中国大陆进出口行业汇率弹性及其受资本密集度的影响

发布时间：2018-04-05 11:05

本文选题：进出口汇率弹性　切入点：面板数据模型　出处：《清华大学学报(自然科学版)》2012年06期

【摘要】：该文使用中国海关进出口商品的面板数据研究了人民币实际有效汇率对中国大陆进出口相关行业贸易值的影响,即行业进出口的汇率弹性,并在测算中控制了国内外GDP的可能影响;在此基础上,该文针对不同行业进出口汇率弹性的差异,进一步分析了资本密集度对行业进出口汇率弹性的影响。结果表明:2002至2010年间18个行业大类的进出口汇率弹性均为负值,即人民币升值会对中国大陆外贸相关行业的出口和进口同时造成负面影响;进出口行业汇率弹性存在较大差异,行业的资本密集度越高,进出口受人民币升值的负面影响越大,资本劳动比率每上升1个标准差,进出口汇率弹性的绝对值会分别增加0.388和0.741。
[Abstract]:Using panel data of Chinese customs import and export commodities, this paper studies the impact of the real effective exchange rate of RMB on the trade value of import and export related industries in mainland China, that is, the exchange rate elasticity of industry import and export.On the basis of this, the paper further analyzes the influence of capital intensity on the exchange rate elasticity of import and export in view of the difference of exchange rate elasticity between different industries.The results show that the exchange rate elasticity of import and export of the 18 major industries is negative from 2002 to 2010, that is, the appreciation of RMB will have a negative impact on the export and import of mainland China's foreign trade related industries, and the exchange rate elasticity of import and export industries has great differences.The higher the capital intensity of the industry, the greater the negative impact of RMB appreciation on imports and exports. For each increase in the capital labor ratio by one standard deviation, the absolute value of the exchange rate elasticity of import and export will increase by 0.388 and 0.741respectively.
【作者单位】：清华大学经济管理学院;清华大学物理系;
【基金】：国家自然科学基金资助项目(71041017)
【分类号】：F752.6;F832.6

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