基于多元回归模型的人民币汇率影响因素分析

以对于人民币汇率影响的国际收支、中美利差、政策和心理因素为基础,借助spss软件方法,从定性和定量综合集成的途径,构建人民币影响因素实证分析模型,找出最佳的回归形式进行检验,得出进出口差额增长率与人民币汇率之间存在负相关关系;中美相对价格指数增长率对人民币汇率有明显的作用的结果,可以此为汇率政策的制定依据。

Analysis on the Impact Factors of RMB Exchange Based on Multiple Regression Model

Based on international revenue and expenditure of influencing RMB exchange,inflation rate,gap of Sino-American interest,political and psychological factors via spss,this paper aims to construct an empirical analytical model of RMB impact factors from quali-tative and quantitative approaches,find out the optimum regression to test,and conclude that there is negative correlative relation be-tween the increase rate of imports and exports balance and RMB exchange,and there is an obvious influence between the increase rate of Sino-American relative price index and RMB exchange,from which we can draft proper exchange policy.