| 中日贸易逆差与汇率之间关系的实证分析 |
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| 引用本文： | 钟永红. 中日贸易逆差与汇率之间关系的实证分析[J]. 改革与战略, 2008, 24(6): 96-98 |
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| 作者姓名： | 钟永红 |
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| 作者单位： | 华南理工大学金融工程研究中心,广东广州,510006 |
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| 基金项目： | 广东省普通高校人文社会科学研究重点基地重大项目 |
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| 摘 要： | 文章基于VAR模型的研究方法，应用季度数据，分析2001--2007年间汇率和需求等因素对中日两国双边贸易收支的影响。结果显示：长期中汇率与中日贸易收支不满足马歇尔-勒纳条件，短期内实际汇率对贸易逆差的调节作用很小。无论在短期还是长期，真正影响中日双边贸易收支的因素是日本的国内需求和政治因素。葛兰杰因果检验显示中国对日本的贸易逆差是日本经济复苏的原因。
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| 关 键 词： | 贸易逆差 实际收入 实际汇率 VAR模型 |
On the Trade Deficit of China to Japan and Exchange Rate |
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| Zhong Yonghong. On the Trade Deficit of China to Japan and Exchange Rate[J]. Reformation & Strategy, 2008, 24(6): 96-98 |
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| Authors: | Zhong Yonghong |
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| Affiliation: | Zhong Yonghong (Financial Engineering Research Center,South China University of Technology,Guangzhou,Guangdong 510006) |
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| Abstract: | This paper investigates the factors that affect the trade balance between China and Japan such as the exchange rate and the demand with quarterly data from 2001 to 2007 based on VAR method. The results show that the exchange rate and the trade deficit of China to Japan don't accord with Marshall-Lener condition in the long-term, the effect of RER adjustment to trade deficit is little in short-term. No matter it is short-term or long-term, the main factors that affect the trade balance between China and Japa... |
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| Keywords: | trade deficit real income real exchange rate VAR model |
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