“泰勒规则”在中国经济运行中的经验证据
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财经研究 2010 年 第 36 卷第 11 期, 页码：128 - 135
摘要
参考文献
摘要
文章利用排序选择模型对"泰勒规则"进行检验,结果发现我国中央银行主要根据产出运行情况调整利率,并没有发现中央银行根据通货膨胀调整利率的相关证据。这可能与以下两个因素有关:第一,现阶段我国通货膨胀仍属于结构性通货膨胀,并不是由于货币供应量过多导致的;第二,目前我国的利率水平相对较高,国外热钱对国内冲击较大,利率提升空间受限。
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[2]郑京平.2008年我国通货膨胀与经济增长的平衡点[J].数量经济与技术经济,2008,(6):18-21.
[3]中国社会科学院经济学部经济形势跟踪分析课题组.抑制价格过快上涨,保持平稳较快发展[N].人民日报,2008-07-02.
[4]Benhabib Jess,Stephanie Schmitt-Grohe,Martín Uribe.Monetary policy and multipleequilibria[J].American Economic Review,2001,91(1):167-186.
[5]Bryant R C,Hooper P,Mann C L.Evaluating policy regimes:New research in empiricalmacroeconomics[M].Washington,DC:Brookings institution,1993.
[6]Clarida R,Gali J,Gertler M.Monetary policy rules and macroeconomic stability:Evi-dence and some theory[J].The Quarterly Journal of Economics,2000,115(1):147-180.
[7]Clarida R,Gali J,Gertler M.Monetary policy rules in practice:Some international evi-dence[R].NBER Working Paper,No.6254,1997.
[8]Gascoigne J,Turner P.Asymmetries in bank of England monetary policy[J].AppliedEconomics letters,2004,11(10):615-618.
[9]Green W H.Econometric analysis(Fifth Edition)[M].Newyork:Macmillan PublishingCompany,1999.
[10]Taylor J B.An historical analysis of monetary policy rules[R].NBER Working Paper,No.W6768,1998.
[11]Taylor J B.Discretion versus policy rules in practice[J].Carnegie-Rochester Confer-ence Series on Public Policy,1993,39:195-214.
[12]Weder M.Taylor rules and macroeconomic instability or how the central bank canpre-empt sunspot expectations[J].Journal of Money,Credit and Banking,2006,38(3):655-677.
引用本文
张小宇, 刘金全. “泰勒规则”在中国经济运行中的经验证据[J]. 财经研究, 2010, 36(11): 128–135.
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