| 人民币升值压力的非对称性研究——基于汇率传递视角 |
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| 引用本文： | 杜运苏,彭恒文.人民币升值压力的非对称性研究——基于汇率传递视角[J].南方金融,2011(6). |
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| 作者姓名： | 杜运苏 彭恒文 |
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| 作者单位： | 1. 南京财经大学国际经贸学院,江苏,南京,210046
2. 中国人民银行南京分行,江苏,南京,210004 |
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| 基金项目： | 南京财经大学科研基金项目《人民币汇率变动影响江苏省进出口的机制研究——基于汇率传递视角》(项目编号:B2010002)资助 |
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| 摘 要： | 本文利用分布滞后模型、协整、向量自回归等方法,研究了本国企业和外资企业的出口价格对人民币汇率变动的传递效果。结果显示,外资企业出口价格传递弹性明显大于本国企业,转嫁人民币汇率升值的能力相对较强。在进行人民币汇率形成机制改革过程中,要充分考虑到人民币升值影响的非对称性,采取措施减轻人民币升值对本国出口企业的冲击。
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| 关 键 词： | 人民币升值 非对称性 汇率传递 出口价格 |
Research on Asymmetry of the Pressure Induced by RMB Appreciation:Based on ERPT Theory |
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| Du Yunsu,Peng Hengwen.Research on Asymmetry of the Pressure Induced by RMB Appreciation:Based on ERPT Theory[J].South China Finance,2011(6). |
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| Authors: | Du Yunsu Peng Hengwen |
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| Institution: | Du Yunsu1 and Peng Hengwen2(1.School of International Economics & Business,Nanjing University of Finance & Economics,Nanjing,210046 China,2.Nanjing Branch,PBC,210004 China) |
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| Abstract: | This paper uses Distributed Lag Model,Cointegration and VAR to study the elasticity of domestic-funded enterprises and foreign-funded enterprises.The result indicates that the elasticity of foreign-funded enterprises is bigger than that of domestic-funded enterprises.The ability of transferring RMB appreciation of foreign-funded enterprises is greater.Therefore,during the reform of RMB exchange rate formation mechanism,we must consider the asymmetry of shock of RMB appreciation and take some measures to mit... |
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| Keywords: | Appreciation of RMB Asymmetry ERPT Export Price |
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