| 新加坡汇率管理的SETAR模型研究及启示 |
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| 引用本文： | 刘潭秋,王巧玲.新加坡汇率管理的SETAR模型研究及启示[J].系统工程,2006,24(7):67-72. |
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| 作者姓名： | 刘潭秋 王巧玲 |
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| 作者单位： | 1. 湖南大学,工商管理学院,湖南,长沙,410082
2. 长沙环境保护职业技术学院,湖南,长沙,410004 |
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| 摘 要： | 目前新加坡采用的是具有汇率目标区管理的汇率制度。本文通过采用自我激励阈值自回归（SETAR）模型对新元名义有效汇率的运动行为特征进行实证分析，从而更好地了解新加坡金融管理局是如何实施这种汇率管理的，并在此基础上，探讨新加坡汇率管理对于目前人民币汇率管理改革的启示和借鉴意义。
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| 关 键 词： | SETAR模型 新加坡汇率管理 人民币汇率管理改革 隐性目标区 |
| 文章编号： | 1001-4098（2006）07-0067-06 |
| 收稿时间： | 2006-04-18 |
| 修稿时间： | 2006-04-182006-05-22 |
A Study on Singapore's Exchange Rate Administration Based on SETAR Models and Inspirations |
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| LIU Tan-qiu,WANG Qiao-ling.A Study on Singapore''''s Exchange Rate Administration Based on SETAR Models and Inspirations[J].Systems Engineering,2006,24(7):67-72. |
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| Authors: | LIU Tan-qiu WANG Qiao-ling |
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| Affiliation: | 1.College of Business Administration, Hunan University, Changsha 410082,China;2. Changsha Environment Protection College, Changsha 410004,China |
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| Abstract: | At present,Singapore employs an exchange rate regime in which the trade-weighted exchange rate,namely(nominal) effective exchange rate,is allowed to fluctuate within a policy band.In this paper,the SETAR models are used to study key behavior features of the nominal effective exchange rate in order to understand the Monetary Authority of(Singapore) how to perform administration of Singapore's exchange rates.In addition,inspirations received from Singapore are explored for the reform of RMB's exchange-rate administration. |
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| Keywords: | SETAR Model Singapor' Exchange-rate Administration RMB's Exchange-rate Administration Implicit Target Band |
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