论文标题
使用希尔伯特变换的购买力平价，汇率之间的同步分析
Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
论文作者
论文摘要
同步是一种现象，其中一对波动相互作用时会调整其节奏。我们根据购买力平价（PPP）随着时间的推移来衡量美元（美元）与欧元汇率之间的同步度。我们使用希尔伯特变换采用同步分析的方法，这在非线性科学领域很常见。我们发现，大多数时候的同步程度很高，这表明建立了PPP。在经济事件中，与不对称效应（例如美国房地产泡沫）的经济事件的同步程度并不保持很高。
Synchronization is a phenomenon in which a pair of fluctuations adjust their rhythms when interacting with each other. We measure the degree of synchronization between the U.S. dollar (USD) and euro exchange rates and between the USD and Japanese yen exchange rates on the basis of purchasing power parity (PPP) over time. We employ a method of synchronization analysis using the Hilbert transform, which is common in the field of nonlinear science. We find that the degree of synchronization is high most of the time, suggesting the establishment of PPP. The degree of synchronization does not remain high across periods with economic events with asymmetric effects, such as the U.S. real estate bubble.
