| 一种人民币实际均衡汇率升值幅度预测方法 |
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| 引用本文： | 吴骏,杨俊,陆海丹. 一种人民币实际均衡汇率升值幅度预测方法[J]. 合肥工业大学学报(自然科学版), 2012, 35(4): 541-546 |
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| 作者姓名： | 吴骏 杨俊 陆海丹 |
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| 作者单位： | 1. 合肥工业大学 管理学院,安徽 合肥 230009;合肥工业大学 知识经济与企业管理创新研究中心,安徽 合肥 230009
2. 合肥工业大学 管理学院,安徽 合肥,230009 |
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| 基金项目： | 教育部人文社会科学研究资助项目 |
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| 摘 要： | 文章从贸易账户平衡角度构建了一个理论模型,采用《世界表6.3》所提供的2001—2007年世界各国(地区)汇率和购买力数据,运用面板数据模型分析人民币兑美元的实际均衡汇率长期走势和人民币兑美元的实际汇率升值幅度。分析结果表明,升值将是人民币实际汇率的长期趋势,未来10a内人民币实际均衡汇率平均每年将升值2.04%。
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| 关 键 词： | 人民币汇率 面板数据 世界表 预测方法 动态购买力平价理论 |
A forecasting method of appreciation amplitude of real equilibrium exchange rate of RMB |
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| WU Jun , YANG Jun , LU Hai-dan. A forecasting method of appreciation amplitude of real equilibrium exchange rate of RMB[J]. Journal of Hefei University of Technology(Natural Science), 2012, 35(4): 541-546 |
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| Authors: | WU Jun YANG Jun LU Hai-dan |
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| Affiliation: | 1(1.School of Management,Hefei University of Technology,Hefei 230009,China;2.Research Center of Knowledge Economy and Enterprise Management Innovation,Hefei University of Technology,Hefei 230009,China) |
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| Abstract: | A theoretical model is built from the perspective of trade account balance,adopting the world’s exchange rates and purchasing power data during 2001-2007 from the Penn World Table 6.3.By using the panel data model,the long-term trend and the appreciation amplitude of real exchange rate of RMB against the U.S.dollar are analyzed.It is shown that the appreciation will be a long-term trend of RMB’s real exchange rate and the real equilibrium exchange rate of RMB will appreciate 2.04% per year on average in the next ten years. |
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| Keywords: | RMB exchange rate panel data Penn World Table forecasting method dynamic purchasing power parity theory |
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