摘要
本文从五个方面对国内外货币政策与汇率关联的实证研究方面的文献进行了回顾。借鉴国外的研究方法,利用较高频、更长、更新的时间序列数据,并考虑变量之间存在的联立关系,对我国情况做进一步的研究。
The paper reviews theoretical and empirical literatures on the relationship between money policy and exchange rate,focusing on five aspects.As far as China is concerned,the study of this field is very different from the US,so we can only use the study methods.We suggest employing daily data with longer and later time periods for further study,considering the simultaneous relationship between variables and allowing the existence of autocorrelation and heteroscedasticity in time series.
出处
《特区经济》
北大核心
2010年第11期87-88,共2页
Special Zone Economy
