国际存款利率弹性的统计特征分析  

Statistical Characteristics of International Interest Elasticity of Deposit

作　　者：申树斌[1] 

机构地区：[1]东北财经大学数学学院,辽宁大连116025

出　　处：《沈阳理工大学学报》2016年第6期102-107,共6页Journal of Shenyang Ligong University

摘　　要：分析了102个国家1960—2008年有效样本区间内存款利率弹性的统计特征及其内涵。多数国家的存款利率弹性具有尖峰和非对称的分布特征。在所有国家组成的样本中存款利率弹性绝对值与平均经济增长率正相关,存款利率弹性偏度绝对值或峰度值与平均经济增长率负相关。存款利率弹性作为一个结构性指标体现了世界经济一体化背景下经济增长和货币政策的紧密联系。信贷市场的非均衡程度越高,经济增长率越高。货币政策追求经济增长的持续性程度越高,经济增长率越低。Analyzes statistical characteristics of interest elasticity of deposit in 102 countries and their implications in each valid sample period from 1960 to 2008. Interest elasticity of deposit in most countries has the distribution with steep kurtosis and asymmetry characteristics.In the sample consisting of all countries the absolute value of interest elasticity of deposit is in direct proportion to the average economic growth rate and the absolute value of the skewness of interest elasticity of deposit or kurtosis is in inverse proportion to the average economic growth rate. International interest elasticity of deposit as an indicator of structure nature embodies the intimate relation between economic growth and monetary policy under the background of integration of world economy. The higher the degree of non-equilibrium credit market is,the higher the economic growth rate is. The higher the degree of monetary policy pursuing economic growth is,the lower the economic growth rate is.

关 键 词：存款利率弹性 偏度 峰度 经济增长 货币政策 

分 类 号：TP274.5[自动化与计算机技术—检测技术与自动化装置]