浮动汇率预测模型的评估与实证分析

An Appraising and Actud Analgsis on the Forecast Models of Floating Rate

本文从市场预测的方式和基本因素分析的预测方式两个方面，系统论述了浮动汇率预测的模型．强调基本经济因素的变化是引起汇率变动的根本原因，预测的重点着重考虑了宏观经济变量以及政策效果，进而归纳出即期汇率的可能动向．在分析技术上运用了计量经济模型技巧．对几个重要的预测模型从比较性与相对性两方面探讨其预测效果。

This article discussed systematicly floating rate forecast model from the way of maket forecast and basic factor analysic forcast. It emphasized that the change of basic economic factors was a radical reason that caused foreign exchange rate change. It was macroscopic economical variable and the effect of policy that forcasting emphasis mainly was thought over. Finally the stop rate changed trend was drawn. Metrological economic model technique is used in analysis technology. The some important forecast model's results were approached from comparation and relativity. And some new ideas are given.