期刊文献+

澳大利亚消费者价格指数对澳元与人民币汇率的影响

下载PDF
导出
摘要 文章研究分析汇率波动与物价指数的影响因素具有重要理论指导及实践意义。近年来中澳经济往来密切,两国家之间的交易往来与货币汇率变动和物价变动的关联变动性显著的增强。本文以澳元对人民币汇率波动对澳物价水平的影响作为研究对象,使用计量模型分析汇率对物价水平的影响。首先,介绍汇率决定理论与影响因素并确认解释变量;进行影响消费者价格指数因素的实证分析;总结所得到的实证分析结论,根据结论提出相应的政策与建议。
作者 余泽铎
机构地区 上海大学
出处 《大众标准化》 2019年第16期56-57,共2页 Popular Standardization
  • 相关文献

参考文献1

二级参考文献22

  • 1陈六傅,刘厚俊.人民币汇率的价格传递效应——基于VAR模型的实证分析[J].金融研究,2007(04A):1-13. 被引量:267
  • 2Amit Ghosh and Ramkishen S. Rajan." Exchange rate pass - through in Korea and Thailand : Trends and determinants", Japan and the World Economy, 2008.
  • 3Burstein, Neves, and Rebelo. "Distribution Costs And Real Exchange Rate Dynamics During Exchange - Rate - Based Stabilizations", Journal of Monetary Economics, september. 2005, 1189 - 1214.
  • 4Cunningham and Haldane. "The Monetary Transmission Mechanism in the United Kingdom:Pass -Through and Policy Rules" , Central Bank of Chile Working Paper No. 83. 2000.
  • 5Campa, J. and Goldberg. "Exchange ratepass -through into import prices; a macro or micro phenomenon.'?", NBER Working Paper No. 8934. 2002.
  • 6Dombusch,R. "Exchange Rate and Prices", American Economic Review,pp. 93 ~ 106. 1987, 77.
  • 7Froot and Klemperer. "Exchange rate pass-through when market share matters", NBER Working Paper No. 2542. 1989.
  • 8Fujii, Eiji. "Exchange Rate Pass -Through in the Deflationary Japan: How Effective Is the Yen Depreciation for Fighting Deflation?", CESifo Working Paper No. 1134, CESifo, 2004.
  • 9Frederic S. Mishkin. Exchange. "Rate Pass -Through and Monetary Policy". NBER Working paper. No. 13899. 2008.
  • 10Goldfajn and Werlang. "The Pass- Through From Depreciation to Inflation: A panel Study" , Banco Central do Brasil Working paper Series No. 5.2000.

共引文献84

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部