汇率价格传递、需求价格弹性和中国的贸易收支

发布时间：2018-04-17 05:24

本文选题：名义有效汇率 + 人民币对美元名义汇率　；参考：《中南财经政法大学学报》2014年06期

【摘要】：名义汇率改善贸易收支要受人民币对美元汇率价格传递的弹性、美元名义有效汇率传递弹性和进出口需求价格弹性的共同影响。实证研究显示,在2005年7月汇改前,汇率的进出口价值受美元汇率指数传递和需求价格弹性的影响较大,修正的马歇尔—勒纳条件不成立;在汇改后,进出口价值受人民币对美元汇率传递和需求价格弹性影响较大,修正的马歇尔—勒纳条件成立;而在1996年10月至2013年6月汇率的出口价值受人民币对美元汇率和需求价格弹性影响较大,进口价值受美元有效汇率和需求价格弹性影响较大,修正的马歇尔—勒纳条件不成立。
[Abstract]:The nominal exchange rate to improve the trade balance is affected by the elasticity of the RMB exchange rate to the dollar exchange rate, the nominal effective dollar exchange rate transfer elasticity and the import and export demand price elasticity.The empirical study shows that before the exchange rate reform in July 2005, the import and export value of the exchange rate was greatly affected by the transfer of the US dollar exchange rate index and the elasticity of demand prices, and the modified Marshall-Lerner condition was not established.The value of import and export is greatly affected by RMB exchange rate transfer to US dollar and price elasticity of demand, so the modified Marshall-Lerner condition is established.From October 1996 to June 2013, the export value of the exchange rate was greatly affected by the RMB exchange rate and demand price elasticity, and the import value was greatly affected by the dollar effective exchange rate and demand price elasticity, and the modified Marshall-Lerner condition was not established.
【作者单位】：复旦大学国际金融系;上海期货交易所;
【基金】：国家自然科学基金资助项目“人民币实际有效汇率和参考一篮子货币最优权重的选取”(71173042) 上海市教委科研创新重点资助项目“人民币汇率参考篮子货币调整的弹性测度及波动研究”(13ZS010)
【分类号】：F832.6;F752

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