汇率传递问题发展综述被引量：1

Survey of Exchange Rate Pass-through

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摘要大量实证研究表明多数发达国家都出现了不完全汇率传递的现象,而且近年来汇率传递程度还呈现出明显下降的趋势。汇率传递与汇率波动性、货币政策传导机制、国际收支等问题存在相当紧密的联系,尤其"新开放经济宏观经济学"的创立,进一步促进了对汇率传递问题的研究。本文从不完全汇率传递的成因、度量方法和宏观经济影响等几个主要方面对这个领域的发展进行了简单的总结分析。 Many empirical researches indicate that exchange rate pass-through is not complete in many developed countries and has declined markedly in recent years.Exchange rate pass-through has the close relationship with exchange rate volatility,monetary policy transmission mechanism and the balance of payments,and there has been an intensive research of this issue since the setup of ＂new open economy macroeconomics＂.This paper offers a survey of recent years＇ literatures from the causes,measurements and macroeconomic effects.

作者王胜向东进

机构地区武汉大学经济与管理学院中国地质大学数学与物理学院

出处《中国地质大学学报（社会科学版）》 CSSCI 北大核心 2011年第4期75-81,共7页 Journal of China University of Geosciences(Social Sciences Edition)

基金国家自然科学基金青年项目"不完全汇率传递问题研究"(70803037) 教育部人文社会科学规划基金项目"人民币汇率传递的实证度量与宏观影响"(08JA790097)

关键词汇率传递新开放经济宏观经济学货币政策 exchange rate pass-through new open economy macroeconomics monetary policy

分类号 F830.73 [经济管理—金融学]

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