| 汇改前后人民币实际有效汇率对我国外汇储备的影响分析 |
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| 引用本文： | 肖晴,李锋.汇改前后人民币实际有效汇率对我国外汇储备的影响分析[J].云南民族大学学报(自然科学版),2011,20(2):122-125. |
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| 作者姓名： | 肖晴 李锋 |
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| 作者单位： | 云南师范大学,数学学院,云南,昆明,650092 |
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| 摘 要： | 分析了汇改前后我国人民币实际有效汇率与我国外汇储备规模之间的关系.通过协整分析得出结论,汇改前,人民币实际有效汇率与外汇储备规模之间存在长期的协整关系,只存在单向的格兰杰因果关系.而汇改后,二者既不存在协整关系,也不具有格兰杰因果关系.
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| 关 键 词： | 外汇储备 实际有效汇率 Johansen协整分析 |
The Analysis of the Effect on the Relationship Before and After the Exchange Rate Reform between the REER and FER |
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| XIAO Qing,LI Feng.The Analysis of the Effect on the Relationship Before and After the Exchange Rate Reform between the REER and FER[J].Journal of Yunnan Nationalities University:Natural Sciences Edition,2011,20(2):122-125. |
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| Authors: | XIAO Qing LI Feng |
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| Institution: | XIAO Qing,LI Feng(School of Mathematics,Yunnan Normal University,Kunming 650092,China) |
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| Abstract: | This paper analyzes the relationship between the exchange rate reform in China before and after the Real Effective Exchange Rate and the scale of China's foreign exchange reserves.By using cointegration analysis,we obtained that the real effective exchange rate of RMB and foreign exchange reserves existed long-term cointegration relationship,but there only existed one-way Granger causality relationship before the exchange rate reform.After the exchange rate reform,neither the cointegration nor the Granger c... |
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| Keywords: | foreign exchange reserve real effective exchange rate cointegration analysis |
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