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

人民币汇率影响贸易结构的实证分析
引用本文:陈福炯,赵益华.人民币汇率影响贸易结构的实证分析[J].无锡商业职业技术学院学报,2012(3):10-14,75.
作者姓名:陈福炯  赵益华
作者单位:湖州职业技术学院国际贸易实务教研室,浙江湖州313000
摘    要:文章基于汇率影响贸易结构的理论分析,结合当前人民币汇率升值趋势的背景,对人民币汇率与对外商品贸易出口结构之间的关系进行实证研究,结果发现人民币汇率与商品贸易出口结构之间存在着长期稳定的均衡关系;EG检验表明人民币汇率与商品贸易结构之间存在着单向因果关系,人民币汇率是因,商品贸易出口结构是果;同时VECM模型还显示人民币汇率升值1%,会导致商品贸易出口结构优化0.184787%,人民币汇率的升值会带来商品贸易出口结构的显著优化。

关 键 词:人民币汇率  商品贸易  出口结构

The Impact of RMB Exchange Rate on Trade Structure: An Empirical Study
CHEN Fu-jiong;ZHAO Yi-hua.The Impact of RMB Exchange Rate on Trade Structure: An Empirical Study[J].Journal of Vocational Institute of Commercial Technology,2012(3):10-14,75.
Authors:CHEN Fu-jiong;ZHAO Yi-hua
Institution:CHEN Fu-jiong;ZHAO Yi-hua(Huzhou Vocational and Technical College,Huzhou,313000,China)
Abstract:Based on a theoretical analysis of the impact of RMB exchange rate on trade structure,this paper makes an empirical study of the relation between RMB exchange rate and export structure under the condition of appreciation of RMB exchange rate.The study shows that a long stable and balanced relation exists between RMB exchange rate and export structure,that Engel-Granger test indicates a one-way cause-effect relation exists between RMB exchange rate and export structure(that is,RMB exchange rate causes the change of export structure),and that VECM model shows 1% appreciation of RMB exchange rate would lead to 0.184787% optimization of export structure(MOE= 0.184787%),which means appreciation of RMB exchange rate will exerts significant effect on the optimization of export structure.
Keywords:RMB exchange rate  commodity trade  export structure
本文献已被 CNKI 维普 万方数据 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