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人民币汇率波动与国内物价水平变化的实证分析 被引量:5

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摘要 汇率是开放经济中一个重要变量,人民币汇率是否是形成通货膨胀的原因之一更为众多研究者所关注。文章运用协整(cointegration)和Var模型等计量方法分析人民币汇率变动对国内物价水平的影响及动态机制。研究结果表明,人民币名义有效汇率对物价波动在长期有十分显著的影响,而在短期,这种影响不是很显著。
出处 《统计与决策》 CSSCI 北大核心 2008年第22期106-108,共3页 Statistics & Decision
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