本文選題：貨幣流動(dòng)性 + TVP-VAR模型��； 參考：《經(jīng)濟(jì)問題》2016年02期

【摘要】：考察貨幣的流動(dòng)性與農(nóng)產(chǎn)品價(jià)格的關(guān)系是經(jīng)濟(jì)領(lǐng)域的重要課題,這涉及如何制定合適的貨幣政策來誘導(dǎo)農(nóng)產(chǎn)品價(jià)格的合理區(qū)間,使農(nóng)業(yè)生產(chǎn)健康穩(wěn)定地可持續(xù)發(fā)展。選擇2000年1月到2014年12月的月度數(shù)據(jù),建立TVP-VAR模型,在不同經(jīng)濟(jì)環(huán)境下,觀察貨幣流動(dòng)性對中國農(nóng)產(chǎn)品價(jià)格是否具有時(shí)序性特征的影響,以便增強(qiáng)貨幣政策的作用力度。主要研究結(jié)論是:農(nóng)產(chǎn)品價(jià)格對貨幣流動(dòng)性存在滯后性反應(yīng);農(nóng)產(chǎn)品價(jià)格對不同來源的貨幣流動(dòng)性在中長期中出現(xiàn)反方向效應(yīng);農(nóng)產(chǎn)品價(jià)格對貨幣流動(dòng)性的響應(yīng)在不同經(jīng)濟(jì)狀況下的作用程度不同。
[Abstract]:It is an important subject in the economic field to investigate the relationship between the liquidity of money and the price of agricultural products, which involves how to make appropriate monetary policy to induce the reasonable range of agricultural product prices and to make the agricultural production develop healthily and steadily. Based on the monthly data from January 2000 to December 2014, TVP-VAR model is established to observe the influence of monetary liquidity on the price of Chinese agricultural products in different economic environments, so as to enhance the effect of monetary policy. The main conclusions are as follows: the price of agricultural products has a lag response to monetary liquidity, and the price of agricultural products has a reverse effect on monetary liquidity from different sources in the medium and long term. The response of agricultural product price to monetary liquidity is different in different economic conditions.
【作者單位】： 山西財(cái)經(jīng)大學(xué)經(jīng)濟(jì)學(xué)院;暨南大學(xué)經(jīng)濟(jì)學(xué)院;
【分類號(hào)】：F323.7;F822

【參考文獻(xiàn)】

相關(guān)期刊論文 前2條

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本文編號(hào)：2024191