加权平均法对汇率混沌模型参数的改进

The Improvement of Chaos Model of Exchange Rate by Employing Weighted Average

本文在介绍保罗·德格劳威和汉斯·杜瓦赫特汇率混沌分析模型的基础上,提出了运用加权平均法对该模型参数进行改进的建议以达到使模型更加接近现实之目的。文章在最后指出了该框架的理论与政策指导意义及模型尚需进一步完善之处。

On the basis of the analysis model of the chaos exchange rate by Paul de Grauwe and Hans Dewachter, the authors of this paper put forward the suggestion of improving the parameters of the model to make it perfect by employing the approach of weighted average so that the model will be more practical. At the end of the paper the authors point out the significance its theories and policies and some aspects that need perfecting.