人民币名义汇率与中国对欧元区国家出口的关系被引量：7

Relationship between RMB Nominal Exchange Rate and Chinese Export to Euro Region

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摘要本文运用时间序列分析中的单位根检验、Johansen协整检验和误差修正模型,就1999年到2005年间人民币名义汇率变动对中国向欧元区国家出口的影响进行了实证分析。实证结果表明,人民币名义汇率变动对中国向欧元区国家出口贸易的短期影响效果不显著。从长期来看,人民币名义汇率升值可以改善中国对欧元区国家的出口状况,而人民币汇率波动幅度的加大则不利于中国对欧元区国家的出口。 This paper investigates the influence of the change and the volatility of RMB nominal exchange rate on the exports of China to Euro region during 1999 to 2005. The unit- root test, Johansen co - integration test and error- correct model are applied. Results indicate neither the change nor volatility of RMB nominal exchange rote has significant short - run effect on Chinese export to Euro region. In the long period, RMB nominal exchange rate appreciation can improve Chinese export to Euro region. The volatility of RMB nominal exchange rate negatively affect the export to Euro region.

作者宿玉海黄鑫

机构地区华中科技大学经济学院山东财政学院金融学院

出处《财经科学》 CSSCI 北大核心 2006年第4期16-22,共7页 Finance & Economics

基金教育部基金项目"钉住一篮子货币汇率制度研究"(05JA790045)的阶段性研究成果。

关键词人民币名义汇率中国对欧元区出口汇率变动影响 empirical analysis RMB nominal exchange rate Chinese export to euro region

分类号 F832.6 [经济管理—金融学] F752.62 [经济管理—国际贸易]

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参考文献13

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