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人民币实际汇率失调程度的META方法分析

A Meta Analysis of Misalignment Scale of RMB Real Exchange Rate
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摘要 本文采用Meta方法,对当前有关人民币实际汇率失调程度的研究成果的差异性进行系统分析。首先通过对现有的研究文献进行筛选,确定效应量,进行异质性检验;其次进行Meta回归,以检验研究文献的结论产生差异的原因。分析结果显示,应用不同的变量对人民币均衡汇率水平的估计,会对实际汇率失调程度产生大小不等的和方向各异的影响。进而通过一定的统计技术论证了影响人民币均衡汇率水平的各变量的作用。 This paper analyses systematically of degree of misalignments of RMB real exchange rate using Meta method including the choice of effect size, heterogeneous test and Meta regression. The result shows that different variables influence the misalignments in different level and direction. Furthermore, this paper argues that different variables' effect on the level of RMB equilibrium exchange rate.
出处 《数理统计与管理》 CSSCI 北大核心 2013年第1期7-17,共11页 Journal of Applied Statistics and Management
基金 国家自然科学基金项目(71173060 71031003)资助
关键词 Meta回归 效应量 人民币均衡汇率 失调程度 Meta regression, effect size, RMB equilibrium exchange rate, misalignment scale of misalignment
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参考文献17

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二级参考文献13

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