The Methodology of the Relationship Study between Exchange Rate and Interest Rate in BRICs: Through UIP Channel

机译：资助渠道汇率与利率之间关系研究的方法：通过UIP频道

获取原文

页面导航

摘要
著录项
引文网络
相似文献
相关主题

摘要

This paper aims to demonstrate the methodology to study the relationship between Exchange Rate and Interest Rate about BRICs. The purpose of this research is to investigate the application of the traditional UIP in BRICs countries. If the UIP does not work, the model could be tried to modify. The methodology includes the typical ADF test, cointegration test, VECM and Granger causality test. It will be useful to demonstrate the real relationship between exchange rate and interest rate in BRICs. And the BRICs can adjust the monetary policies based on the results.

机译：本文旨在展示研究汇率与金砖石利率之间关系的方法。本研究的目的是调查传统UIP在金砖国家的应用。如果UIP不起作用，则可以尝试修改模型。该方法包括典型的ADF测试，协整测试，Vecm和Granger因果关系测试。展示金砖石中的汇率与利率之间的实际关系将是有用的。金砖石可以根据结果调整货币策略。

著录项

来源
《International Conference on Social Science and Higher Education》|2017年|679p|共4页
会议地点
作者
Nan Lin; Xiao-Fang Guo;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类 G40-53;
关键词
Uncovered interest parity; BRICs; Modify model; Exchange rate;

机译：未覆盖的兴趣平价;金砖;修改模型;汇率;

相似文献

外文文献
中文文献
专利

1. Interest Rates and Exchange Rate Relationship in BRIC-T Countries [J] . Selim KAYHAN, Tayfur BAYAT, Ahmet UGUR Ege Academic Review . 2013,第2期

机译：BRIC-T国家的利率和汇率关系
2. Revisiting the dynamic relationship between exchange rates and stock prices in BRICS countries: A wavelet analysis [J] . Ahmed Mohamed Dahir, Fauziah Mahat, Nazrul Hisyam Ab Razak, Borsa Istanbul Review . 2018,第2期

机译：重新审视金砖国家的汇率与股票价格之间的动态关系：小波分析
3. Statistical Determination of the Experimental Channels Clogging Rates in Mini- and MicroChannel Heat Exchangers [J] . Journal of Energy Resources Technology . 2020,第2期

机译：小型和微通道换热器中实验通道堵塞率的统计确定
4. The Methodology of the Relationship Study between Exchange Rate and Interest Rate in BRICs: Through UIP Channel [C] . Nan Lin, Xiao-Fang Guo International Conference on Social Science and Higher Education . 2017

机译：金砖石汇率与利率之间关系研究的方法论：通过UIP频道
5. Nickel and chelating agent speciation by capillary electrophoresis: Exploration of pathways, rates, and structure-reactivity relationships pertaining to exchange reactions. [D] . Boland, Nathan Edward. 2011

机译：毛细管电泳法测定镍和螯合剂的形态：探索与交换反应有关的途径，速率和结构反应性关系。
6. Relationships between CO2 Exchange Rates and Activities of PyruvatePi Dikinase and Ribulose Bisphosphate Carboxylase Chlorophyll Concentration and Cell Volume in Maize Leaves [O] . Gianni R. Baer, Larry E. Schrader 1985

机译：玉米叶片中CO2交换速率与丙酮酸Pi二激酶和核糖二磷酸羧化酶活性叶绿素浓度和细胞体积的关系
7. Exchange Rate Pass-Through in Transition Economies: The Case of the Republic of Macedonia Abstract: This paper investigates the relative costs and benefits associated with introducing a different exchange rate regime in the Republic of Macedonia. In this finding, all econometrics results, using different methodologies (SVAR and VECM), show that introducing a different strategy of the exchange rate targeting in order to promote rapid economic growth could easy disturb macroeconomic stability (after having achieved it at a substantial cost) without any significant economic benefits. In the long term, the coefficient of exchange rate reveals that a one percent change in the exchange rate will generate an increase in the prices level of 0.52 percent, indicating that 52 percent of changes in the exchange rate feed into the prices level. The investigation suggests that introducing a different strategy of the exchange rate regime is likely to incur more costs than benefits. [O] . Besnik Fetai 100

机译：转型经济体的汇率传递：马其顿共和国案例摘要：本文研究了在马其顿共和国引入不同汇率制度所带来的相对成本和收益。在这一发现中，使用不同方法（sVaR和VECm）的所有计量经济学结果表明，引入不同的汇率目标战略以促进经济的快速增长可能容易扰乱宏观经济稳定性（在以相当大的成本实现后）没有任何重大的经济利益。从长期来看，汇率系数表明，汇率的百分之一变化将使价格水平上升0.52％，表明汇率变化的52％会进入价格水平。调查表明，引入不同的汇率制度策略可能会带来更多的成本而不是收益。

The Methodology of the Relationship Study between Exchange Rate and Interest Rate in BRICs: Through UIP Channel

摘要

著录项

引文网络

相似文献

相关主题

期刊订阅