期刊文献+
共找到11篇文章
< 1 >
每页显示 20 50 100
人民币均衡汇率估计:粘性价格目标区模型方法 被引量:6
1
作者 窦祥胜 杨炘 《统计研究》 CSSCI 北大核心 2004年第4期55-59,共5页
The managed floating exchange rate system is one of special manifestations of target zone system,and actually it is a quasi-target zone system. Hence RMB equilibrium exchange rate may be estimated by use of the method... The managed floating exchange rate system is one of special manifestations of target zone system,and actually it is a quasi-target zone system. Hence RMB equilibrium exchange rate may be estimated by use of the method of exchange rate target zone model. At present,the sticky-price model is one of best models,and it is a extension of flex-price model. The model is based on assumptions of price inertia and output decided by demand. Under those assumptions and the condition of the commodity and the currency market equilibrium,a stochastic differential equation may be established,and in the light of the equation,we may get a exchange rate function. Our research indicates a good outcome may be made,applying the sticky-price model to estimate RMB equilibrium exchange rate. 展开更多
关键词 人民币均衡汇率 粘性价格目标区模型 中国 浮动汇率制 实证分析
下载PDF
最优汇率制度选择理论与政策判研——基于目标区经典模型的修正 被引量:2
2
作者 岳华 《华东师范大学学报(哲学社会科学版)》 CSSCI 北大核心 2006年第4期80-85,共6页
从传统金本位制至欧洲货币联盟汇率机制(ERM2),目标区制已成为当代有影响力的汇率制度。Krugman经典模型构建严密,充分体现了目标区制度稳定性与灵活性的完美结合,但由于其假设前提与现实脱离,因而后继者试图从多种角度拓展和修正之。... 从传统金本位制至欧洲货币联盟汇率机制(ERM2),目标区制已成为当代有影响力的汇率制度。Krugman经典模型构建严密,充分体现了目标区制度稳定性与灵活性的完美结合,但由于其假设前提与现实脱离,因而后继者试图从多种角度拓展和修正之。研究说明,引入目标区不完全可信和边界内干预两个假设前提后,能构筑新的目标区综合模型,并将固定汇率制、自由浮动汇率制和有管理的浮动汇率制作为特殊形式纳入目标区统一框架,通过预期价值函数比较,最终证明目标区制是最优选择。该结论为人民币汇率制度后续改革提供了理论支撑和有益启迪。 展开更多
关键词 汇率制度 目标区 Krugman目标区模型 人民币
下载PDF
汇率目标区模型及实证分析 被引量:5
3
作者 衣维明 《世界经济》 CSSCI 北大核心 1998年第1期51-55,59,共6页
80年代以来,欧洲货币体系以及美国货币当局都实行过汇率目标区管理。这种管理政策对汇率决定方式产生了显著的影响。1988-1991年,克鲁格曼等人提出汇率目标区模型以研究目标区内汇率的运动特征。本文首先考察1987-1990年欧洲货币体系... 80年代以来,欧洲货币体系以及美国货币当局都实行过汇率目标区管理。这种管理政策对汇率决定方式产生了显著的影响。1988-1991年,克鲁格曼等人提出汇率目标区模型以研究目标区内汇率的运动特征。本文首先考察1987-1990年欧洲货币体系汇率目标区及1990-1991年美元兑马克汇率目标区的情况,然后介绍克鲁格曼的目标区模型以及福路特和奥博斯特费尔德对该模型的扩展,最后用最大似然法对欧洲货币体系中货币之间的汇率进行实证分析,以验证目标区内汇率同基本经济变量之间的非线性关系。 展开更多
关键词 汇率目标区模型 实证分析 欧洲 货币体系
原文传递
人民币汇率目标区制度:理论基础与模式选择 被引量:2
4
作者 谢赤 郭娟娟 丁晖 《长沙理工大学学报(社会科学版)》 2007年第4期17-21,共5页
布雷顿森林体系解体后,大多数主要汇率都倾向于更加灵活的浮动汇率制度,结合了固定汇率制和自由浮动汇率制各自优点的目标区制度应运而生。在金融深化背景下,人民币汇率制度必将朝着富有弹性的方向发展,汇率目标区是人民币汇率制度改革... 布雷顿森林体系解体后,大多数主要汇率都倾向于更加灵活的浮动汇率制度,结合了固定汇率制和自由浮动汇率制各自优点的目标区制度应运而生。在金融深化背景下,人民币汇率制度必将朝着富有弹性的方向发展,汇率目标区是人民币汇率制度改革的可行选择方向。文章按照汇率目标区理论发展的顺序,详细分析了各种研究汇率目标区的理论及其模式。并结合中国的实际情况,提出人民币实行汇率目标区制度的模式选择。 展开更多
关键词 汇率目标区 粘性价格 粘性价格目标区模型 人民币汇率
下载PDF
应用汇率目标区方法评价人民币汇率
5
作者 杨炘 杨松涛 《中国货币市场》 2005年第6期31-33,共3页
该文建立了人民币汇率汇率目标区模型,运用汇率目标区方法对1995~2004年的人民币兑美元汇率进行了研究。研究结果表明1995~2004年人民币汇率的失调度,即模型估计人民币均衡汇率与汇率观测值的偏离度在4%以内。这一结果说明,目前人民... 该文建立了人民币汇率汇率目标区模型,运用汇率目标区方法对1995~2004年的人民币兑美元汇率进行了研究。研究结果表明1995~2004年人民币汇率的失调度,即模型估计人民币均衡汇率与汇率观测值的偏离度在4%以内。这一结果说明,目前人民币汇率处于合理的水平。人民币汇率在均衡合理水平上保持稳定,既有利于中国经济,也有利于亚洲和世界经济。 展开更多
关键词 人民币汇率 中国 经济发展 目标区模型 管理水平
下载PDF
汇率目标区视域下人民币汇率失调程度研究
6
作者 严佳佳 连凌进 +2 位作者 苏泓楠 钟长辉 孟祥伊 《浙江金融》 2021年第9期34-45,共12页
人民币汇率失调问题是进一步扩大金融对外开放背景下中美贸易摩擦升级、货币政策分歧争议的焦点。本文以2008年全球金融危机为界建立两阶段人民币对美元汇率目标区模型,研究人民币对美元汇率失调程度。结果表明:人民币对美元汇率在汇率... 人民币汇率失调问题是进一步扩大金融对外开放背景下中美贸易摩擦升级、货币政策分歧争议的焦点。本文以2008年全球金融危机为界建立两阶段人民币对美元汇率目标区模型,研究人民币对美元汇率失调程度。结果表明:人民币对美元汇率在汇率目标区模型2%的区间宽度下不存在明显失调情况;央行根据外部冲击情况动态调整人民币对美元汇率目标区,以保证人民币对美元汇率保持合理水平。据此,本文结合2020年新冠肺炎疫情的冲击提出了相关政策建议。 展开更多
关键词 人民币汇率 汇率失调 汇率目标区模型
下载PDF
FAST WAY FOR MOVING OBJECT TRACKING BASED ON BALLOON SNAKE WITH REGION INFORMATION
7
作者 方挺 杨忠 沈春林 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2008年第1期37-42,共6页
