摘要
自2005年7月汇改之后,我国的汇率一度攀升,而与此同时,国内物价也大幅度上涨,出现所谓的人民币"外升内贬"的现象。本文将从定量角度,运用向量自回归模型(VAR)和向量误差修正模型(VEC)来找出人民币汇率波动与我国物价水平之间的内在联系,对实证结果进行分析并提出相关建议。
China＇s exchange rate had climbed since July in 2005 after the currency reform, meanwhile, the domestic prices also rose significantly, that is, so-called currency ＂within the outer rise banished＂. This article uses vector Autoregressive model （VAR） and vector error correction model （VEC） to carry out the conductive effect that RMB exchange rate fluctuation has on the domestic prices from a quantitative point of view, and it put forward suggestions for the entire empirical analysis of the results.
出处
《南京财经大学学报》
2013年第2期40-43,65,共5页
Journal of Nanjing University of Finance and Economics
