中国大陆与主要贸易伙伴之间的汇率联动分析
发布时间：2018-10-10 07:25
【摘要】：利用2005年7月21至2010年10月29日期间,每一英镑分别兑换人民币、欧元、美元、日元、新加坡元和港元等六种货币的汇率数据,研究了中国大陆与五个主要贸易伙伴之间的汇率联动关系。利用单位根检验、Granger因果关系检验以及协整检验结果,确定六种汇率之间存在着长期共同趋势,并利用脉冲响应函数和方差分解的方法对所建立的向量误差修正模型进行了分析。
[Abstract]:From 21 July 2005 to 29 October 2010, the exchange rate data for each pound in six currencies, namely renminbi, euro, US dollar, Japanese yen, Singapore dollar and Hong Kong dollar, The exchange rate linkage between mainland China and five main trading partners is studied. By using the Granger causality test and cointegration test of unit root test, it is determined that there is a long-term common trend among the six exchange rates, and the vector error correction model is analyzed by the method of impulse response function and variance decomposition.
【作者单位】： 中国人民大学;宁波工程学院;
【分类号】：F224;F752.7;F832.6
[Abstract]:From 21 July 2005 to 29 October 2010, the exchange rate data for each pound in six currencies, namely renminbi, euro, US dollar, Japanese yen, Singapore dollar and Hong Kong dollar, The exchange rate linkage between mainland China and five main trading partners is studied. By using the Granger causality test and cointegration test of unit root test, it is determined that there is a long-term common trend among the six exchange rates, and the vector error correction model is analyzed by the method of impulse response function and variance decomposition.
【作者单位】： 中国人民大学;宁波工程学院;
【分类号】：F224;F752.7;F832.6
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相关期刊论文 前5条
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4 郭s，
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