| 人民币实际汇率波动的价格传递效应研究——基于贸易收支的视角 |
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| 引用本文： | 苏明政,吴凯悦.人民币实际汇率波动的价格传递效应研究——基于贸易收支的视角[J].江西金融职工大学学报,2014(2):3-7. |
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| 作者姓名： | 苏明政 吴凯悦 |
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| 作者单位： | [1]渤海大学金融系,辽宁锦州121013 [2]东北财经大学金融学院,辽宁沈阳116025 |
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| 基金项目： | 2013年教育部人文社会科学研究项目：购买力平价视阈下人民币实际汇率波动的识别、诊断与预测（13YJC790122） |
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| 摘 要： | 自2005年汇率制度改革以来,人民币汇率发生了深刻的变化。文章使用2005年-2013年间的月度数据,通过建立计量模型,以人民币实际有效汇率和实际收入水平为解释变量,进出口贸易额为被解释变量,实证分析了人民币汇率变动对我国贸易收支的影响。研究结果表明,人民币汇率变动与进出口贸易额和实际收入水平具有长期的协整关系,而且人民币实际有效汇率对进出口贸易额的影响只存在统计上的单项因果关系。
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| 关 键 词： | 人民币实际有效汇率 进口额 出口额 |
Study on the Transmission Effect of RMB Real Exchange Rate Volatility |
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| SU Mingzheng,WU Kaiyue.Study on the Transmission Effect of RMB Real Exchange Rate Volatility[J].Journal of Jiangxi Finance College,2014(2):3-7. |
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| Authors: | SU Mingzheng WU Kaiyue |
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| Institution: | 1. School of Finance, Bohai University,Jinzhou, Liaoning 121013 ; 2. School of Finance, Dongbei University of Finance and Economics, Shenyang, Liaoning 116025, China) |
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| Abstract: | Since the exchange rate system reform of 2005 ,profound changes have taken place in the RMB ex- change rate. In this paper,using the time series data from 2005 -2013, selecting the RMB real effective exchange rate, real income level as dependent- variable, the import and export trade volume as the dependent variable, the em- pirical analysis of exchange rate changes has been explored through the establishment of the model＇ s impact on Chi- na＇ s trade balance. Research shows that exchange rate fluctuations, the actual income level and the import and ex- port trade volume has a long - term cointegration relationship, moreover the RMB real effective exchange rate and trade volume there is only a single causal relationship. |
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| Keywords: | RMB real effective exchange rate imports exports |
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