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基于VAR模型的人民币汇率与通货膨胀传导效应实证分析 被引量:4

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摘要 本文运用向量自回归模型,对美元/人民币汇率与国内通货膨胀之间的传导效应进行了实证分析,认为通货膨胀对人民币汇率不存在传导效应;汇率对通货膨胀存在传导效应,且传导效应为反向;汇率对通货膨胀的传导系统稳定性较差。
出处 《商业时代》 北大核心 2009年第12期74-74,64,共2页 Commercial
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