影子银行对我国货币政策传导机制的影响研究.pdf

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1、4.1.2对选择性货币政策工具的影响··············································294.2影子银行体系对我国货币政策中介目标的影响································304.2.1对货币供应量的影响··························································304.2.2对利率的影响··········································

2、·························314.3影子银行对我国货币政策传导渠道的影响······································314.3.1对利率渠道的影响·····························································314.3.2对信贷渠道的影响·····························································324.3.3对资产价格

3、渠道的影响·······················································324.3.4对汇率渠道的影响·····························································324.3.5对财富效应渠道的影响·······················································335影子银行对我国货币政策传导机制影响的实证分析·················

4、···············345.1指标选取及数据说明·································································345.2模型设计················································································345.2.1数据处理························································

5、·················355.2.2单位根检验······································································355.2.3VAR模型滞后阶数的确定和稳定性检验··································355.2.4Granger因果关系检验·························································375.2.5脉冲响应函数分析

6、·····························································375.2.6方差分解函数分析·····························································385.3实证分析结论··········································································396研究结论与政策建议················

7、························································406.1研究结论················································································406.2政策建议················································································406.2.1加强对我国影子银行

8、体系的监管···········································416.2.2进一步完善货币政策传导机制··············································41参考文献··························································································44致谢····································