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人民币均衡汇率再研究——基于改进的BEER模型

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摘要 本文在传统的BEER模型基础上构建一个简约单方程模型,以全要素生产率代替了单纯以GDP作为衡量的经济发展程度的指标,对样本区间为1980年至2009年影响人民币均衡实质汇率的经济基本面因素以及汇率失调程度进行了实证研究,得出了当前人民币汇率失调的百分比,同时通过H-P滤波法分析表明在样本区间内实际汇率围绕均衡汇率波动使得失调表现为一种常态。
作者 陈帅 刘超
出处 《中国商论》 2012年第11Z期165-166,共2页 China Journal of Commerce
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