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中国信贷政策对通货膨胀的影响——基于协整分析和VAR模型的实证分析

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摘要 本文通过建立VAR模型,运用脉冲响应函数和方差分解的方法通过对我国信贷政策的研究,得到信贷供给增长、国内生产总值与CPI三者之间存在着长期协整关系,但由于其短期内这一关系并不十分明显,故而没有引起人们更多关注。控制通胀是我国目前乃至于今后一段时间较为迫切的任务,因此,政府在制定货币政策时应该注意其时效性,保持货币政策长期稳定性和连续性,防止CPI变化趋势的"惯性"和反向逆转。
作者 马昂 李尚红
机构地区 安徽财经大学
出处 《中国市场》 2011年第48期48-51,55,共5页 China Market
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