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货币供给数量、结构与经济增长—来自ADL门限协整检验与时变格兰杰因果关系检验的证据
Authors
Yifei Cai
Publication date
17 September 2016
Publisher
Abstract
本文在粘性价格理论的基础上建立了具有前瞻性的货币数量理论模型,应用ADL门限协整检验与时变因果关系检验实证分析了货币供给数量M1与M2、货币供给结构M1、M2增速差对经济增长的影响,对我国的“货币中性”进行再检验。结果证实了货币供给数量与结构是经济增长的时变格兰杰原因,但持续的时间较短;在绝大多数的时间段内,表现出“货币中性”。此外,自2015年10月以来,M1、M2增速差持续扩大,但实证结果表明尽管货币增速差与经济增长呈现负相关关系,但时变因果关系表明M1、M2增速差并不是驱动GDP的格兰杰原因
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Munich RePEc Personal Archive
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oai:mpra.ub.uni-muenchen.de:73...
Last time updated on 10/05/2023
Munich Personal RePEc Archive
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oai::73750
Last time updated on 09/07/2019