Analysis on the Possibility of the Interest Rate Adjustment Based on Bayesian Network

摘要

There are lots of the factors decising and changing the interest rate, and the mechanism of action is very complex. At the same time, the interest rates is still largely controlled in China.Analyzing the relationship between the changes of the various variables and the changes of the interest rate, this paper constructs the model of Bayesian network and uses it to analyze empirically the possibility of the interest rate adjustment in China. The outcome is that recently the possibility to increase the interest rates is relatively small. In the case of hard getting all the relevant information, Bayesian network analysis is a simple and effective means for the economic agents forecasting the possibility of the interest rate adjustment.