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人民币汇率与中国-东盟经济体贸易的实证研究
引用本文:杨羽,黄万阳.人民币汇率与中国-东盟经济体贸易的实证研究[J].广西金融研究,2011(3):20-25.
作者姓名:杨羽  黄万阳
作者单位:东北财经大学,辽宁大连116023
摘    要:本文对人民币汇率与中国-东盟经济体贸易关系进行实证研究。研究发现人民币汇率与中国-东盟经济体贸易存在协整关系,在出口方面,实际汇率升值对出口的正向作用比名义汇率的要大;在进口中,实际汇率对进口的影响比名义汇率的要小。中国-东盟经济体出口贸易对人民币汇率的响应存在"奇异J曲线"效应。政策建议是:全面考虑人民币汇率篮子中各种货币的权重问题,提高对东盟经济体地位的重视,同时要关注中国与东盟贸易中的物价因素。

关 键 词:中国-东盟经济体贸易  人民币有效汇率  奇异J曲线

Analysis on the Relationship between RMB Exchange Rate and China-ASEAN Economies Trade
Yang Yu Huang Wanyang.Analysis on the Relationship between RMB Exchange Rate and China-ASEAN Economies Trade[J].JOurnal of Guangxi Financial Research,2011(3):20-25.
Authors:Yang Yu Huang Wanyang
Institution:Yang Yu Huang Wanyang (Dongbei University of Finance and economics,Dalian Liaoning 116023)
Abstract:This paper empirically analyzes the relationship between exchange rate and China-ASEN Trade.The Study finds that there is Cointegration between the RMB exchange rate and China-ASEAN economies trade,real exchange rate appreciation on exports have positive effect on exports which is larger than the nominal exchange rate;in imports,the impact of real exchange rate on imports is smaller than nominal exchange rate.As to China-ASEAN economies,export trade on the exchange rate's response presents "singular J curve" effect.Policy recommendations are that RMB exchange rate basket weight should take a comprehensive consideration of the ASEAN economies and at the same time pays much attention to the price factor in China-ASEAN trade.
Keywords:China-ASEAN Economies Trade  RMB Real Exchange Rate  Singular J Curve  
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