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利率预期冲击对宏观经济波动的影响——基于新凯恩斯DSGE模型的分析 被引量：4

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摘要 宏观经济政策制定中越来越重视预期的管理。本文构建包含利率预期冲击的新凯恩斯DSGE模型,采用贝叶斯方法对DSGE模型进行了估计,并以此为分析框架,借助脉冲响应识别利率预期冲击对中国宏观经济波动的影响,从数量上说明利率的预期冲击和非预期冲击对宏观经济波动产生了同向影响,二者对经济波动的影响总体大于生产率冲击的影响,且利率的预期冲击相比非预期冲击对经济波动的影响偏小。研究结果同时也意味着,中央银行货币政策的透明化将有利于公众形成合理化预期,从而提高货币政策实现调控的有效性。
作者 李君妍 连飞
机构地区 天津财经大学统计系 民生金融租赁股份有限公司 中国人民银行长春中心支行
出处 《学习与实践》 CSSCI 北大核心 2015年第6期17-25,共9页 Study and Practice
关键词 利率 预期冲击 经济波动 新凯恩斯 DSGE模型
分类号 F224 [经济管理—国民经济]
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参考文献21

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二级参考文献129

共引文献290

同被引文献64

  • 1刘斌.稳健的最优简单货币政策规则在我国的应用[J].金融研究,2006(4):12-23. 被引量：25
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