利率期限结构影响的实证研究

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摘要 2007年金融危机爆发后,非常规货币政策的有效性成为新的研究热点,却少有关于常规货币政策的探讨。文章构建了基于异方差约束识别方法的SVAR模型来分析常规货币政策对利率期限结构的影响,对现有文献做出贡献,丰富了此领域的研究内容。
作者 陈巍
出处 《现代管理科学》 CSSCI 2014年第6期81-83,共3页 Modern Management Science
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