统计研究 ›› 2011, Vol. 28 ›› Issue (12): 49-54.

• 论文 • 上一篇    下一篇

中国货币需求函数与货币缺口统计研究

王新华   

  • 出版日期:2011-12-15 发布日期:2011-12-15

A Statistical Study on The China’s Monetary Demand Function and Monetary Gap

  • Online:2011-12-15 Published:2011-12-15

摘要: 本文深入研究了货币需求的影响因素,并结合1998年以来中国经济金融发展变化情况,利用1998-2010年的经济金融季度时序数据构建了中国货币需求函数的协整模型。根据中国货币需求函数模型和货币缺口的波动情况,本文还深入分析了1998年以来影响中国货币需求的主要因素及其内在原因,揭示了中国在不同阶段的货币供需状况。

关键词: 货币需求, 货币缺口, 协整模型

Abstract: This article studied the factors affecting the demand for money in-depth, combining with the changes in economic and financial development in China since 1998, using 1998-2010 quarterly economic and financial time series data to construct the China's money demand function of the cointegration model. According to the Chinese model of money demand function and currency fluctuations in the gap, the article also analyzed the dominating factors affecting the China's money demand and their underlying causes in-depth since 1998, revealed the characters of China's currency supply and demand in different stages.

Key words: Monetary Demand, Monetary Gap, Cointegration Model Monetary Demand, Monetary Gap, Cointegration Model Monetary Demand, Monetary Gap, Cointegration Model