美國GDP對美元走勢的影響

信息計算科學論文編號:XXLW093 論文字數:11665,頁數:25

 目  錄
內容摘要.....................................................................Ⅰ
ABSTRACT...................................................................Ⅱ
目  錄 Ⅲ
第一章    緒論 1
1.1研究的動機與目的 1
 1.1.1美元的概念和影響.....................................................1
 1.1.2經濟數據GDP概述....................................................2
 1.2 研究的背景...............................................................3
1.3 研究的方法...............................................................3
 1.3.1 一元線性回歸分析.....................................................5
1.4 研究的工具...............................................................6
1.5 論文內容概述.............................................................6
 1.6 論文各個參數的介紹.......................................................6
第二章    正文.................................................................8
2.1正文導讀..................................................................8
 2.1.1 用OLS方法求模型的參數估計............................................8
 2.1.2 自相關檢驗............................................................9
 2.1.3 自相關修正............................................................9
 2.2  GDP公布前后美元指數的變化.............................................11
 2.3  兩個特殊時期的分析.....................................................13
 2.3.1 98-99年經融危機分析..................................................13
 2.3.2 07-08年經融危機分析..................................................14
 2.3 其他數據................................................................16
第三章   結論.................................................................20
致  謝........................................................................21
參考文獻......................................................................22

摘要

 美元作為目前世界上最主要的儲備貨幣，世界上其他各國的貨幣都與其掛鉤，美元指數強弱可以直接或者間接地反映出各國的貨幣匯率的強弱。本文首先寫了研究的目的、解釋了論文涉及到的各個名詞的概念。接著收集了歷年美國GDP數據和美元指數數據，用Eviews軟件對它們進行相關分析，找出他們之間的關系。另外還舉例了在美國GDP公布前后美元指數的變化，在發生經濟危機GDP和美元指數的變化，看是否僅僅美國GDP這一因素對美元走勢有影響。本文還舉例了其他因素對美元走勢的影響。最后得出結論，不只是美國GDP這個因素對美元走勢有影響，而是在多種因素共同影響下，從而導致美元指數在時刻變化的。
 關鍵詞：美元指數 GDP 相關分析

Abstract
 As the world major reserve currency, the US dollar is linked with other countries currency. The strength of the dollar index reflects the strength of national currencies directly or indirectly. This article tells us first the objective of the study, and then explained the various papers related to the concept of the paper. Then collecting the U.S. GDP and the dollar index data over the years, using Eviews on their correlation analysis, this paper try to find out their relationship. Also it gives the examples which show the changes of the United States dollar index before and after the release of GDP and the changes of the US GDP and the dollar index in the event of economic crisis to see whether GDP is a factor to affect on the U.S. dollar. This article also provides examples of other factors to affect the dollar index. In conclusion, not just the factor that GDP impact on the U.S. dollar, but under the other various factors lead to the changes of the dollar index at the same time.
Keywords: dollar index; GDP; correlation