【摘要】：傳統(tǒng)利率期限模型不引入宏觀經(jīng)濟(jì)變量,利率在宏觀經(jīng)濟(jì)中的重要性和期限結(jié)構(gòu)信息對(duì)宏觀經(jīng)濟(jì)的預(yù)測(cè)功能,促使人們將利率期限結(jié)構(gòu)模型和宏觀經(jīng)濟(jì)模型相結(jié)合形成宏觀-金融模型,研究期限結(jié)構(gòu)和宏觀經(jīng)濟(jì)變量的相互影響。本文介紹宏觀-金融模型產(chǎn)生背景和建模技術(shù)路線,對(duì)現(xiàn)有模型進(jìn)行分類和評(píng)述,在總結(jié)已有研究成果的基礎(chǔ)上,提出了宏觀-金融模型存在的問(wèn)題和未來(lái)發(fā)展方向。
[Abstract]:The traditional term model of interest rate does not introduce macroeconomic variables, the importance of interest rate in macroeconomic and the forecasting function of term structure information to macroeconomic. It urges people to combine the term structure model of interest rate and the macroeconomic model to form a macro-financial model to study the interaction between term structure and macroeconomic variables. This paper introduces the background of macro-financial model and the technical route of modeling, classifies and comments the existing models. On the basis of summarizing the existing research results, the paper puts forward the problems existing in the macro-financial model and its future development direction.
【作者單位】： 上海財(cái)經(jīng)大學(xué)經(jīng)濟(jì)學(xué)院;南京財(cái)經(jīng)大學(xué)金融學(xué)院;
【基金】：上海財(cái)經(jīng)大學(xué)“211工程”三期重點(diǎn)學(xué)科建設(shè)項(xiàng)目,上海財(cái)經(jīng)大學(xué)現(xiàn)代金融研究中心資助
【分類號(hào)】：F822;F224

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