| 汇率变化与决定的数量分析 |
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| 引用本文： | 丁睿.汇率变化与决定的数量分析[J].北方工业大学学报,2006,18(1):74-80. |
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| 作者姓名： | 丁睿 |
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| 作者单位： | 北方工业大学经济管理学院,100041,北京 |
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| 摘 要： | 本文以实行浮动汇率制的加拿大、日本两国为例,尝试采用自回归建模方法分析汇率与其各影响因素间的数量关系,为均衡汇率的确定,更好地预测汇率的波动幅度与方向提供参考.
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| 关 键 词： | 汇率 决定 共线性 序列相关 自回归 |
| 收稿时间： | 2005-05-16 |
| 修稿时间： | 2005-05-16 |
Numerical Analysis of Variation and Determination of Foreign Exchange Rate |
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| Ding Rui.Numerical Analysis of Variation and Determination of Foreign Exchange Rate[J].Journal of North China University of Technology,2006,18(1):74-80. |
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| Authors: | Ding Rui |
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| Affiliation: | College of Econ. and Manag. , North China Univ. of Tech. , 100041, Beijing, China |
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| Abstract: | Taking the case of Canada and Japan as an example,which adopt the floating foreign exchange rate system,the paper attempts by using the autoregression model method to analyze the numerical relationship between the foreign exchange rate and its influencing factors,and at the same time finds out a way to determine the equilibrium foreign exchange rate and more efficiently predicts the amplitude and orientation of exchange rate variation. |
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| Keywords: | exchange rate determination collinearity autoregression |
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