A novel Snake model with region information is proposed to detect and track moving objects. Generally, the region-information-based approach is sensitive to illumination changes and small movement in the background, w... A novel Snake model with region information is proposed to detect and track moving objects. Generally, the region-information-based approach is sensitive to illumination changes and small movement in the background, while the edge-information-based approach often obtains incorrect results for ambiguous images. The two types of information are introduced in computing the image force. Edge-information-based features make the algorithm fast and robust, and region information makes the active confour energy function obtains correct results for ambiguous images. Furthermore, an automatic contour initialization method using double difference images is given to meet the requirement of video sequence tracking. Meanwhile, a simple forecast section is added to estimate the position of the contour in the algorithm so that it can improve the convergence speed of the active contour. Experimental results show that the computation time of the algorithm is less than 0.1 s/frame. And it can be applied to a real-time system. 展开更多
关键词 video signal processing target tracking Snake model region information
下载PDF
Target Region Location Based on Texture Analysis and Active Contour Model
8
作者 杨兆选 白卓夫 +1 位作者 吴佳鹏 陈杨 《Transactions of Tianjin University》 EI CAS 2009年第3期157-161,共5页
Traditional texture region location methods with Gabor features are often limited in the selection of Gabor filters and fail to deal with the target which contains both texture and non-texture parts.Thus,to solve this... Traditional texture region location methods with Gabor features are often limited in the selection of Gabor filters and fail to deal with the target which contains both texture and non-texture parts.Thus,to solve this problem,a two-step new model was proposed.In the first step,the original features extracted by Gabor filters are applied to training a self-organizing map(SOM) neural network and a novel merging scheme is presented to achieve the clustering.A back propagation(BP) network is used as a classifier to locate the target region approximately.In the second step,Chan-Vese active contour model is applied to detecting the boundary of the target region accurately and morphological processing is used to create a connected domain whose convex hull can cover the target region.In the experiments,the proposed method is demonstrated accurate and robust in localizing target on texture database and practical barcode location system as well. 展开更多
关键词 texture segmentation Gabor analysis merging procedure Chan-Vese active contour model
下载PDF
关于人民币中心汇率决定的理论依据分析
9
作者 郭彩霞 《前沿》 2006年第4期58-60,共3页
本文沿历史发展的线索,详细分析了各种汇率决定理论对人民币汇率决定的适用性,指出利用扩展的粘性价格目标区模型来测算和预测人民币均衡汇率的合理意义。
关键词 汇率决定理论 中心汇率 粘性价格目标区模型 适用性
原文传递
A modified variable rate particle filter for maneuvering target tracking 被引量:1
10
作者 Yun-fei GUO Kong-shuai FAN +2 位作者 Dong-liang PENG Ji-an LUO Han SHENTU 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2015年第11期985-994,共10页
