摘要
以亚投行的33个亚洲初始成员国作为人民币区域化的辐射范围,选取GDP、工业产值、总储备、CPI、汇率和利差六个经济指标,利用带傅里叶变换的SURADF面板单位根检验法对这些国家的经济收敛性进行实证分析。为提高检验的准确度,用蒙特卡罗模拟获取ADF检验统计量的临界值。结果表明,中国与亚洲其他国家的经济联系虽然没有日本密切,但是,人民币成为亚洲区域性货币的潜力巨大。
This paper takes the 83 Asian initial member countries of Asian Infrastructure Investment Bank （AIIB） as the radiation range of RMB regionalization and employs the SURADF panel unit root test with a Fou- rier function to empirically analyze the convergence of the 6 economic indicators： GDP, industrial production, total reserves, CPI, exchange rate and deposit and loan spreads with respect to China. To enhance the accuracy of test, Monte Carlo simulation is used to obtain the critical value of ADF test statistic. The empirical result suggests that the economic relations between Japan and other Asian countries is closer than China, But RMB has huge po- tential to become Asian regional currency.
出处
《亚太经济》
CSSCI
北大核心
2016年第4期31-39,共9页
Asia-Pacific Economic Review
基金
国家社会科学基金重点项目“经济新常态下我国影子银行体系的风险溢出效应及其对货币政策的影响研究”(15AJY021)的资助
