首页 | 本学科首页   官方微博 | 高级检索  
     检索      

基于BEER模型的人民币利率与汇率关系分析
引用本文:杜朝运,;邓嫦琼.基于BEER模型的人民币利率与汇率关系分析[J].对外经济贸易大学学报,2008(4):35-40.
作者姓名:杜朝运  ;邓嫦琼
作者单位:[1]厦门大学金融系,福建厦门361005
摘    要:在金融开放条件下,一国货币市场与国际货币市场将融为一体。研究利率与汇率之间的变动关系.对于合理引导宏观经济运行、有效实施货币政策等具有重要意义。基于我国市场化改革的现实.本文从长期均衡的角度分析我国利率与汇率的作用机制,通过建立BEER模型实证考察利率对人民币均衡汇率决定的影响作用,探讨利率与汇率机制有效性在我国的现实表现,进而寻求有效的措施以推动我国利率市场与汇率市场的良好互动发展。

关 键 词:利率  人民币均衡汇率  行为均衡理论模型

An Analysis on the Relationship between RMB Interest Rate and Exchange Rate Based on BEER Model
Institution:DU Chao-yun, DENG Chang-qiong
Abstract:The internal money market and the international money market will mix together when the finance market is open. Researching on the relationship between interest rate and RMB exchange rate is so meaningful. Based on the reality of market-based reform in our country, the paper employs the BEER model to analyze the interest fate's influence to the RMB equilibrium exchange rate, and inspects the realistic performance of the interest rate and exchange rate mechanism. Then it seeks some effective measures to promote the interactive development of the interest rate and exchange rate markets.
Keywords:Interest rate  RMB equilibrium exchange rate  BEER model
本文献已被 维普 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号