To address the problem of maneuvering target tracking, where the target trajectory has prolonged smooth regions and abrupt maneuvering regions, a modified variable rate particle filter (MVRPF) is proposed. First, a ... To address the problem of maneuvering target tracking, where the target trajectory has prolonged smooth regions and abrupt maneuvering regions, a modified variable rate particle filter (MVRPF) is proposed. First, a Cartesian-coordinate based variable rate model is presented. Compared with conventional variable rate models, the proposed model does not need any prior knowledge of target mass or external forces. Consequently, it is more convenient in practical tracking applications. Second, a maneuvering detection strategy is adopted to adaptively adjust the parameters in MVRPF, which helps allocate more state points at high maneuver regions and fewer at smooth regions. Third, in the presence of small measurement errors, the unscented particle filter, which is embedded in MVRPF, can move more particles into regions of high likelihood and hence can improve the tracking performance. Simulation results illustrate the effectiveness of the proposed method. 展开更多
关键词 Maneuvering target tracking Prolonged smooth regions Variable rate model Maneuver detection
原文传递
Water Resource Allocation under Consideration of the National NIY Plan in Harbin, China
11
作者 张焱 刘苏峡 陈军锋 《Journal of Resources and Ecology》 CSCD 2012年第2期161-168,共8页
Water resource allocation (WRA) is a useful but complicated topic in water resource management. With the targets set out in the Plan of Newly Increasing Yield (NIY) of 10×1011 Jin (1 kg=2 Jin) from 2009 to ... Water resource allocation (WRA) is a useful but complicated topic in water resource management. With the targets set out in the Plan of Newly Increasing Yield (NIY) of 10×1011 Jin (1 kg=2 Jin) from 2009 to 2020, the immediate question for the Songhua River Region (SHRR) is whether water is sufficient to support the required yield increase. Very few studies have considered to what degree this plan influences the solution of WRA and how to adapt. This paper used a multi-objective programming model for WRA across the Harbin region located in the SHRR in 2020 and 2030 (p=75%). The Harbin region can be classified into four types of sub-regions according to WRA: Type I is Harbin city zone. With rapid urbanization, Harbin city zone has the highest risk of agricultural water shortage. Considering the severe situation, there is little space for Harbin city zone to reach the NIY goal. Type II is sub-regions including Wuchang, Shangzhi and Binxian. There are some agricultural water shortage risks in this type region. Because the water shortage is relatively small, it is possible to increase agricultural production through strengthening agricultural water-saving countermeasures and constructing water conservation facilities. Type III is sub-regions including Acheng, Hulan, Mulan and Fangzheng. In this type region, there may be a water shortage if the rate of urbanization accelerates. According to local conditions, it is needed to enhance water-saving countermeasures to increase agricultural production to a certain degree. Type IV is sub-regions including Shuangcheng, Bayan, Yilan, Yanshou and Tonghe. There are good water conditions for the extensive development of agriculture. Nevertheless, in order to ensure an increase in agricultural production, it is necessary to enhance the way in which water is utilized and consider soil resources. These results will help decision makers make a scientific NIY plan for the Harbin region for sustainable utilization of regional water resources and an increase in agricultural production. 展开更多
关键词 the Harbin region supply and demand prediction multi-objective programming model genetic algorithm water resource allocation (WRA)
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部