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Author:

丛颖睿 (丛颖睿.) | 宗刚 (宗刚.) (Scholars:宗刚)

Indexed by:

CQVIP

Abstract:

对人民币汇率的因素进行时问序列进行单位根检验和协整检验的结果表明,外汇储备、中美利差和通货膨胀率之差对人民币汇率的冲击影响显著,国内货币供应量和国外直接投资则对汇率的影响较弱.利用VAR模型进行脉冲响应分析和方差分解分析,进一步阐明各因素变化对[率波动的影响程度.

Keyword:

VAR模型 方差分解 脉冲响应 人民币汇率

Author Community:

  • [ 1 ] [丛颖睿]北京工业大学
  • [ 2 ] [宗刚]北京工业大学

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Source :

中国证券期货

ISSN: 1008-0651

Year: 2012

Issue: 4

Page: 220-222

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: 7

Chinese Cited Count:

30 Days PV: 11

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