期刊文献+

人民币和港币汇率联系及其检验方法评析 被引量:4

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摘要 一、一般购买力平价假说的实证检验 购买力平价学说是汇率理论中生命力最强的学说,也是最具说服力的理论。尽管经过国际金融理论长期的发展,汇率理论有繁多的流派和理论争论,但是人们仍然公认购买力平价是解释长期汇率水平变化的最好理论工具。
出处 《金融纵横》 2003年第4期6-9,共4页 Financial Perspectives Journal
基金 国家社会科学基金项目(项目编号:01BJY096)资助
  • 相关文献

参考文献5

  • 1Montiel, Peter J.,"Capital Mobility in Developing Countries:Some Measurement Issues and Empirical Estimates", The World Bank Economic Review, September 1994.
  • 2Macdonald, Ronald& Taylor, Mark P. Exchange Rates and Open Economy Macroeconomics, Basic Black well lnc, 1989.
  • 3JiangBoke."Monetary Regulation and Coordination with the Related Policies under an Open Economy"[J].中国社会科学(英文版),1997,(1).
  • 4IMF,International Financial Statistics, Various Issues.
  • 5"Do Hong Kong SAR and China Constitute An Optimal Currency Area?An Empirical Test Of the Generalized Purchasing Power Parity Hypothesis", Hong Liang, June 1999, IMF Working Paper WP/99/79.

同被引文献27

  • 1刘金全,刘志刚.我国经济增长“软扩张”过程中的“反弹效应”度量及其检验[J].中国管理科学,2005,13(2):1-7. 被引量:4
  • 2谢赤,王岳.人民币对港币实际有效汇率与外汇储备及交易量的协整分析[J].现代管理科学,2005(9):23-24. 被引量:6
  • 3Francesco Paolo Mongelli, April 2002, "New Views on Optimum Currency Areas", European Central Bank Working Paper No. 138.
  • 4Mundell, Robert A. (1961), "The Theory of Optimum Currency Areas," American Eeonomic Review 51:509-17.
  • 5Zhaoyong Zhang, Kiyotaka Sato and Michael McAleer, "Asian Monetary Integration: a Structural VAR Approach" ,2002.
  • 6Shu-ki Tsang.Optimum Currency Area for China's Mainland and Hong Kong? Empirical Tests.HKIMR Working Paper,2002(16).
  • 7Hans Genberg,Li-gang Liu &Xiangrong Jin.Hong Kong's Economic Integration and Business Cycle Synchronisation With Mailand China and The US.HKIMR Research Memorandum,2006(9).
  • 8Krolzig,H.-M.& Toro,J.Classical And Modern Business Cycle Measurement:The European Case.Economics Series Working Papers 9960,University of Oxford,Department of Economics,2001.
  • 9Carmen M.Reinhart,Kenneth S.Rogoff.The Modern History of Exchange Rate Arrangements:A Reinterpretation.NBER Working Paper No.8963.
  • 10Abeysinghe,T.and K.Forbes.Trade linkages and output-multiplier effects:A structural VAR approach with a focus on Asia.NBER Working Pape,2001:8600.

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