| 人民币实际有效汇率变动对我国机电产品进出口影响的实证分析 |
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| 引用本文： | 胡晓群.人民币实际有效汇率变动对我国机电产品进出口影响的实证分析[J].数学的实践与认识,2007,37(6):18-23. |
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| 作者姓名： | 胡晓群 |
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| 作者单位： | 中国科学院数学与系统科学研究院,北京,100080 |
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| 摘 要： | 从实证的角度,采用协整分析方法研究了1985~2004年人民币实际有效汇率变动对我国机电产品进出口的影响.实证研究结果表明,人民币实际有效汇率对我国机电产品进出口均有显著影响,但是对进口的影响作用更大;相比汇率弹性,我国机电产品的出口对国外实际收入变化的敏感性要强,而其进口对人民币实际有效汇率变化的敏感性要强于对国内实际收入变化的敏感性.
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| 关 键 词： | 人民币实际有效汇率 单位根检验 Johansen协整检验 进出口 |
| 修稿时间： | 2006年1月23日 |
The Empirical Analysis about the Impact of RMB Real Effective Exchange Rate on Machinery & Electronic Products |
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| HU Xiao-qun.The Empirical Analysis about the Impact of RMB Real Effective Exchange Rate on Machinery & Electronic Products[J].Mathematics in Practice and Theory,2007,37(6):18-23. |
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| Authors: | HU Xiao-qun |
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| Abstract: | This paper studies the impact of RMB real effective exchange rate on machine & electronic products during 1985 to 2004 from empirical perspective by co-integration test.The result shows that there is characteristics impact of RMB real effective exchange rate on machine & electronic products.Compared to the elasticity of exchange rate,the export of machinery & electronic products is sensitive to the change of real income of abroad,but the import is more sensitive to the real effective exchange rate than to the change of real income at home. |
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| Keywords: | RMB real effective exchange rate unit root test ADF test Johansen co-integration test import & export |
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