| 我国汇率与存款利率的关系研究：2000.1-2007.8 |
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| 引用本文： | 龙婕. 我国汇率与存款利率的关系研究：2000.1-2007.8[J]. 时代经贸, 2008, 6(1): 101-103 |
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| 作者姓名： | 龙婕 |
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| 作者单位： | 西北大学经济管理学院,陕西西安710127 |
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| 摘 要： | 本文通过对2000年1月到2007年8月期间的人民币汇率与利率的关系进行了格兰杰因果检验,并采用单位根检验,建立VAR模型,通过脉冲响应函数和方差分解分析了二者的关系。结果表明,汇率变动影响着居民储蓄存款利率的变化较为显著,而居民储蓄存款利率影响汇率变动的力度较弱。我国存在着阻碍汇率利率联动的制度、经济等因素。
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| 关 键 词： | 汇率变动 存款利率 Granger因果检验 VAR模型 方差分解 |
The study on the relation of the change of RMB exchange rate and deposit interest rate. |
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| LONG Jie.. The study on the relation of the change of RMB exchange rate and deposit interest rate.[J]. Economic & Trade Update, 2008, 6(1): 101-103 |
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| Authors: | LONG Jie. |
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| Abstract: | This article uses the monthly data from 2000.1 to 2007.8 to analyze the relation of the change of RMB exchange rate and resident deposit interest rate, by using Granger causality tests, ADF test, VAR model, impulse response function and variance decomposition. And it shows that the effect of the change of RMB exchange rate on deposit interest rate is signifcant but the one of interest rate on exchange rate is not very significant. Some factors, such as system, economy ,restrict the relation of exchange rate and interest rate. |
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| Keywords: | the change of RMB exchange rate deposit interest rate Granger causality tests VAR model variance decomposition |
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