摘要
以国家统计局发布的1981—2009年统计数据为基础,利用格兰杰因果检验法对中国高额外汇与通货膨胀之间的关系进行了实证研究。结果表明,中国外汇储备变动与通过膨胀之间不存在直接的因果关系。
By employing Granger causality test,this paper carries out an empirical research on the relation between increased foreign exchange reserves and inflation based on the statistics released by the National Bureau of Statistics from 1981 to 2009.The finding shows that changes in China's foreign exchange reserves has no direct causal relation with inflation.
出处
《江苏海洋大学学报(人文社会科学版)》
2011年第19期6-9,共4页
Journal of Jiangsu Ocean University(Humanities & Social Sciences Edition)
关键词
外汇储备
通货膨胀
格兰杰因果检验法
foreign exchange reserves
inflation
Granger causality test