文档介绍:湘潭大学
硕士学位论文
我国货币政策区域效应研究
姓名:宋旺
申请学位级别:硕士
专业:计量经济学及其应用
指导教师:王键;龚志民
20050508
摘要
一般而言,一个国家内部经济不会完全同质。由于自然环境和历史
背景的不同,必然会存在区域性或行业性的差别。在各个地区经济发展
差距较大的国家中实行单一货币政策,容易产生货币政策区域效应,甚
至对部分地区造成较大的负面影响,从而有损宏观经济目标的实现。目
前一些国家试图引入市场化的差别性货币政策来引导资源的有效配置,
促进区域内及区域间的要素流动,最终达到各个地区经济发展的相对同
质性和平衡性。
早在蒙代尔提出最优货币区理论之时,他就指出了最优货币区的范
围可以大于国界,也可以在一国国界之内。本文把常用于国际经济领域
的最优货币区理论运用于我国这样一个大国内部。并分别采用面板数据
模型和 VA R 模型,从静态和动态两个角度检验我国货币政策是否存在区
域效应。检验结果均表明我国存在显著的货币政策区域效应,这就对在
我国引入区域性货币政策提出了客观要求。本文最后对在我国引入区域
性货币政策的必要性和可能性进行了讨论, 并根据我国经济发展现状提
出了几条政策建议,以期顺畅我国货币政策传导机制,实现我国资源的
有效配置,缩小东、中、西部区域经济差距,促进衡发
展。
关键词:最优货币区货币政策区域效应向量自回归脉冲响应函数
1
Abstract
Generally speaking, domestic economy in a country can harderly be
completely homogeneous and often exhibit disparities in region or trade
because of differences in natural environment and historical background. The
implementation of a singel ary policy in a country with a large regional
disparity can easily cause regional effects and even have negative influence on
some regions, thus damaging the fulfillment of macroeconomic objects.
Presently, some countries try to introduce market-oriented discriminative
ary policy to guide effectively resource allocation and accelerate factor
mobility within and across the regions , eventually fulfilling relative
homogeneity and balancing of regional economic development.
Early when the theory of optimum currency areas was put forward,
Mudell had pointed out that the sphere of optimum currency areas may lie
across national boundaries or within a national boundary. This thesis apply the
theory of optimum currency areas which is mostly applied to international
economy to China, a very large country per se, and adopt panel data model
and VAR model respectively to testify statically and dynamically if there
exists regional effects of ary policy in China. The testimony suggests
that there exists manifest regional effects of ary policy in China