汇率传递效应与宏观经济冲击对通货膨胀的影响分析被引量：128

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摘要运用递归的VAR模型,本文经验估计了人民币名义有效汇率变动对国内消费者价格指数和工业品出厂价格指数及其分类指数的传递效应;同时考察了其他宏观经济冲击对国内物价水平的影响。结论表明:在我国,汇率的传递效应不显著;汇率变动对工业品出厂价格指数及其分类指数的影响,显著大于对消费者价格指数及其分类指数的影响;不同行业的汇率传递效应存在显著差别;供给冲击是导致工业品价格指数变化的主要因素,而实际需求冲击是导致消费者价格变化的主要因素。

作者封北麟

机构地区北京师范大学经济与工商管理学院

出处《世界经济研究》 CSSCI 北大核心 2006年第12期45-51,共7页 World Economy Studies

关键词汇率传递效应宏观经济冲击通货膨胀

分类号 F832.6 [经济管理—金融学] F822.5 [经济管理—财政学] F224 [经济管理—国民经济]

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参考文献15

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二级参考文献26

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