摘要
文章从贸易账户平衡角度构建了一个理论模型,采用《世界表6.3》所提供的2001—2007年世界各国(地区)汇率和购买力数据,运用面板数据模型分析人民币兑美元的实际均衡汇率长期走势和人民币兑美元的实际汇率升值幅度。分析结果表明,升值将是人民币实际汇率的长期趋势,未来10a内人民币实际均衡汇率平均每年将升值2.04%。
A theoretical model is built from the perspective of trade account balance, adopting the world's exchange rates and purchasing power data during 2001-2007 from the Penn World Table6.3. By using the panel data model, the long-term trend and the appreciation amplitude of real ex- change rate of RMB against the U.S. dollar are analyzed. It is shown that the appreciation will be a long-term trend of RMB's real exchange rate and the real equilibrium exchange rate of RMB will ap- preciate 2.04% per year on average in the next ten years.
出处
《合肥工业大学学报(自然科学版)》
CAS
CSCD
北大核心
2012年第4期541-546,共6页
Journal of Hefei University of Technology:Natural Science
基金
教育部人文社会科学研究资助项目(07JA790025)
关键词
人民币汇率
面板数据
世界表
预测方法
动态购买力平价理论
RMB exchange rate
panel data
Penn World Table
forecasting method
dynamic purcha-sing power parity theory