购买力平价理论及其在中国的实证检验

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1、厦门大学博士学位论文购买力平价理论及其在中国的实证检验姓名：孙晓峰申请学位级别：博士专业：统计学指导教师：黄良文20070301缺陷以及目前存在的检验的技术问题两方面来分析。本文的主要贡献与创新之处在于：对购买力平价理论和检验进行了比较全面的总结；实证检验的创新，前入的研究主要针对在发达国家，购买力平价理论是否成立，而本文主要研究购买力平价在发展中国家的中国是否成立，数据用的是最近数据，并且能分别用相同和不同的指数进行实证检验；对购买力平价理论存在的问题进行了一定的分析。关键词：购买力平价；实际汇率；价格指数AbstractBef

2、ore1973China’sexchangemtesystemwa$peggedontheUSdollar．However,withthecollapseoftheBritonForestSystemin1971andthefirstpetroleumcrisisin1973，themajorwesterncountriesstartedtoadoptafloatingexchangeratesysteminMarch1973．China’Sofficialexchangeratesystemfollowedsuit．Beginn

3、inginlate1984Chinaadoptedamanagedfloatingexchangeratesystem，whichlasteduntiltheendofOctober,1985．InJuly1986，December1989andNovember1990officialdevaluationsofChinesecurrencyhappened．FromApril1991toJanuary1994themanagedfloatingexchangeratesystemwasresumedinChina．Beginni

4、nginJanuary1994theofficialmanagementsystemWasblended、析mthemarketfloatingsystem,andanewmanagedexchangeratesystemcameintobeing．SinceJuly21，2005，amanagedfloatingexchangeratesystembasedonmarketdemandsandadjustedwithreferencetoapackageofcurrencieshasbeenemployedinChina．Hen

5、ce，thestudyofexchangeratesystemsissignificant．Thisdissertationmakesanintroductiontothebasicknowledgeconcemingexchangeratesandsystems，thetheoriesabouttheformationofexchangerates，andthelatestdevelopmentSinthetheoriesinvolved,particularlythoseinthenonlinearsystems,withre

6、ferencetothetraditionaltheoriesinthisregard．Thefocusislaidonpurchasingpowerparity(PPP)tackledinthetraditionaltheoriesabouttheformationofexchangeratesandsystems．Therefore，inthethirdpartofthedissertationafurtherintroductionismadetothetheoriesonPPP,Thedissertationpropose

7、ssomewaysforimprovement,suchasthetheoreticalaccountoftheeffectsoftransactioncostsandimporttariffsonPPP,thetheoryontheeffectsofsalarycostsonexchangerate，theextensionofthePPPmodelbasedontwocountriestothatbasedonanumberofcountries，andthechangefromthestaticmodeltothedynam

8、icone．Then,areviewisconductedOilthehistoricalevolutionsofthesetheoriesinsixstages．ThefirststageisrelatedtotheliteratureOllth