【摘要】 本文应用动态线性模型研究我国的狭义货币需求,利用贝叶斯吉布斯抽样方法估计模型的参数和方差,获得了潜在货币需求趋势和货币缺口,对我国的货币供给进行分析并获得一些有益结论,对于央行更好地实施货币管理,保持经济平稳发展有积极意义。更多还原

【Abstract】 In this paper,we apply the dynamic linear model to research narrow money demand in China.Bayesian Gibbs sampling method is used to estimate unknown model parameters and variances. After obtained and analysised potential monetary demand trend and gap,we got some useful conclusion, which is valuable for better implementation of central bank monetary management and maintaining stable economic development.更多还原