利率期限结构的最优估计及其应用研究

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1、湖南大学博士学位论文利率期限结构的最优估计及其应用研究姓名：陈晖申请学位级别：博士专业：管理科学与工程指导教师：谢赤20060629和通货膨胀变动三方面论述其在货币政策中的作用，提出将长短期利差纳入监控指标之内，为货币政策制定提供参考。综观全文，本文无论在理论上还是在实证分析和应用研究部分，都作出了一定创新。同时，本文的研究结果对投资者和货币当局都具有一定的实际指导作用。关键词：利率期限结构；最优化；静态估计；动态模型；应用研究IIIAbstractTermstructureofinterestrate9whichisalsocalledthe

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