“大中华区”是一个最优货币区吗?——基于多变量SVAR模型的视角被引量：6

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摘要本文以最优货币区理论作为研究框架,用多变量的结构向量自回归(SVAR)模型对"大中华区"中所包含的两岸四地经济体进行详尽的计量检定。通过对各种冲击相关系数大小的分析,以及冲击绝对值平均与法国和德国作对比,发现"大中华区"已经具备组建最优货币区的宏观经济基础(尤其是1998年后)。同时,本文着重刻画了实际有效汇率对结构性冲击的响应方式,发现其响应方式呈现趋同的收敛方式。综上所述,"大中华区"内部组建货币联盟是一个可行的经济目标。

作者张劲波周翔翼张富详

机构地区西安交通大学中国人民银行陕西省分行

出处《经济问题探索》 CSSCI 北大核心 2015年第2期151-158,共8页 Inquiry Into Economic Issues

基金西安交通大学985三期基金号:DWJH0000

关键词最优货币区结构向量自回归大中华脉冲响应实际有效汇率

分类号 F822 [经济管理—财政学] F224 [经济管理—国民经济]

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参考文献14

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