银行结售汇分析预测方法探讨  

On approaches to forecasting purchase and sale of forex with banks

作　　者：赵金能[1] 高爱武[1] 周阿平[1] 赵霞[2] 

机构地区：[1]国家外汇管理局江苏省分局国际收支处 [2]国家外汇管理局常州中心支局

出　　处：《中国货币市场》2003年第11期32-34,共3页China Money

摘　　要：随着市场调节机制在外汇收支中的作用日益明显,引入定量分析来科学判断和准确预测结售汇变化趋势已十分必要。该文引入了时间序列中的温特斯法对结售汇进行预测,收到了较好的预期效果。在文章的最后,作者还提出了相关的政策建议。With the increasing role of market adjustment mechanism in forex payment, it has become necessary to introduce quantitative analysis to judge scientifically and forecast accurately the trend of purchase and sale of forex with banks, This paper applies the Winters model (in time series forecast) to forecasting forex purchase and sale, and obtains satisfactory results. The paper also makes policy proposals related to these issues.

关 键 词：温特斯模型 银行结售汇 分析预测方法 政策 

分 类 号：F832.6[经济管理—金融学] F830