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中国货币供应量与汇率反馈建模预测研究

Forecasting Research of Modei Building for Supply of Money and Exchange Rate Feedback on China

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【作者】 高辉温宇静

【Author】 GAO Hui.WEN Yu-jing (Department of Statistics Dongbei University of Finance &. Economics,Dalian 116025,China)

【机构】 东北财经大学统计系东北财经大学统计系 辽宁大连 116025辽宁大连 116025

【摘要】 本文采用经济计量学中无约束多项式分布滞后模型,研究了利用2000,1~2002,10,月度汇率预测相应月度货币供应量M2的正反馈模型。同时,在相同时期内还给出了利用月度货币供应量M2数据预测月度汇率的负反馈模型,在每个观测点处的预测精度高达10-8以上,几乎无误差。可见,货币供应量M2与汇率的正负反馈模型拟合效果相当好,这为准确预测中国货币供应量M2,汇率数据提供了新的途径和方法。

【Abstract】 In the article,we adopt the Unrestricted Polynomial Distribution Lag modei in econometrics to study the Positive Feedback Models,in which we take advantage of Exchange rate per month to forecast Supply of money(M2)at the same year between 2000,1 and 2002,10. As the same time,we al-so give the Negative Feedback Models at the same period which we take advantage of the Supply of money(M2)per month to forecast Exchange rate per month. There is not error nearly at per observa-tion point,and the Precision of Forecasting is so high as to surpass 10-8. In hence,The effectiveness of the positive and negative feedback models of Supply of money(M2)and Exchange rate fitted is very good. The modei provide a new way of thinking and path for us to forecast Precisely Supply of money (M2)per month and Exchange rate per month at the average year.

  • 【文献出处】 长春师范学院学报 ,Journal of Changchun Teachers College , 编辑部邮箱 ,2003年02期
  • 【分类号】F822
  • 【被引频次】11
  • 【下载频次】235
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