我国外汇储备影响因素的实证研究  

Empirical Analysis of China's Foreign Exchange Reserves Based on Multivariate Linear Regression Model

作　　者：陈原文[1] 

机构地区：[1]华南师范大学数学科学学院,广东广州510631

出　　处：《顺德职业技术学院学报》2012年第4期30-33,共4页Journal of Shunde Polytechnic

摘　　要：利用线性回归模型对我国外汇储备影响因素进行了建模。实证研究结果表明,美元兑人民币年均汇率是影响我国外汇储备储备的最主要因素,外债余额是影响我国外汇储备的重要因素,实际利用外资额和进出口差额对我国外汇储备影响不大。Based on the method of multivariate statistical analysis, this paper makes use of multivariate linear regression model to build a mathematical model on the factors influencing the foreign reserves of Chinese mainland. The results indicate that the average annual foreign exchange rate has the main influence on the foreign reserves. In addition, the balance of foreign debts has an important effect on foreign reserves, whereas the actual uses of foreign investment and the trade balance have little influence on foreign reserves.

关 键 词：多元线性回归模型 外汇储备 回归分析 参数检验 逐步回归 

分 类 号：F832.6[经济管理—金融学]