| 我国外汇储备供给系统的稳定性分析 |
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| 引用本文： | 姚宏善,沈轶,赵新泉. 我国外汇储备供给系统的稳定性分析[J]. 华中科技大学学报(自然科学版), 2005, 33(6): 89-91 |
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| 作者姓名： | 姚宏善 沈轶 赵新泉 |
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| 作者单位： | 华中科技大学,控制科学与工程系,湖北,武汉,430074;中南财经政法大学,信息学院,湖北,武汉,430060 |
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| 基金项目： | 国家自然科学基金资助项目(60074008,60274007)，湖北省自然科学基金资助项目(2004ABA055). |
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| 摘 要： | 建立了由外商直接投资和出口构成的中国外汇储备供给系统的向量自回归(VAR)模型和与VAR系统对应的微分方程，并研究了微分方程的稳定性．利用1980-2002年的年度数据估计了微分方程的参数．估计结果表明外商直接投资和出口确实对外汇储备具有重要影响．从微分方程的稳定性看，随着我国经济规模的日益壮大，外汇储备的增长将逐渐趋于稳定。
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| 关 键 词： | 外汇储备 向量自回归 稳定性 |
| 文章编号： | 1671-4512(2005)06-0089-03 |
| 修稿时间： | 2004-09-24 |
Stability analysis of the supply system of foreign exchange reserve in China |
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| Yao Hongshan,Shen Yi,Zhao Xinquan. Stability analysis of the supply system of foreign exchange reserve in China[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 2005, 33(6): 89-91 |
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| Authors: | Yao Hongshan Shen Yi Zhao Xinquan |
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| Affiliation: | Yao Hongshan Shen Yi Zhao Xinquan Yao Hongshan Doctoral Candidate, Dept. of Cantrol Sci. and Eng.,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China. |
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| Abstract: | The recent rapid increase of the foreign exchange reserve (FER) in China has arisen the attentions of the outside. The VAR model for FER supply system formed by foreign direct investment and export was developed. The corresponding differential equation was also deduced. Using the annual data from 1980 to 2002 the parameters of the differential equation were estimated. The estimated results showed that foreign direct investment and export have affected significantly the FER in China. From the stability of FER supply system, it is concluded that FER growth will become stable with the economic growth. |
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| Keywords: | foreign exchange reserve vector autoregression stability |
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