【摘要】 本文利用我国1980-2005年的年度数据,运用Johansen协整检验、误差修正模型、脉冲响应函数和方差分解分析等计量经济方法对进出口贸易与汇率波动的深层关系进行了实证研究,文中得出的结论是:进出口与汇率存在长期协整关系,汇率波动对出口贸易的影响较大,而对进口贸易的影响比较微弱。更多还原

【Abstract】 Based on the relevant data in the year of 1980-2005,the paper utilizes Johansen Cointegration Test,Error Correction Model,as well as impulse-response and variance decomposition methods to inspect the deep relationship among import,export and RMB exchange rate fluctuation in China.With a such research,the paper comes to the conclusion,that is,there is a long cointegration relation among them,and RMB exchange rate fluctuation has a strong effect on export,while weak on import.更多还原