| 摘要: |
| 利用2000年1月到2010年3月的银行信贷与居民消费指数(CPI)的时间序列数据,运用协整理论、误差修正模型、脉冲响应函数研究银行信贷对国内物价水平的影响。分析表明银行信贷在长期内对物价水平有明显的正向效应,信贷规模的快速增长会成为未来通货膨胀的隐患。 更多还原 |
| 关键词: VAR模型 银行信贷规模 误差修正模型 脉冲响应函数 |
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| The Empirical Study of Relationship between Credit Scale and Price Index |
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ZHANG Xue-ye1,WU Jun-liang1,ZHOU Guang2
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| Abstract: |
| This paper analyzes the effect of bank loan scale on domestic price level through Cointegration Theory,Error Correction Model and Impulse Response Function from the credit scale data and consumer price index data from January of 2000 to March of 2010.We have concluded that credit scale price has positive effect on price level in the long term and that the rapid growth of credit scale may be the root of future inflation. 更多还原 |
| Key words: VAR Model bank credit scale Error Correction Model Impulse Response Function |
