中国-东盟货币合作的经济基础——基于经济冲击对称性的VAR分析  

Research of Economic Foundations of China-ASEAN Monetary Cooperation——A VAR Analysis Based on the Symmetry of Economic Shocks

作　　者：蔡彤娟[1] 孙瑾[2] 

机构地区：[1]对外经济贸易大学国际经济研究院 [2]中央财经大学国际经济与贸易学院

出　　处：《亚太经济》2012年第6期27-31,共5页Asia-Pacific Economic Review

基　　金：国家社科基金重大项目"我国新一轮对外开放的战略布局;总体目标与政策选择研究"(11&ZD007);教育部青年基金项目"经济周期测度与逆周期经济政策国际协调机制研究"(11YJC790237)的部分研究成果

摘　　要：运用最优货币区理论和VAR模型,从经济冲击对称性的角度,考察了中国与东盟货币合作的经济基础。中国-东盟各国在经济开放度、经济周期同步性、通货膨胀相似性等方面具备货币合作基础。中国、印尼、马来西亚、泰国、菲律宾、新加坡6国的供给冲击对称性较高,货币冲击次之,需求冲击最差。中国-东盟具有深入开展货币合作的经济基础,但未来还需克服政治障碍和外来影响。This paper applies the theory of optimum currency areas and VAR model, examines the economic foundation of China-ASEAN＇s currency cooperation from the symmetry of economic shocks perspective. The empirical results show that China-ASEAN countries have monetary cooperation foundation in economic open- ness, economic cycle synchronization and in flation similarity. On economic impact, the symmetry of China, In- donesia, Malaysia, Thailand, Philippines, Singapore 6 countries＇ supply shocks is the best higher, the currency impact less than the supply shocks, and demand impact is the worst. China-ASEAN have economic foundation in developing further currency cooperation, but in the future they also need to overcome a myriad of political ira- pediments and foreign influences.

关 键 词：中国-东盟自由贸易区 货币合作 最优货币区标准 VAR模型 经济冲击对称性 

分 类 号：F114.46[经济管理—国际贸易]