基于预期度量、预期特征和预期效应视角的汇率预期研究综述  

Review of Exchange Rate Expectation Based on Expected Measure,Expected Feature and Expected Effect

作　　者：朱新玲[1] 黎鹏[2] ZHU Xinling LI Peng(Wuhan University of Science and Technology, Wuhan 430081, China South-central University of Nationalities, Wuhan 430074, China)

机构地区：[1]武汉科技大学管理学院,湖北武汉430081 [2]中南民族大学经济学院,湖北武汉430074

出　　处：《首都经济贸易大学学报》2017年第5期98-103,共6页Journal of Capital University of Economics and Business

基　　金：教育部人文社会科学研究规划基金项目"基于非线性和高阶矩视角的人民币汇率波动行为研究"(09YJC790209);湖北省软科学项目"湖北省科技创新能力综合评价及外溢效应研究"(2016ADC087)

摘　　要：从预期度量、预期特征和预期效应三个方面对汇率预期的研究成果进行梳理和评述,以期为后续的汇率预期研究提供理论基础和有益参考。通过文献梳理发现:汇率预期度量方法有待改进,汇率预期特征研究有待深入,汇率预期效应研究有待完善。进一步发现:可以通过"序列估算"解决汇率预期度量问题,可以在非线性框架下深化汇率预期特征研究,可以通过动态随机一般均衡模型完善汇率预期效应研究。This paper combed and evaluated the research es of exchange rate expectation from the expected measure, the expected feature and expected effect, to provide a theoretical basis and useful reference for following-up researches. Literature review revealed that the measurement method for exchange rate expectations need improve, the studies of expectation features need go further, and the studies of expectation effect need perfect. This paper also pointed out that the measurement problem could be solved by sequence estimation, feature researches of exchange rate expectation could be deepened under the nonlinear frame, the expected effect researches could be perfected by the dynamic stochastic general equilibrium model.

关 键 词：汇率预期 预期度量 预期特征 预期效应 

分 类 号：F820.3[经济管理—财政学]