基于神经网络的人民币实际有效汇率分析与预测

通过计算人民币实际有效汇率指数,并利用自适应神经网络技术对其未来走势进行预测,结果表明:1994年以来,人民币实际有效汇率指数一直呈稳步上升状态,在近期内仍将维持小幅上升的态势。因此,国际社会要求人民币大幅升值的实际基础是不存在的,“人民币升值论”实质是国际经济持续低迷引起的国外政府与媒体的升值预期。因此,政府应当积极采取有效措施,缓解人民币升值压力,将其对国民经济的危害降低到最小程度。

An Analysis and Forecast of the RMB Real Effective Exchange Rate Based on Neural Network

This paper Calculates the RMB real effective exchange rate index from first quarter of 1994 to the second quarter of 2004 and forecasts its tendency utilizing the self-adaptation neural network technology. The result shows that since 1994, the RMB real effective exchange rate index has been on the steady increase and will keep rising to a little extent in the near future. So, the actual foundation on which the international community requires RMB to appreciate by a wide margin does not exist, and the essence of"RMB should appreciate"view is the appreciation expectancy of foreign government and media caused by the depression of international economy. So, the government should take the effective measure actively to evacuate the RMB appreciation pressure and reduce its danger to minimum extent.