中央银行经济模型的开发与应用  

Development and Application of Economic Model in the Central Banks

作　　者：刘斌[1] 

机构地区：[1]中国人民银行研究局,北京100800

出　　处：《金融研究》2003年第4期1-12,共12页Journal of Financial Research

基　　金：国家自然科学基金 ( 70 2 73 0 5 7)的支持。

摘　　要：本文介绍了国内外中央银行开发和使用的主要经济模型 ,比较了各经济模型的优缺点 ,并讨论了中央银行经济模型关注的主要方面。另外 ,从经济分析、预测及货币政策决策的角度介绍了中央银行在模型的开发、维护及应用等方面情况。In the paper, the author provides an overview of economic models developed and implemented by the central banks, and also compare advantages versus disadvantages of different economic models, In addition, the author discusses some attributes of economic models about which the central banks are more concerned. Finally, the paper gives detailed introductions on the development, maintenance and application of central bank's models in economic analysis, forecasts and monetary policy-decision as well.

关 键 词：中央银行 经济模型 货币政策 VAR模型 DSGE模型 LSE形式模型 

分 类 号：F830[经济管理—金融学]