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人民币均衡汇率的协整分析 被引量:1

An Analysis of the Integration of Equilibrium of RMB Exchange Rate
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摘要 文章应用协整理论,选取影响汇率的四个宏观经济指标对实际多边有效汇率进行协整和误差修正建模,得到这些指标在长期与短期内对实际多边有效汇率的影响程度。通过H-P滤波技术对经济指标进行平滑得到均衡汇率,从而看出我国改革开放以来汇率的失调状况。因此,面对目前复杂的国际、国内环境,认为实行目前有管理的浮动汇率制仍是最佳的选择。
作者 吴晨光 高辉
出处 《统计与信息论坛》 2004年第3期87-91,共5页 Journal of Statistics and Information
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参考文献3

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同被引文献19

  • 1黄海洲,Priyanka Malhotra.汇率制度与经济增长:来自亚洲发展中国家和欧洲发达国家的经验研究[J].经济学(季刊),2005,4(4):971-990. 被引量:17
  • 2韩高峰.人民币汇率-篮子挂钩的假设性探讨[R].上海期货交易所网站:http://www.shfe.com.cn/,研究与发展参考,2004,1~22.
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  • 7Goldstein, Morris. China's exchange rate regime testimony before the subcommittee on domestic and International monetary policy, trade,and technology, conunittee on financial services [M] .US House of Representatives, Washington, 2003, October 1,www. iie. com.
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