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dc.contributor.advisor张宇
dc.contributor.author龚腾达
dc.date.accessioned2018-12-05T01:43:38Z
dc.date.available2018-12-05T01:43:38Z
dc.date.issued2017-11-01
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/170280
dc.description.abstract考虑到央行的冲销干预等相关因素能够显著的影响到我国货币政策的独立性,本文利用2000年1月至2015年12月的国际大宗商品价格指数、美国联邦基金利率和我国工业增加值定基指数、消费者价格定基指数、外汇储备、基础货币以及美元兑人民币汇率数据,采用短期非递归约束形式的SVAR模型对我国5个主要的货币政策工具的政策效果进行了实证研究。结果显示,金融机构人民币贷款总额和广义货币供应量M2的正向结构冲击在10%的显著性水平下均能够引起产出水平和物价水平短期内的显著上升,与多数学者的研究结果一致。7天银行间同业拆借利率的加权平均、一年期贷款基准利率和法定存款准备金率的正向结构冲击在10%的显著性水平下均能够...
dc.description.abstractThis paper employed a non-recursive SVAR model, which incorporated the fact that the China’s monetary policy is significantly affected by the sterilizing operations of its central bank, to study the policy effects of China’s 5 main monetary policy instruments including the interbank interest rate (7 days weighted average), benchmark lending rate (1 year), required reserve ratio, total loans of RMB...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=56956&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=61034
dc.subject外汇占款
dc.subject冲销干预
dc.subject“价格之谜”
dc.subjectfunds outstanding for foreign exchange
dc.subjectsterilizing operations
dc.title我国货币政策效果:“价格之谜”现象?
dc.title.alternativeChina's monetary policy effects:"price puzzle"?
dc.typethesis
dc.date.replied2017-04-27
dc.description.note学位:经济学硕士
dc.description.note院系专业:王亚南经济研究院_西方经济学
dc.description.note学号:27720141152740


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