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1、 SVAR 1999-2011GDPCPISVARCholesky11%12%M2 SVAR1978-E- 2008“”2009“”2010“”FriedmanSehwartz12Narrative Approach3VARThorntonChristianoMartinStronginqavusoglu4-7BernankeAlan8BernankeMihov2BoivinGiannoni9RameyAhmadEndut10-12DablaNorrisFloerkemeier1314-1718-20SVARMacroEconometric ModelsME
2、MStructural Vector Auto RegressionsSVARSmall Stylised ModelsSSMSVARSSMMEMSVAR SVARSVARZtRtnZtRtSVAR 1B1nntn1DEttDB1 2CB-1oiB-1ii1PutB-1tEututB-1DB-12utVMA 3 utB-1tLI1L2L2I1LpLp-1tMA 4 LLB-1B-11B-1L2B-1L2 1. 197819953199741997199811“”19991201122. Zt2003“”21GDPFERCPIZ.RtMishkinKuttnerMosserIreland22-2
3、4M22526M2111IR17IBO7DM2LOAN1997SVAR3ZtRtM2LOAN1IR7IB07D4SVAR3. 1IRCPIFERCPIGDP20001X12SVARADF1I1I1SVARSVAR SVARutCholeskyBGrangerSVAREviews6.0GrangerGDPCPISVARCholeskyGDPCPIRFERSVAR SVARt101Monte CarloGDP GDP111M2LOAN0.290.2772IRIB07D50.160.189CPICPI221M2LOANCPI60.470.441002IR3CPI70.47IR4CPI90.18GDP
4、CPIGDPCPI1M2LOANIRIB07DGDP9%7%2%4%CPI13%12%10%2%IB07DIR 19992011GDP17SVARGrangerCholesky11%27StiglitzGreenwald2812%71Meltzer29M2 GDP2009 SVARSimsSVAR BBernankeMihov1998BlanchardQuah1989ShapiroWatson1988 6MonteCanova 1 FriedmanM.SchwartzA.A Monetary History of the United StatesM.Princeton University
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