| 中美贸易顺差与人民币汇率的相关性实证分析——基于2005-2008年月度数据 |
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| 引用本文： | 高文娟.中美贸易顺差与人民币汇率的相关性实证分析——基于2005-2008年月度数据[J].广西经济管理干部学院学报,2009,21(4):101-106. |
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| 作者姓名： | 高文娟 |
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| 作者单位： | 山东师范大学,管理经济学院,济南,250014 |
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| 摘 要： | 文章通过建立人民币实际汇率模型和名义汇率模型分别研究两种汇率波动对中美贸易顺差的影响。通过基于向量自回归模型(VAR)的Johansen协整技术分析以及脉冲响应函数分析得出:在短期内,人民币升值对中美贸易顺差有一定影响,并且名义汇率对其影响程度大于实际汇率;在长期内影响中美贸易顺差扩大的主导因素是美国经济的增长。
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| 关 键 词： | 贸易顺差 实际汇率 名义汇率 协整分析 |
Empirical Analysis of the relation between RMB's Exchange Rate and China-USA Trade Surplus——based Oil monthly date from 2005 to 2008 |
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| GAO Wen-juan.Empirical Analysis of the relation between RMB''s Exchange Rate and China-USA Trade Surplus——based Oil monthly date from 2005 to 2008[J].The Journal of Guangxi Economic Management Cadre College,2009,21(4):101-106. |
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| Authors: | GAO Wen-juan |
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| Institution: | GAO Wen-juan (Shandong Normal University school of management and economy Jinan 250014 China) |
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| Abstract: | As to research the influence of RMB＇s exchange rate to China-USA trade surplus ,RMB real effective exchange rate model and RMB normal exchange rate model would be built in the paper , through Johansen cointegration analysis and impulse response analysis based on VAR model, the paper finds that RMB appreciation causes effects on China.USA trade surplus to some extent in the short run and little effects in the long run ,more over, real exchange rate plays more effects than normal exchange rate; China-USA trade surplus mainly depended on USA economy development in the long run. |
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| Keywords: | trade surplus real effective exchange rate normal exchange rate cointegration analysis |
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