| 利率、投资、储蓄和货币供给量的协整分析 |
| |
| 引用本文： | 唐湘晋,赵亮. 利率、投资、储蓄和货币供给量的协整分析[J]. 武汉理工大学学报(信息与管理工程版), 2004, 26(5): 166-169 |
| |
| 作者姓名： | 唐湘晋 赵亮 |
| |
| 作者单位： | 武汉理工大学,理学院,湖北,武汉,430070 |
| |
| 摘 要： | 根据西方利率决定理论,利用协整模型和误差修正模型对利率、投资、储蓄、货币供给量的内在关系进行了定量分析,发现利率、投资、货币供给量以及储蓄之间确实存在长期共同趋势,并且具有短期共同波动模式。这对我国利率市场化和充分利用利率杠杆调节宏观经济具有重要的指导意义。
|
| 关 键 词： | 利率 协整检验 误差修正模型 |
| 文章编号： | 1007-144X(2004)05-0166-04 |
| 修稿时间： | 2003-11-21 |
Analysis of Co-Integration Test and EMC between Interest Rate,Investments,Savings and Currency Component |
| |
| Tang Xiangjin,Zhao Liang Tang Xiangjin: Assoc. Prof., School of Sciences,WUT,Wuhan ,China.. Analysis of Co-Integration Test and EMC between Interest Rate,Investments,Savings and Currency Component[J]. Journal of Wuhan University of Technology(Information & Management Engineering), 2004, 26(5): 166-169 |
| |
| Authors: | Tang Xiangjin Zhao Liang Tang Xiangjin: Assoc. Prof. School of Sciences WUT Wuhan China. |
| |
| Affiliation: | Tang Xiangjin,Zhao Liang Tang Xiangjin: Assoc. Prof., School of Sciences,WUT,Wuhan 430070,China. |
| |
| Abstract: | Based on the western determined interest theory, the natural relationship between Interest Rate, Investments, Savings and Currency Component of M1 is detected by using the co-integration test and EMC (Error Correction Model). The long-run common trend and a short-run cyclical pattern are found from the analysis. It may play an important role in marketing of interest rate and adjusting macro-economy by using interest lever. |
| |
| Keywords: | interest rate co-integration test error corre |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
