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CKM理论的人民币汇率失衡测算
Authors
朱孟楠
韩晓雪
Publication date
5 May 2013
Publisher
Abstract
本文通过CkM理论证明了购买力平价理论的正确性,实际均衡汇率是动态平稳过程。并通过修正kMC-STr模型的结构突变函数,建立S-STr模型。该模型能更好地解释存在多个结构突变点、并有升值趋势的非线性稳定问题。由此模型对人民币实际均衡汇率进行估计,并得到5个阶段的测算,发现人民币现阶段处于略微高估状态,而非低估。教育部新世纪优秀人才支持计划“全球金融危机下中国外汇储备管理研究”(NCET-08-0476
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Last time updated on 16/06/2016