| 人民币汇率制度渐进性转换路径的Logistic回归分析 |
| |
| 引用本文： | 翟淑萍,王岩.人民币汇率制度渐进性转换路径的Logistic回归分析[J].现代财经,2007,27(7):49-53. |
| |
| 作者姓名： | 翟淑萍 王岩 |
| |
| 作者单位： | [1]天津财经大学,统计系,天津300222 [2]天津财经大学,金融系,天津300222 |
| |
| 摘 要： | 目前浮动汇率制度转换的相关理论和实证分析相对匮乏.通过构建二元Logistic回归模型对样本国家的汇率制度转换进行实证研究,分析人民币汇率制度从固定盯住汇率制度退出的渐进性转换路径问题,可得出人民币汇率制度退出固定盯住汇率制度应先转向中间汇率制度的研究结论,从而为我国人民币汇率制度转换政策提供重要的理论和实证支持.
|
| 关 键 词： | 汇率制度 转换路径 Logistic回归模型 转换概率 |
| 文章编号： | 1005-1007（2007）07-0049-05 |
| 收稿时间： | 2007-01-10 |
| 修稿时间： | 2007年1月10日 |
An Logistic Empirical Analysis of Renminbi Exchange Rate Regine Transition Path |
| |
| Zhai Shuping,Wang Yan.An Logistic Empirical Analysis of Renminbi Exchange Rate Regine Transition Path[J].Modern Finance and Economics(Journal of Tianjin University of Finance and Economics),2007,27(7):49-53. |
| |
| Authors: | Zhai Shuping Wang Yan |
| |
| Abstract: | Although Renminbi exchange rate has transferred to floating regime since 2005, there is not enough basic theory and empirical analysis. In this paper, we study the gradual path of Renminbi exiting from the fixed exchange rate regime throughout a logistic regression model. We got the conclusion that Renminbi exchange rate regime transition should transfer to intermediate regime firstly, which supports the Chinese exchange rate policy currently. |
| |
| Keywords: | Exchange Rate Regime Transition Path Logistic Regression Model Transferable Probability |
| 本文献已被 维普 万方数据 等数据库收录！ |
