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中国银行业货币错配问题实证分析
Alternative TitleThe empirical analysis of banking of currency mismatch in China
郭盛1; 刘洋2; 房勇1
2019
Source Publication系统工程理论与实践
ISSN1000-6788
Volume039Issue:008Pages:1936-1942
Abstract货币错配问题长期存在于新兴经济体中,近二十年来受到了学者的广泛关注.学者们提出了多种衡量货币错配的实证性指标,但这些指标仅考察了货币错配的存量部分,导致以往的结论存在一定的局限性.基于此,本文提出采用银行结售汇数据构建货币错配的流量指标,此指标可以动态分析出引致货币错配的深层次原因.然后运用ADL模型分别对货币错配的存量指标和流量指标进行建模,实证分析了货币错配与利差、汇差等多个指标间的关系.研究表明:本币的适当贬值、适当扩大进口以减少贸易顺差,可以从存量的角度有效降低货币错配问题而加快人民币国际化,可以从流量的角度有效降低中国存在的货币错配问题.
Other AbstractCurrency mismatch has drawn attention of the scholars in the recent 20 years.Scholars have proposed lots of empirical measures of currency mismatch of bank that only focus on stock currency mismatch,which leads to some limitations in the conclusion.Based on this fact,this paper comes up with a new indicator of flow currency mismatch,which can be used to analyzing the cause of currency mismatch of bank deeply and dynamically.Then this paper gives an empirical analysis of the relationship between the currency mismatch and some economic variables using ADL model.The study shows that the proper depreciation of domestic currencies,appropriately expanding imports to reduce the trade surplus can effectively reduce the currency mismatch in China from the perspective of stock and the promotion of RMB internationalization can effectively reduce the currency mismatch in China from the perspective of low.
Indexed ByCSCD
Language中文
CSCD IDCSCD:6602600
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/51221
Collection中国科学院数学与系统科学研究院
Affiliation1.中国科学院大学
2.中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
郭盛,刘洋,房勇. 中国银行业货币错配问题实证分析[J]. 系统工程理论与实践,2019,039(008):1936-1942.
APA 郭盛,刘洋,&房勇.(2019).中国银行业货币错配问题实证分析.系统工程理论与实践,039(008),1936-1942.
MLA 郭盛,et al."中国银行业货币错配问题实证分析".系统工程理论与实践 039.008(2019):1936-1942.
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