| 人民币汇率对FDI的影响——基于VAR模型的动态分析 |
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| 引用本文： | 徐剡玲,焦勇兵.人民币汇率对FDI的影响——基于VAR模型的动态分析[J].价格月刊,2012(7):40-43. |
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| 作者姓名： | 徐剡玲 焦勇兵 |
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| 作者单位： | 1. 宁波大学商学院,浙江宁波,315211
2. 宁波工程学院经济与管理学院,浙江宁波,315211 |
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| 摘 要： | 运用协整关系、误差修正模型实证研究了1980年～2009年人民币双边实际汇率对外商直接投资(以下简称FDI)流入的影响。研究结果表明:长期来看,人民币对美元升值不仅不会导致FDI流入的减少,反而能够促进FDI流入的增加;中国的开放度和政策稳定性使FDI流入呈现为显著的正向影响。
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| 关 键 词： | 人民币实际汇率 外商直接投资 协整检验 误差修正模型 |
The Impact of RMB Exchange Rate on FDI: Dynamic Analysis based on VAR Model |
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| Authors: | XU Shan-ling JIAO Yong-bing |
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| Institution: | 1.School of Business Ningbo University,NingBo ZheJiang 315211;2.School of Economics and Management Ningbo University of Technology,NingBo ZheJiang 315211) |
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| Abstract: | This paper empirically studies the impact of RMB bilateral real exchange rate on direct investment in China based on 1979-2008 data through co-integration analysis and error correction model,and finds that in the long run RMB appreciation against U.S.dollar will not lead to China’s FDI inflow decrease but promote the FDI inflow increase,and China’s openness and policy stability render a significant positive impact of FDI inflow. |
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| Keywords: | RMB real exchange rate FDI Co-integration test Error correction model |
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