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    Title: 人民幣均衡實質匯率實證分析:1982年至2005年
    Authors: 官明儀
    Contributors: 郭炳伸
    官明儀
    Keywords: 人民幣匯率
    Date: 2005
    Issue Date: 2009-09-18 14:11:33 (UTC+8)
    Abstract: 本文以Elbadawi (1994)提出的實質均衡匯率估計模型來估計1982年至2005年的人民幣均衡匯率水平以及匯率失調程度。估計結果顯示出,「貿易開放度」和「政府經常性支出占政府總支出之比例」為決定人民幣均衡實質匯率走勢的基本面經濟變量。在此段期間內,人民幣均衡實質匯率大致呈現持續貶值的趨勢,其中「貿易開放度」的持續改善是造成均衡實質匯率貶值的最主要原因。人民幣實質匯率在1995年時相當接近均衡,而1995年以前的人民幣實質匯率都處於低估的狀態,1995年以後人民幣實質匯率則轉而變為高估,高估一直持續至2005年。此結果與大部分認為人民幣實質匯率目前處於低估的研究結果不同。而本文的誤差修正模型中除了考慮長期基本面因素造成的影響之外,還考慮了其他因素所造成人民幣均衡實質匯率的短期衝擊,使得所估計出之誤差修正模型反映出人民幣實質匯率的短期波動,而更具解釋力。
    Reference: 英文部分
    1.Ahlers, T. O. and Lawrence E. H. 1999. “Estimating the Equilibrium Exchange Rate:Operational Approaches”, In Lawance E. Hinkle and Peter J. Montiel, Eds . Exchange Rate Misalignment: Concepts and Measurement for Developing Countries. 293-358 New York: The World Bank.
    2.Benerjee, A., J. Dolado, J. W. Galbraith, and D. F. Hendry. 1993. “Cointegration, Error-Correction, and the Econometric Analysis of Non-stationary Data.” New York: Oxford University Press.
    3.Bu, Y. X. and Tyers, R. 2001. “China’s Equilibrium Real Exchange Rate: Counterfactual Analysis.” February Working Papers in Economics and Econometrics No.390 Australian National University SBN: 0868313904.
    4.Devarajan, S. 1999. “Estimates of Real Exchange Rate Misalignment with a Simple General-Equilibrium Model.” In Lawance E. Hinkle and Peter J. Montiel, Eds. Exchange Rate Misalignment: Concepts and Measurement for Developing Countries. New York: The World Bank.
    5.Dornbusch, R. 1973. “Tariffs and Non-Traded Goods.” Journal of International Economics 4: 177-85.
    6.Edwards, S. 1989. Real Exchange Rates, Devaluation and Adjustment: Exchange Rate Policy in Developing countries. Cambridge, MA: MIT Press.
    7.Elbadawi, I. 1994. “Estimating Long-Run Equilibrium Real Exchange Rates” In John Williamson, Ed., Estimating Equilibrium Exchange Rates, 61~91 Washington, DC: Institute fir International Economics.
    8.Enders, W. 2004. Applied Econometric Time Series. New York: John Willey& Sons, Inc.
    9.Engle, R. and C. Granger. 1987. “Co-Integration and Error-Correction: Representation, Estimation, and Testing.” Econometrica 35:251-76.
    10.Kaminsky, G.. 1988. “The Real Exchange Rate Since Floating: Market Fundamentals or Bubbles.” San Diego: University of California, San Diego.
    11.Zhang X. 2002. “Equilibrium and Misalignment: An Assessment of the RMB Exchange Rate from 1978 to 1999.”
    中文部分
    1.卜永祥、秦宛順 (2006),人民幣內外均衡論, 北京大學出版社。
    2.范敏 (1999),《人民幣的均衡匯率估計》, 北京大學中國經濟研究中心學刊, 1999年第三期。
    3.許少強、李天棟、姜波克 (2006),均衡匯率與人民匯率政策,復旦大學出版社。
    4.張斌 (2003),《人民幣均衡匯率:簡約一般均衡下的單方程實證模型研究》, 世界經濟,2003年第11期。
    5.楊奕農 (2005),時間序列分析 經濟與財務上之應用, 雙葉書廊有限公司。
    6.趙登峰 (2005),人民幣市場均衡匯率與實際均衡匯率研究,社會科學文獻出版社。
    7.竇祥勝、楊炘 (2005),《人民幣均衡匯率的估計和評價》,中文核心期刊 ,2005年3 月, 24卷 2期 。
    Description: 碩士
    國立政治大學
    國際經營與貿易研究所
    93351028
    94
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0093351028
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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