货币错配:一种新的测度模型被引量：10

Currency Mismatch:A New Measuring Model

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摘要国际上测度货币错配的指标体系经历过几次演变,但均存在重大缺陷。本文提出一种新的测度模型:综合货币错配绝对量指标(ACMAQ),基本解决了这些缺陷,提高了准确性与合理性。运用ACMAQ测算表明,中国目前面临着巨大的净外币资产型的货币错配,已经带来了巨大损失。从国际比较来看,无论是绝对量还是相对量,均在国际上名列前茅。从部门的交叉数据看,主要集中在公共部门与银行部门。 After literature review, there are various drawbacks of the indicators of currency mismatch. The author constructs a series of indicator ACMAQ, and pushes forward the measurement more reasonable and precise. We measure the currency mismatch of China from 199642005 with ACMAQ. The results indicate that China＇s currency mismatch is in a very serious situation, and ranks the first in the world. The inter-sectoral currency mismatch remains is mainly in public sector （79%） and banking sector.

作者朱超

机构地区首都经济贸易大学金融学院

出处《数量经济技术经济研究》 CSSCI 北大核心 2008年第1期85-96,共12页 Journal of Quantitative & Technological Economics

关键词货币错配测度模型综合货币错配绝对量指标 Currency Mismatch Measuring Model ACMAQ

分类号 F820 [经济管理—财政学]

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参考文献12

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