| 我国外汇储备增长与物价指数变动的实证研究 |
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| 引用本文： | 魏超,刘喜华.我国外汇储备增长与物价指数变动的实证研究[J].青岛大学学报(自然科学版),2013(4):74-78. |
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| 作者姓名： | 魏超 刘喜华 |
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| 作者单位： | 青岛大学经济学院,青岛266071 |
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| 摘 要： | 利用VAR模型,协整分析和向量误差修正模型对我国外汇储备增量与物价指数变动的内在联系进行了实证检验.结论表明,外汇储备增长与物价指数变动之间存在长期稳定的关系;短期看,外汇储备增长与物价指数变动之间不存在显著的因果关系,表明外汇储备增量对物价指数变动的影响较小.
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| 关 键 词： | 外汇储备增长 物价指数变动 协整分析 向量误差修正模型 |
Empirical Analysis on Relationship Between China＇s Foreign Exchange Reserves Increasement and Price Index Change |
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| WEI Chao,LIU Xi-hua.Empirical Analysis on Relationship Between China＇s Foreign Exchange Reserves Increasement and Price Index Change[J].Journal of Qingdao University(Natural Science Edition),2013(4):74-78. |
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| Authors: | WEI Chao LIU Xi-hua |
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| Institution: | (College of Economics, Qingdao University, Qingdao 266071, China) |
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| Abstract: | Based on VAR model,cointegration analysis and vector error correction model, the relationship between Chinas foreign exchange reserves increasement and price index change was investigated. Results show that the relationship between foreign exchange reserves incresement and price index change is stable in the long term. And there is no causal relationship between foreign exchange reserve and price index change in the short term, which indicated that the increase of foreign exchange reserve has less effect on the price index changes. |
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| Keywords: | Foreign exchange reserve Price indexcointegration analysis Vector error correction model |
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