中国货币错配总体测度:方法、数据与评估
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财经研究 2007 年 第 33 卷第 09 期, 页码：113 - 124
摘要
参考文献
摘要
基于国际上货币错配测度指标,文章提出ACMAQ指标体系,并用这指标体系测度、比较和评估了中国目前总体货币错配并判断其趋势。中国目前面临着巨大的净外币资产型货币错配。绝对量和相对量均在国际上名列前茅。但由于在短期内处于一种净外币资产状态,这种财富缩水还不至于引起债务危机与货币危机,无需过高估计后果的严重性。总体来说,中国货币错配在短期内会继续加剧。
关键词
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[2]Aghion Philippe,Philippe Bacchetta,Abijit Banerjee.A Simple model of monetary poli-cy and currency crises[J].European Economic Review,2000,44(2):728~738.
[3]Cespedes,Luis P,R Chang,A Velasco.Balance sheets and exchange rate policy[M].Mimeo,2002.
[4]Allen,Mark,Christoph Rosenberg,Christian Keller,Brad Setser Nouriel Roubini:Abalance sheet approach to financial crisis[R].IMF Working Paper,2002,No.210.
[5]唐宋元.有关货币错配问题研究的文献综述[J].金融教学与研究,2006,(2):10~13.
[6]李扬.汇率制度改革必须高度关注货币错配风险[J].财经理论与实践,2005,(4):2~5.
[7]Eichengreen,Barry,Ricardo Hausmann,Ugo Panizza.Original sin.The pain,the mys-tery,and the road to redemption[A].B Eichengreen,R Hausmann,eds.Currency andmaturity matchmaking:Achieving redemption from original sin[C].Chicago:Universi-ty of Chicago Press,2002.
[8]Goldstein Morris,Philip Turner.Controlling currency mismatches in emerging econo-mies:An alternative to the original sin hypothesis[M].Institute for International Eco-nomics,Washington D.C,2004.
[9]Andreas Billmeier,Johan Mathisen.Analyzing balance-sheet vulnerabilities in a dol-larized economy:The case of georgia[R].IMF,WP.2006,No.173.
[10]Kennedy,Robert V.External balance sheets:Concepts and empirical estimation[J].Review of Income and Wealth 1980,26(3):253~291.
[11]Lane,Philip.International investment positions:A cross-sectional analysis[R].Mime-o,Trinity College Dublin,1998b,November.
引用本文
朱超. 中国货币错配总体测度:方法、数据与评估[J]. 财经研究, 2007, 33(9): 113–124.
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