摘要
考虑外汇储备与经济增长之间关系可能发生变化,本文对我国经济增长与外汇储备之间的关系做了协整分析并检验了其稳定性。在此基础上,基于指数模型对外汇储备的增长情况做了预测。研究发现我国外汇储备与经济增长之间已经形成协整关系,并且原有关系在1987年发生改变;使用1987-2006的数据拟合了指数模型,并对2007年外汇储做了验证性预测,对2008年外汇储备情况做了预测;对研究结果做了分析后,认为削减外汇储备应当审慎。
Considering the contingency relationship change between foreign exchange reserves and economic growth, this paper studies the co- integration relationship between foreign exchange reserves and economic growth and its stability. Based on the studies and index model, this paper forecasts the increasing situation of foreign exchange reserves, finds the cointegration relationship between foreign exchange reserves and economic growth exists and the change in 1987 and fits an index model by using the data of 1987 - 2006 and predicts the foreign exchange reserves of 2007 and 2008. Finally, the paper gets the conclusion and believes to alleviate foreign exchange reserves discreetly.
出处
《西安财经学院学报》
2009年第1期15-19,共5页
Journal of Xi’an University of Finance & Economics
基金
江苏省教育厅高校哲学社会科学基金项目(08SJB7900020)
关键词
外汇储备
经济增长
协整
指数模型
foreign exchange reserves
economic growth
co-integration
index model
