| 人民币汇率变动对我国商品出口价格的传递效应——加工贸易框架下的检验 |
| |
| 引用本文： | 荣岩. 人民币汇率变动对我国商品出口价格的传递效应——加工贸易框架下的检验[J]. 上海财经大学学报(哲学社会科学版), 2011, 0(2) |
| |
| 作者姓名： | 荣岩 |
| |
| 作者单位： | 复旦大学经济学院; |
| |
| 基金项目： | 天津市哲学社会科学研究规划资助项目(编号:TJJL10-240); 天津市高等学校人文社会科学研究项目(编号:20092415) |
| |
| 摘 要： | 本文综合考虑了加工贸易模式下汇率变动对进口中间产品价格和最终产品出口价格的双重影响,并在此基础上对传统的汇率传递模型作了改进,根据改进后的变量关系构建了VAR模型,利用2004年1月至2010年6月的月度数据估计了人民币名义有效汇率对我国商品出口价格指数的传递效应,发现传递程度在短期内比较显著,而在长期内明显减弱。另外还发现,成本变化对出口价格影响较大,需求变化对出口价格影响较小。
|
| 关 键 词： | 人民币名义有效汇率 汇率传递 出口价格 加工贸易 |
Pass-through Effect of RMB Exchange Rate Fluctuations on Export Prices in China:Evidence from Processing Trade |
| |
| RONG Yan. Pass-through Effect of RMB Exchange Rate Fluctuations on Export Prices in China:Evidence from Processing Trade[J]. Journal of Shanghai University of Finance and Economics, 2011, 0(2) |
| |
| Authors: | RONG Yan |
| |
| Affiliation: | RONG Yan(School of Economics,Fudan University,Shanghai 200433,China) |
| |
| Abstract: | Taking account of the dual effects of exchange rate fluctuations on import prices of semi-finished products and export prices of final products,this paper constructs VAR model through the improvement of traditional exchange rate pass-through model,and evaluates the pass-through effect of RMB nominal effective exchange rate on export price index based on the monthly data form January of 2004 to June of 2010.It finds that the pass-through effect is significant in the short term,but gradually weakens in the lo... |
| |
| Keywords: | RMB nominal effective exchange rate exchange rate pass-through export price processing trade |
| 本文献已被 CNKI 等数据库收录！ |
