汇率传递与出口商品策略定价能力研究——基于面板随机系数模型的分析

发布时间：2018-04-29 11:23

本文选题：汇率传递 + 策略定价　；参考：《中国经济问题》2012年02期

【摘要】：本文从出口企业定价的微观视角出发,选取广东省2005-2010年出口商品月度数据,通过采用面板随机系数模型对HS分类商品进行了细分行业的实证研究。研究表明:广东省分行业出口商品在面对人民币升值时,汇率传递有较大差异;具有比较优势的劳动密集型行业存在汇率过度传递现象,出口商具有超强的策略定价能力,在国际市场中,面对人民币升值时,有提高出口价格的能力;对于不具有比较优势的技术含量较高的行业,则存在逆传递的现象,出口商在面对人民币升值时,通过降低出口价格来维持其在国际市场上的竞争力和市场份额;大多数行业介于这两者之中,人民币汇率的出口价格传递呈现不完全传递的状态。
[Abstract]:From the micro perspective of export enterprise pricing, this paper selects the monthly data of export commodities from 2005 to 2010 in Guangdong Province, and makes an empirical study on the classification industry of HS by using the panel stochastic coefficient model. The results show that there are great differences in exchange rate transmission in the face of RMB appreciation in export commodities of Guangdong province, the phenomenon of excessive exchange rate transmission exists in labor-intensive industries with comparative advantage, and exporters have strong strategic pricing ability. In the international market, in the face of RMB appreciation, there is the ability to raise export prices; for industries with high technological content that do not have comparative advantage, there is a phenomenon of reverse transfer. When exporters face the appreciation of the RMB, By reducing export prices to maintain its competitiveness and market share in the international market; most industries are between the two, and the export price transmission of RMB exchange rate is incomplete.
【作者单位】：中山大学;
【基金】：广东省普通高校人文社会科学重点研究基地重大项目“人民币汇率价格传递对广东省进出口的影响”(09JDXM79019)
【分类号】：F224;F832.6;F752.62

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