| 人民币实际有效汇率波动对中国进出口贸易的影响 |
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| 引用本文： | 刘高秀.人民币实际有效汇率波动对中国进出口贸易的影响[J].科技和产业,2013(6):116-119. |
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| 作者姓名： | 刘高秀 |
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| 作者单位： | 云南大学 经济学院， 昆明 650091 |
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| 摘 要： | 汇率是实现经济内外均衡的调控工具,研究其对进出口贸易的影响对制定宏观经济政策有重要指导意义。本文运用AR-GARCH模型和协整理论,分析了人民币实际有效汇率波动对我国进出口贸易的影响作用。结果表明,长期内人民币实际有效汇率波动与我国进出口之间存在协整关系,但短期内影响作用不显著。
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| 关 键 词： | 人民币实际有效汇率 进出口贸易 AR-GARCH 协整 |
The Influence of Fluctuation of Real Effective RMB Exchange Rate on Chinese Import and Export |
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| LIU Gao-xiu.The Influence of Fluctuation of Real Effective RMB Exchange Rate on Chinese Import and Export[J].SCIENCE TECHNOLOGY AND INDUSTRIAL,2013(6):116-119. |
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| Authors: | LIU Gao-xiu |
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| Institution: | LIU Gao-xiu(School of Economics,Yunnan University,Kunming 650091,China) |
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| Abstract: | Exchange rate is a adjustive implement of reaching inward and outward equilibrium of economy. Researching the impact of exchange rate on import and export has great instructional meaning of constituting macroeconomic policy. We examine the relationship using a AR-GARCH model and co-integration theory. The result is that there is co-integration between real effective RMB exchange rate and Chinese impot and export during the long term,but not during the short term. |
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| Keywords: | real effective RMB exchange rate import and export AR-GARCH model co-integration |
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