| 我国外汇储备规模与汇率关系的实证研究 |
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| 引用本文： | 龙莹. 我国外汇储备规模与汇率关系的实证研究[J]. 技术经济, 2007, 26(5): 88-90106 |
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| 作者姓名： | 龙莹 |
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| 作者单位： | 安徽财经大学,安徽,蚌埠,233030 |
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| 摘 要： | 在目前人民币持续升值的背景下,本文研究外汇储备和汇率间的关系,利用协整理论进行实证分析得出二者之间存在长期均衡关系,实证结果显示:二者之间是负相关关系,即人民币汇率的下降将引起外汇储备的增加。
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| 关 键 词： | 外汇储备 汇率 格兰杰检验 协整分析 |
| 文章编号： | 1002-980X（2007）05-0088-03 |
| 修稿时间： | 2007-02-12 |
An Empirical Research on the Relationship between the Scale of Foreign Exchange Reserve and the Exchange Rate |
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| LONG Ying. An Empirical Research on the Relationship between the Scale of Foreign Exchange Reserve and the Exchange Rate[J]. Technology Economics, 2007, 26(5): 88-90106 |
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| Authors: | LONG Ying |
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| Affiliation: | Anhui University of Finance and Ecnomics,Bengbu Anhui 233030,China |
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| Abstract: | In the background of RMB's sustained appreciation at present,we make use of theory of Cointegration analysis to study the relationship between Foreign exchange reserve and exchange rate.The study concludes that there is negative correlation such that the decrease of the exchange rate of RMB's decrease will lead to an increase of reserve of Foreign exchange. |
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| Keywords: | reserve of foreign exchange exchange rate granger test cointegration analysis |
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