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人民币实际汇率与贸易收支:中美、中日比较分析
RMB Real Exchange Rate and Trade Balance:Comparative Analysis of Sino-US and Sino-Japan
【摘要】 以中国两个最大贸易伙伴国美国和日本作为双边贸易收支分析的对象国,在向量自回归模型的基础上,运用单位根检验、协整分析、格兰杰因果检验和方差分解等方法对比分析人民币实际汇率对中美和中日双边贸易收支的影响。结果表明:人民币实际汇率对中美、中日贸易收支变动的影响程度并不相同,人民币实际汇率对中日贸易的影响大于其对中美贸易的影响。
【Abstract】 In this paper,we use the two largest trading partners of China,the United States and Japan,and compare the differences of bilateral trade between U.S.and China,Japan and China.The results show that RMB real exchange rate plays different roles in bilateral trade between U.S.and China,Japan and China.The contribution which RMB exchange rate makes to trade balance between Japan and China is greater than the U.S.and China.
【关键词】 实际汇率;
贸易收支;
马歇尔——勒纳条件;
【Key words】 real exchange rate; trade balance; Marshall-Lerner condition;
【Key words】 real exchange rate; trade balance; Marshall-Lerner condition;
【基金】 教育部人文社会科学研究项目"中国金融风险防范问题研究"(10YJA790085)阶段性成果
- 【文献出处】 贵州财经学院学报 ,Journal of Guizhou University of Finance and Economics , 编辑部邮箱 ,2011年03期
- 【分类号】F832.6
- 【被引频次】8
- 【下载频次】342