| 基于DSGE模型的利率传导机制研究 |
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| 引用本文：李松华.基于DSGE模型的利率传导机制研究[J].湖南大学学报社会科学版,2013,(3):42-48 |
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| 中文摘要:动态随机一般均衡模型对中国的经济数据拟合较好，可用来分析中国的经济问题；利率作为中国货币政策的中介目标是适宜的，泰勒规则可以用来指导中国的货币政策实践；利率冲击通过影响资本投资价值进而投资而对产出产生影响，消费的传导作用相对较小。 |
| 中文关键词:泰勒规则 利率传导 动态随机一般均衡模型 极大似然估计 |
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| Study on the Transmission of Interest Rate with a DSGE Model |
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| Abstract:The dynamic stochastic general equilibrium model successfully fits China's economic data and can be used to analyze China's economic problems; the Interest Rate is suitable for being the intermediate target, and Taylor rules can be used to guide the implementation of China's monetary policy; the interest rate shock influences output through capital investment value then investment, however, consumption play minor role than that of investment in the shock's transmission. |
| keywords:Taylor rules the transmission of interest rate DSGE maximum likelihood estimation |
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