| 关于购买力平价与汇率关系的实证研究 |
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| 引用本文： | 温建东,黄昊. 关于购买力平价与汇率关系的实证研究[J]. 中国货币市场, 2008, 0(9): 16-22 |
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| 作者姓名： | 温建东 黄昊 |
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| 作者单位： | [1]剑桥大学管理协会 [2]中央汇金公司 |
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| 摘 要： | 文章综述了购买力平价理论及实证检验结果，对25个国家和地区1975年以来的名义汇率与购买力平价的偏离程度进行了比较分析，并认为从静态来看，发展中国家名义汇率对购买力平价的偏离度远远大于发达国家，从动态来看，发展中国家在追赶过程中其名义汇率变动向购买力平价趋同。
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| 关 键 词： | 购买力平价理论 名义汇率 偏离度实证检验 |
Empirical study of relationship between PPP and exchange rate |
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| Wen Ji,ong,Cambridge Alumni in Management Huang Hao,Central Huijin Investment Ltd. Empirical study of relationship between PPP and exchange rate[J]. China Money, 2008, 0(9): 16-22 |
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| Authors: | Wen Ji ong Cambridge Alumni in Management Huang Hao Central Huijin Investment Ltd |
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| Abstract: | With a summary on the theory of purchasing power parity, this paper makes a comparative analysis on the degree of deviation between the nominal exchange rate and PPP across 25 countries and areas since 1975. From a static perspective, developing countries had a bigger deviation between the two as compared with developed countries; dynamically speaking, a convergence is seen between the nominal exchange rate and PPP of developing countries when they chase after developed countries. |
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| Keywords: | PPP theory nominal exchange rate empirical test of deviation degree |
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