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汇率水平与汇率波动对通货膨胀的影响研究
引用本文:邓永亮.汇率水平与汇率波动对通货膨胀的影响研究[J].财贸研究,2010,21(6):83-89.
作者姓名:邓永亮
作者单位:南开大学,经济学院,天津,300071
基金项目:国家社会科学基金重大项目“完善国家宏观调控体系与保持经济平衡较快发展”(批准号:06&ZD028)
摘    要:运用EGARCH模型求出人民币汇率波动的量度,在VAR模型的基础上,通过协整检验并主要运用脉冲响应等方法进行实证分析,结果发现:人民币升值主要是通过降低进口中间产品的价格来抑制通货膨胀,汇率变动的支出转换效应在中国并不显著,用人民币升值来抑制通货膨胀,效果有限;扩大人民币汇率波动区间有利于抑制通货膨胀;通货膨胀预期对通货膨胀具有显著的正向影响。

关 键 词:人民币升值  汇率波动  通货膨胀

Study on Effects of RMB Appreciation and Exchange Rate Fluctuation on Inflation
DENG Yong-liang.Study on Effects of RMB Appreciation and Exchange Rate Fluctuation on Inflation[J].Finance and Trade Research,2010,21(6):83-89.
Authors:DENG Yong-liang
Institution:DENG Yong-liang(School of Economics,Nankai University,Tianjin 300071)
Abstract:By establishing EGARCH model,this paper gets the measure of RMB exchange rate fluctuation,and then based on the model of VAR,makes an empirical study with the methods of Co-integration test and the IRF(impulse response function).The study shows that the appreciation of RMB inhibits the inflation mainly by lowering the price of semi-finished import products,it is not obvious for the effect of expenditure-switching of exchange rate change,and it is not useful for inhibiting inflation by the appreciation of RM...
Keywords:appreciation of RMB  fluctuation of exchange rate  inflation  
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