吉林省人民币各券别纸币使用量与宏观经济指标相关性研究——基于VAR和VEC模型的实证分析  

Research on the Correlation between the Use of Renminbi Banknotes inJilin Province and Macroeconomic Indicators Operation--An Empirical Analysis Based on VAR and VEC Models

作　　者：王高平[1] 马晓民[1] 庞晶[1] 王莹[1] 赵曼曼 WANG Gaoping;MA Xiaomin;PANG Jing;WANG Ying;ZHAO Manman

机构地区：[1]中国人民银行长春中心支行,吉林长春130051

出　　处：《吉林金融研究》2020年第8期22-26,50,共6页Journal of Jilin Financial Research

摘　　要：本文研究各券别纸币使用量与宏观经济指标之间的相关关系。运用协整的VEC模型和VAR模型,对吉林省各券别纸币使用量与宏观经济指标相关关系进行回归分析和脉冲响应分析,认为经济发展水平提高、人口数量增长、人均可支配收入的增加,会使100元、50元使用量上升;消费者物价指数提高,中等面额的现金使用量上升,小面额现金使用减少。因此,应密切关注宏观经济动态,优化券别配比结构,提高现金管理水平。This article studies the correlation between the usage of banknotes and macroeconomic indicators.This paper uses the co-integrated VEC model and VAR model to perform regression analysis and impulse response analysis on the correlation between the amount of banknotes and macroeconomic indicators in Jilin Province.This article believes that the increase in the level of economic development,population growth,and per capita disposable income will increase the use of 100 yuan and 50 yuan.The improvement in the consumer price index will increase the use of medium-denomination cash and reduce the use of small-denomination cash.Therefore,we should pay close attention to the dynamics of the macro economy,optimize the ratio structure of Classification,and improve the level of cash management.

关 键 词：人民币券别 使用量 宏观经济运行 

分 类 号：F83O[经济管理—金融学]