本文關(guān)鍵詞：美聯(lián)儲(chǔ)利率承諾的宏觀經(jīng)濟(jì)效應(yīng)，由筆耕文化傳播整理發(fā)布。

網(wǎng)友459972402近日為您收集整理了關(guān)于美聯(lián)儲(chǔ)利率承諾的宏觀經(jīng)濟(jì)效應(yīng)的文檔，希望對(duì)您的工作和學(xué)習(xí)有所幫助。以下是文檔介紹：·STUDIESOFINTERNATIONALFINANCE,,。,。,,.;,。,,-.%。,。,。“,”,。,,。(policydurationeffect),,,、;,,,,,。,,,,,。,:,、、;,。*:“”(:JJD)()“”。:,。,,VAR。:(),,;(),;()。:VAR:F:A*STUDIESOFINTERNATIONALFINANCE·,,,。。,,,。,,,,。,,,。,,,??,。,,。。,VAR,,。:(),,;(),;()。:;,VAR;VAR,;。、,。,“”。,()(),,。,,。,,。Krugman(,),,,,,。。·STUDIESOFINTERNATIONALFINANCE。。,EggertssandWoodford(),,。,Bernanke(),,,,。Woodford(),,。,,。Fujiki,OkinaandShiratsuka(),。,、,。,。,,、。Ugai()ReifschneiderandWilliams()。,(),(%)。,,。,。AC、CE、EF,,-%。,,%。,BCD。,,--(EDGFBCD)。,,,。AB、BG、GF。。FujikiandShi-ratsuka(),,。OkinaandShiratsuka()Nelson-Siegel,,。Ugai(),。Jouchi,ShigenoriandYuki(),,,。STUDIESOFINTERNATIONALFINANCE·、、,,,,。,。,VAR。(),,,。(FFR),。,、。(TED)LIBOR,。,,,。,,;,,,。,。,。,。,,、,,。,。(Moody’sCPPI),、、,,,。,、。(UR)、(CPI)(CCI),。,、,。TED,。VAR,。ADF,,TEDI(),I()。()VAR。VAR,。,。,,。pVAR,,。,。·STUDIESOFINTERNATIONALFINANCE。bTEDFFRcS&PTED:yt=Ayt-+…+Apyt-p+μtt=,,…,T,ytk,A,…,Apk×k,T。μtk,,,。,VAR-FVAR-R。,FFR、TED、S&PMCPPI;,FFR、UR、I,,VARVAR,VAR-F、VAR-FVAR-R、VAR-R。VAR,EVIEWS.。(),VAR,AkaikeFPE;,SchwarzHQC。,,,SchwarzHQC。、()VAR-F、VAR-F、VAR-RVAR-R,,。VAR。,。FFR-。(),,,。.a-d、a-d。aFFRSTUDIESOFINTERNATIONALFINANCE·aFFRbTEDFFRcS&PTED:,(b),,,,,。,,,。(b),,,,。,。,,。,,,。,。,。,(c),,,,,。,,,,。(c),,。,,/。,(d),,,,,,。,,。(d),,。,,。dMCPPIFFR·IFFRdMCPPIFFRTED,SPMCPPI。aFFR,,,。,。,。.a-d、a-d。、:,(b),,,,,。,(b),,,。,,。,(c),,,。,。(c),,,,,。VAR-RVAR-R,,,。STUDIESOFINTERNATIONALFINANCE·PITEDdURFFRaFFR,VAR-RVAR-R,,。,。,,,。,�！啊�,,。,“”。,,。,,。。,,,,。,,。(),,。,。。.VAR。,,,,。,“·”,。,。·STUDIESOFINTERNATIONALFINANCE,。,,%。。,。,,%。,.%。。,,,“”。,,。,,。.VARVAR-FVAR-FFFRTEDS&PMCPPIVAR-FVAR-FVAR-FVAR-FVAR-FVAR-F..................................................................VAR-RVAR-ICPIURVAR-RVAR-RVAR-RVAR-RVAR-RVAR-R..................................................................STUDIESOFINTERNATIONALFINANCE·。,,,。。,,。%.%,%.%。。,,。、,VAR,。:.,,。,,,。.,,,。,,。.,。,,,。,,,,,。,,,,。(),,,,,;,,。:,“”;,“”;,“”。:[],.、———[J].,():-[],.———[J].,():-[],.[J].,():-[].[D].,,

1

  本文關(guān)鍵詞：美聯(lián)儲(chǔ)利率承諾的宏觀經(jīng)濟(jì)效應(yīng)，由筆耕文化傳播整理發(fā)布。