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人民币汇率对中国对外直接投资的影响研究

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摘要 本文为了探究汇率与对外直接投资之间的关系,选取了汇率水平、汇率波动和对外直接投资三个变量进行实证分析。首先,汇率波动无法直接获取,因而通过对汇率水平建立GARCH模型得到。接着,通过这三个变量进行协整检验分析发现三者存在稳定的长期协整关系。最后通过建立向量误差修正模型,得到三个变量之间的影响路径。
作者 张婷
出处 《广西质量监督导报》 2020年第7期233-233,219,共2页
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