| 基于VAR模型的人民币有效汇率就业效应 |
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| 引用本文： | 沙文兵. 基于VAR模型的人民币有效汇率就业效应[J]. 商业研究, 2010, 0(2) |
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| 作者姓名： | 沙文兵 |
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| 作者单位： | 安徽财经大学,国际经济贸易学院,安徽,蚌埠,233041 |
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| 基金项目： | 国家社科基金青年项目资助,项目编号:08CJY044 |
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| 摘 要： | 基于向量自回归模型,对人民币实际有效汇率的就业效应进行实证分析,结果表明就业量和人民币实际有效汇率之间存在长期均衡关系,长期而言人民币实际有效汇率上升1%就业量将下降0.1821%。因此,人民币实际有效汇率的波动率对就业量仅存在微弱的负面影响。
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| 关 键 词： | 实际有效汇率 就业 向量自回归 |
The Effects of RMB Real Effective Exchange Rates on Employment Based on VAR Model |
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| SHA Wen-bing. The Effects of RMB Real Effective Exchange Rates on Employment Based on VAR Model[J]. Commercial Research, 2010, 0(2) |
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| Authors: | SHA Wen-bing |
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| Affiliation: | International Economy and Trade School;Anhui University of Finance & Economics;Bengbu 233041;China |
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| Abstract: | This essay takes an empirical study on the effects of real effective exchange rates of RMB on China′s employment based on VAR model. The empirical result shows that there is a long-term equilibrium relationship between REER of RMB and employment. Employment in China goes down by 0. 1821% as REER of RMB goes up by 1% . The variability of the RMB real effective exchange rates has just slightly negative effects on employment. |
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| Keywords: | real effective exchange rates employment VAR |
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