汇改后中国出口价格传递弹性的实证分析

发布时间：2018-04-23 02:36

本文选题：汇改 + 出口价格　；参考：《经济问题探索》2014年05期

【摘要】：汇率传递是汇率变动与其经济影响的中间环节。出口价格的传递弹性在很大程度上决定了汇率变动对出口的影响大小。本文在国际贸易标准分类一位数基础上,利用分布滞后模型和协整研究了2005年新一轮汇改后中国出口价格的传递弹性。结果显示,中国出口价格在长期内存在明显的不完传递现象,传递弹性略大于0.5。此外,传递弹性在不同产品间差别较大,在国际市场上竞争力较强的产品,转嫁人民币升值成本的能力也较强,其传递弹性比较大。这些结论为人民币汇率体制进一步改革以及稳定出口增长提供了一些重要参考。
[Abstract]:Exchange rate transmission is the intermediate link between exchange rate change and its economic influence. The transfer elasticity of export price determines to a great extent the influence of exchange rate change on export. Based on the single-digit standard classification of international trade, this paper studies the transfer elasticity of China's export price after the new round of foreign exchange reform in 2005 by using the distributed lag model and cointegration. The results show that the export price of China has an obvious phenomenon of incomplete transmission in the long run, and the transfer elasticity is slightly greater than 0.5. In addition, the transfer elasticity varies greatly among different products, and the ability of transferring RMB appreciation cost is also stronger for the products with strong competitiveness in the international market, and the transfer elasticity is relatively large. These conclusions provide some important references for the further reform of RMB exchange rate system and the stabilization of export growth.
【作者单位】：南京大学;南京财经大学;
【基金】：国家社会科学基金“低碳经济下提升我国制造业贸易竞争力研究”(批准号:11CJY045)和“我国碳生产率的估算、预测及任务分解研究”(批准号:12CJY008) 江苏高校优势学科建设工程资助项目(PAPD) 中国博士后基金项目“低碳贸易壁垒、出口冲击与中国制造业贸易安全”(批准号:2013M531301)联合资助
【分类号】：F752.62;F832.6

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