| 中国外汇储备增长对CPI指数影响的滞后期研究 |
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| 引用本文： | 张冬梅,强永昌.中国外汇储备增长对CPI指数影响的滞后期研究[J].中国对外贸易(英文版),2011(22). |
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| 作者姓名： | 张冬梅 强永昌 |
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| 作者单位： | 复旦大学经济学院; |
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| 摘 要： | 本文对我国1995年第一季度至2011年第三季度的外汇储备数据与中国消费者物价指数(consumerpriceindex,以下简称CPI)的相关性进行研究,通过实证检验分析外汇储备和CPI的影响期,结果表明外汇储备的增长与CPI存在长期关系。短期来看,上一期的CPI指数和上一期的外汇储备数额对当期的CPI有影响。通过Granger检验发现外汇储备的增长对CPI影响的滞后期为2年。
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| 关 键 词： | 外汇储备 CPI指数 滞后期 |
China's foreign exchange reserves growth on CPI index influence the lag phase of |
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| Dongmei Zhang Yongchang Qiang.China's foreign exchange reserves growth on CPI index influence the lag phase of[J].China's Foreign Trade,2011(22). |
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| Authors: | Dongmei Zhang Yongchang Qiang |
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| Institution: | Dongmei Zhang Yongchang Qiang |
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| Abstract: | thisarticle on China'sfirst quarter 1995 to third quarter 2011 foreign exchange reserves data with the Chinese consumer price index(consumer price index,CPIofthe following abbreviation) the relevance of research,through the empirical analysis of the impact of foreign exchange reserves and CPI period,the results show that the growth of foreign exchange reserve with CPI in the presence of a long-term relationship.The short term,a period ofCPIindex and a period of foreign exchange reserves to current CPI has e... |
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| Keywords: | foreign exchange reserves CPI exponentiallag period |
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