资源描述：
《我国货币政策利率传导机制有效性实证分析》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、mechanismofmonetarypolicy.InthepartofthetheoryofInterestratetransmissionmechanismofmonetarypolicyareexpoundedtheinterestratetransmissionmechanismtheoryoftheWicksell,theinterestratetransmissionmechanismtheoryofKeynes,HicksandHansen'stheoryofthetransmissionmechanismofinterestrate,theinterestrat
2、etransmissionmechanismtheoryofTobintheory,andTaylor'sruleandhistheoryoftheinterestratetransmissionmechanismofmonetarypolicy.Thethirdchapterintroducesthestatusofourcountry’sinterestratetransmissionmechanismofmonetarypolicy.ItincludestheintroductionofChina'smonetarypolicytransmissionmechanisman
3、dtheconductionpathofthecontrolledinterestrateandmarketinterestrateofchina.CommentingthemonetarypolicytransmissionmechanisminChina,analyzingthesituationofthecontrolledinterestrateandmarketinterestratecoexistinchina,andthepresentstatusoftheinterestratetransmissionmechanismofmonetarypolicy.Thefo
4、urthchapterisaboutempiricallyanalyzingtheeffectivenessofinterestratetransmissionmechanismofmonetarypolicyinchina.Firstintroducestherelatedeconometrictheoryandeconometricmodel.Thenstatesvariablesselection,illustratesthedataandthedataprocessingandstabilitytest.Thispaperselectsvariableindexofmon
5、eysupply,interestrateindex,consumptionindex,investmentindex,yieldindexandpriceindex.Afterthat,byusingeconometricresearchmethodssuchasVAR,VECmodel,andco-integrationtest,GraingerGrangercausalitytest,impulseresponseanalysis,variancedecompositionanalysisandsoon,theempiricalanalysisarecarriedonfro
6、mthefollowingfiveaspects:theempiricalanalysisofmarketinterestrateconductionpathofmonetarypolicy,theempiricalanalysisofthecontrolledinterestrateconductionpathofmonetarypolicy,thecomparativestudyoftheconductioneffectivenessonmarketinterestrateandthecontrolledinterestrateaffectingconsumption,the
7、comparativestudyoftheconductioneffectivenessonmarketinterestrateandthecontrolledinterestrateaffectinginvestment,thecomparativestudyoftheconductioneffectivenessonmarketinterestrateandthecontrolledinterestrateaffectingtotaloutputandprice.Thisis
