本文關鍵詞： 利率市場化 利率傳導機制 貨幣政策 TVP-VAR模型　出處：《金融理論與實踐》2017年02期 　論文類型：期刊論文

【摘要】：借助帶有隨機波動率的TVP-VAR模型,實證研究了利率市場化進程中利率渠道傳導效應的動態(tài)變化。實證研究顯示,隨著我國利率市場化改革的推進,貨幣政策市場利率渠道的傳導效應在不斷增強,管制利率渠道的傳導效應在不斷減弱,市場利率傳導效應的不斷增強主要是我國經(jīng)濟金融環(huán)境不斷深化的結果�；谝陨蠈嵶C結果,給出了我國進一步完善利率渠道傳導機制的相關政策建議。
[Abstract]:With the help of the TVP-VAR model with random volatility, this paper empirically studies the dynamic change of interest rate channel conduction effect in the process of interest rate marketization. The empirical study shows that with the development of interest rate marketization reform in China, The transmission effect of the interest rate channel in the monetary policy market is increasing, while that of the control interest rate channel is weakening. The increasing of the market interest rate conduction effect is mainly the result of the deepening economic and financial environment in China. Based on the above empirical results, the relevant policy suggestions on how to further improve the transmission mechanism of interest rate channels in China are given.
【作者單位】： 安徽大學;宿州學院;
【分類號】：F832.31

【相似文獻】

相關重要報紙文章 前2條

1 程實;3月,迎接“中利率時代”到來的月份[N];上海證券報;2006年

2 深圳特區(qū)報記者 李焱;小額貸款為深圳帶來“中利率”[N];深圳特區(qū)報;2012年

，

本文編號：1527113