首页 | 本学科首页   官方微博 | 高级检索  
     检索      

人民币汇率变动对中国贸易结构影响的实证分析
引用本文:田旭.人民币汇率变动对中国贸易结构影响的实证分析[J].地质技术经济管理,2009(9):72-76.
作者姓名:田旭
作者单位:北京大学经济学院,北京100871
基金项目:基金项目:本文为国家社会科学基金重点项目《外贸顺差问题研究》(08AHY004)的阶段性成果.
摘    要:文章通过协整检验、向量误差修正模型、脉冲响应函数深入分析了人民币汇率变动对贸易结构的短期和长期影响。结果表明,实际有效汇率升值对贸易结构的影响长期为正。短期为负,长期影响显著,人民币汇率稳步升值将有利于我国贸易结构的优化升级。

关 键 词:贸易结构  汇率  协整  VEC模型  脉冲响应函数

An Empirical Study of the Relationship between RMB Exchange Rate and Trade Structure
Tian Xu.An Empirical Study of the Relationship between RMB Exchange Rate and Trade Structure[J].Geological Technoeconomic Management,2009(9):72-76.
Authors:Tian Xu
Institution:Tian Xu (School of Economics,Beijing University,Nanjing 210093,China)
Abstract:This paper, by means of cointegration, vector error correction (VEC) model and impulse response function (IRF) , fully ananlyzes the impact of fluctuation in RMB exchange rate on trade stracture both in short term and in the long ran. The conclusion is that the appreciation of RMB exchange rate has a positive effect on China' s trade structure in the long run while it has a negative effect in short term. The steady appreciation of RMB is conducive to the optimization and upgrading of China' s trade structure.
Keywords:trade structure  exchange rate  cointegration  VEC model  IRF
本文献已被 维普 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号