基于VAR模型人民币汇率影响因素相关性研究——以1985—2018年截面数据为例  

Research on Correlation of Influencing Factors of RMB Exchange Rate Based on VAR Model--Based on the cross section data of 1985-2018 as an Example

作　　者：李习平[1] LI Xi-ping(Hubei University of Chinese Medicine,Wuhan 430065,China)

机构地区：[1]湖北中医药大学,武汉430065

出　　处：《经济研究导刊》2022年第15期109-111,153,共4页Economic Research Guide

摘　　要：通过对相关文献进行梳理,分析汇率对我国经济影响的作用机理。在此基础上,构建VAR模型,选取1985—2018年《中国统计年鉴》相关数据,以人民币汇率(年平均值)作为被解释变量,外汇储备和GDP作为解释变量,实证分析人民币汇率波动与外汇储备、GDP的关系。结果显示,人民币汇率对外汇储备和GDP存在长期滞后影响,外汇储备与GDP具有协同影响关系。Analyzes the mechanism of the impact of exchange rate on China’s economy by reviewing relevant literature,builds a VAR model,selects the relevant data from China Statistical Yearbook from 1985 to 2018.It takes the RMB exchange rate(annual average)as the explanatory variable,and foreign exchange reserves and GDP as the explanatory variable.Through VAR model empirical analysis of the relationship between RMB exchange rate fluctuations and foreign exchange reserves,GDP;The exchange rate of RMB has a long-term lag effect on foreign exchange reserves and GDP,and there is a synergistic relationship between foreign exchange reserves and GDP.

关 键 词：人民币汇率 外汇储备 GDP VAR模型 

分 类 号：F820[经济管理—财政学]