摘要
本文以弗里德曼的货币需求理论为基础,运用系统辩识方法对我国的货币需求模型作了初步研究,建立了我国货币需求的CLARKE模型,据此对我国货币需求的特征作了分析总结.
Based on the Friedman's theory of money demand, the model of money demand at home is discussed using the methods of systems identification. The Clarke model of money demand at home is built. According to the model, the characteristics of money demand at home are analyzed and summarized.
出处
《湖南大学学报（自然科学版）》
EI
CAS
CSCD
1992年第6期101-107,共7页
Journal of Hunan University:Natural Sciences
关键词
系统辨识
时间序列分析
货币
需求
system identification
time series analysis
parameter estimations/money demand
