| | | | | 宏观调控对地方区域性金融机构流动性的影响分析 | | | 彭育贤;邹庆华 | | | 本文以湖南地方区域性金融机构为调查研究对象,在对其流动性状况进行调查的基础上,运用计量VAR自回归脉冲响应函数研究分析宏观调控政策对地方区域性金融机构流动性的影响,并提出进一步加强和改善宏观调控的政策建议。
【作者单位】：中国人民银行长沙中心支行 湖南长沙410005
【关键词】：宏观调控;流动性;VAR
【分类号】：F832.2
【DOI】：CNKI:SUN:YHQY.0.2008-03-016
【正文快照】：
一、问题的提出近年来,随着我国固定资产投资和信贷的快速增长,银行业流动性过剩的说法逐渐浮出水面,并且呈愈演愈烈之势,央行也接连出台宏观调控政策以此缓解银行业流动性过剩的压力。2007年,央行10次上调法定存款准备金率、6次上调存贷款基准利率,调控的频度之密、力度之大可 | | |  推荐 CAJ下载  PDF下载 | | | CAJViewer7.0阅读器支持所有CNKI文件格式，AdobeReader仅支持PDF格式 |
| | | | | | 1 | Allan H.Mehzer; “Money,Credit and(other)Transmission Process:A Monetarist Perspective” [M];The Journal of Economic Perspectives; 1995年 | | 2 | Kydland,F.E.,and E.C Prescott; “Business Cycles:Real Facts and a Monetary Myth”, [M];Federal Reserve Bank of Minne- apolis Quarterly Review; (199)年 | | 3 | ENGLE, ROBERT F, GRANGER C W J; Co- integration and Error Correction [M];Econometrica; 1987年 | | 4 | Abdourahmane Sarr, and Tonny Lybek; “Measuring Liquidityin Financial Markets” [M];IMF Working Paper WP/02/ 32; 2002年 | | 5 | Committee onthe Global Financial Systemof the Central Banks of the Group of Ten Countries; “Market Liquidity:Research Findings andSelected Policy Implications” [M];; 1999年 | | 6 | Klaas Baks ,and Charles Kramer; “Global Liquidity and Asset Prices:Mearurement,Implications,and Spillovers” [M];IMF Working PaperWP/99/168; 1999年 | | 7 | Louis Kuijs; “Investment and Savingin China” [M];Research Working Paper No.1,World Bank Beijing Office; 2005年 | | 8 | Magnus Saxegaard; “Excess Liquidity and Effectiveness of Monetary Policy:Evidence fromSub-saharan Africa” [M];IMF Working PaperWP/06/15; 2006年 | | 9 | Rasmus Ruffer, and Livio Stracca; “What Is Global Excess Liquidity,and Does It Matter” [M];ECB Working Paper Series,No 696; 2006年 | | 10 | Thorsten Polleit ,and Dieter Gerdesmeier; “Measures of Excess Liquidity” [M];ECB Working Paper Series; 2005年 |
|
|
|
