货币危机中汇率超调、资产负债表效应和产出紧缩的关系分析被引量：1

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摘要运用计量经济学的方法对汇率超调、资产负债表效应和产出下降的关系进行分析的结果表明:负有高额外债的国家,在货币危机中的汇率超调现象是非常严重的,而严重的汇率超调通过资产负债表效应可能导致产出的大幅下降。本文的计量模型可以用来预测处于货币危机的国家的汇率超调和产出下降的幅度。

作者邓仕杰肖东生

机构地区南华大学经济管理学院

出处《金融教学与研究》 2007年第1期6-9,21,共5页 Finance Teaching and Research

关键词货币危机资产负债表效应产出紧缩

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