人民币实际有效汇率对我国进出口总额的影响

本文通过对1994年1月至2005年7月、2005年8月至2006年11月这两个阶段的人民币实际有效汇率、我国进口总额、出口总额的月度数据进行相关处理,利用向量自回归模型和格兰杰因果检验模型,验证了人民币实际有效汇率对我国进口总额和出口总额的影响。结果表明:随着2005年7月21日汇率制度改革的实施,人民币实际有效汇率对我国进出口的影响正在减小,美国等西方发达国家要求人民币升值以改善其贸易逆差之举在实践中是不合理的。

The Influence of RMB Real Exchange Rate to the Total Amount of China's Import and Export

By using adjusted monthly data of real exchange rata of RMB, the total amount of China's import and export from January 1994 to July 2005 and from August 2005 to November 2006, this paper uses vector auto-regression model and Granger causality test to analyze the influence of RMB real exchange rate to the total amount of China's import and export. According to the analysis, this paper gives this viewpoint: after the reform of RMB exchange rate system, the influence of RMB real exchange rate to the total amount of China's import and export falls into a decline, and the policy is unjust that USA and some other countries required China to raise the value of RMB in order to decrease their trade balance.