最优货币区:对东亚国家的经验研究被引量：26

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摘要本文采用一般购买力平价(G-PPP)模型对东盟国家和中国、日本、韩国的货币合作程度进行经验研究。在计量方法上,我们运用Johansen的多变量协整分析方法,样本期间采用1994到2003年的月度数据,分别对6组实际汇率的关系进行检验。检验结果表明,除了一组实际汇率关系不存在G-PPP外,其他5组关系之间的G-PPP都成立,表明样本国家基本具有形成最优货币区(OCA)的潜力。这一结论的延伸判断是,目前在该地区存在的非制度性货币合作形式,在事实上低估了该地区实际存在经济联系的紧密程度。

作者高海红

机构地区中国社会科学院世界经济与政治研究所

出处《世界经济》 CSSCI 北大核心 2007年第6期3-12,共10页 The Journal of World Economy

基金中国社会科学院重大研究课题B类项目的部分内容

关键词最优货币区一般购买力平价实际汇率东亚经济体

分类号 F821 [经济管理—财政学]

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