美國(guó)非農(nóng)就業(yè)數(shù)據(jù)和美元走勢(shì)

信息計(jì)算科學(xué)論文編號(hào):XXLW067 論文字?jǐn)?shù):8214,頁數(shù):21

目     錄
中文摘要       I
英文摘要       II
目    錄 III
第一章 研究的背景與目的 1
1.1美國(guó)非農(nóng)就業(yè)數(shù)據(jù) 1
1.1.1 定義 1
1.1.2．特點(diǎn) 1
1.2美元指數(shù) 2
1.2.1定義 2
1.2.2美元指數(shù)（美元匯率）的影響 2
1.2.3美元指數(shù)（美元匯率）的計(jì)算原則 3
1.2.4幣別指數(shù)權(quán)重(%) 3
 1.3美元的重要性 3
第二章 研究方法 5
2.1相關(guān)分析 5
2.2 一元線性回歸分析 5
2.2.1 一元線性分析的模型 5
2.2.2未知參數(shù)的最小二乘估計(jì) 6
2.2.3 顯著性檢驗(yàn) 6
第三章  數(shù)據(jù)分析與結(jié)論 9
3.1 各項(xiàng)數(shù)據(jù)圖 9
3.2 非農(nóng)就業(yè)數(shù)據(jù)、制造業(yè)ISM和美元指數(shù)的關(guān)系 10
3.3 特殊時(shí)期非農(nóng)數(shù)據(jù)和美元的相關(guān)性 13
3.3.1 金融危機(jī)時(shí)期 13
3.3.2 美元提振時(shí)期 14
第四章 總   結(jié) 16
致   謝 17
參考文獻(xiàn) 18

 摘       要
 非農(nóng)就業(yè)數(shù)據(jù)是反映美國(guó)一個(gè)月的就業(yè)率狀況的一個(gè)數(shù)據(jù)，它反應(yīng)了美國(guó)經(jīng)濟(jì)的趨勢(shì)，經(jīng)濟(jì)的好壞取決于數(shù)據(jù)的好壞。同時(shí)，非農(nóng)數(shù)據(jù)也會(huì)影響美聯(lián)儲(chǔ)對(duì)美元的貨幣政策，因此是美國(guó)最主要的經(jīng)濟(jì)數(shù)據(jù)之一。本論文的目的主要研究非農(nóng)就業(yè)數(shù)據(jù)對(duì)美元走勢(shì)的影響。論文首先給出了美國(guó)非農(nóng)就業(yè)數(shù)據(jù)和美元指數(shù)概念及其意義等，然后，收集了美國(guó)非農(nóng)就業(yè)數(shù)據(jù)和美元指數(shù)相關(guān)的歷史數(shù)據(jù)，再結(jié)合其他因素對(duì)美元的影響，對(duì)比說明非農(nóng)數(shù)據(jù)的影響力,最后給出特殊時(shí)期非農(nóng)數(shù)據(jù)和美元之間的例子說明兩者之間的相關(guān)性。運(yùn)用計(jì)量經(jīng)濟(jì)學(xué)的方法，建立模型，通過eviews軟件等方法對(duì)收集的數(shù)據(jù)進(jìn)行線性的相關(guān)性分析，同時(shí)也從長(zhǎng)期的和短期的角度考慮非農(nóng)就業(yè)數(shù)據(jù)對(duì)美元走勢(shì)的影響，短期相關(guān)性遠(yuǎn)比長(zhǎng)期的相關(guān)性顯著。
關(guān)鍵字：美國(guó)非農(nóng)就業(yè)數(shù)據(jù)；美元指數(shù)；相關(guān)性

Abstract
 Non-farm employment data is about a status of U.S employment rate monthly .It reflects the trend of the U.S. economy. The quality of economy depends on the data to be good or bad。At the same time, Non-farm employment data also effects what is the attitude of Federal Reserve to monetary policy on the dollar. Therefore, it is one of the most important economic data in U.S. The purpose of this paper mainly studies that how the Non-farm employment data affects the trend of dollar. Firstly, this paper Indicate the concept of U.S. payrolls data and dollar index and their significance. Secondly, it collects relevant historical data about U.S. payrolls data and dollar index. Combining other factors’ effects on the dollar to break out the influence of non-farm data, it gives the correlation between Non-farm employment data and dollar in Special period at last. Uses the way of econometrics to build the model and by the software of eviews applies statistics method to analysis linear correlation between these data. Also from the long-term and short-term point of view to consider the impact of Non-farm employment data to the trend of dollar, it concludes that there is a certain correlation between them.

Keywords：U.S. payrolls data；the trend of dollar；correlation