期刊文献+

人民币汇率对山东省价格传递效应的实证分析 被引量:1

下载PDF
导出
摘要 本文运用VAR模型估算了人民币有效汇率变动对山东省工业品出厂价格指数和消费价格指数的传递效应。结果表明,人民币有效汇率变动对于山东省价格指数的冲击程度很小,且对山东省消费价格水平的冲击程度低于全国水平,但传递速度高于全国水平。结论是,人民币汇率对山东省价格的传递效应不完全,不存在"支出转换"效应;影响山东省消费价格指数的主要金融因素仍是货币供应量。
出处 《济南金融》 2007年第12期46-48,51,共4页 Jinan Finance
  • 相关文献

二级参考文献46

  • 1刘英,郑平.汇率传递与我国的汇率制度选择[J].云南财贸学院学报,2004,20(6):28-32. 被引量:3
  • 2赵大平.汇率传递及其对贸易平衡的影响[J].世界经济研究,2005(9):37-40. 被引量:15
  • 3Krugman,Paul. Pricing to market when the exchange rate changes[R]. NBER Working Paper No. 1926, May, 1986.
  • 4Bu Yongxiang,Rod Tyers. China's equilibrium real exchange rate: A counterfactual analysis[R]. Working Papers in Economics and Econometrics No. 390 , Australian National University, February 2001.
  • 5Choudhri, Ehsan U, Hamid Faruqee, Dalia S Hakura. Explaining the exchange passthrough in different prices[R]. IMF Working Paper 02/224 ,December,2002.
  • 6Dixit, Avinash. Hysteresis, import penetration, and exchange rate pass-through [J].Quarterly Journal of Economics, 1989,104 (2) : 205-228.
  • 7Dombusch, Rudiger. Exchange rate and price[J]. American Economic Review, 1987,77 (3):83-106.
  • 8Goldberg, Pinelopi, Michael Knetter. Goods prices and exchange rates: What have we learned? [J]. Journal of Economic Literature, 1997,35 : 1243-1292.
  • 9José Manuel Campa, Linda S Goldberg,José M González-Minguez. Exchangerate pass-through to import prices in the EURO area[R]. NBER Working Paper,No. 11632,September, 2005.
  • 10Kenneth A Froot, Paul D Klemperer. Exchange rate pass-through when market share matters[J]. The American Economic Review, 1989,79, (4): 637-654.

同被引文献36

  • 1汪中兴.人民币汇率变动与价格传递效应问题探究——基于河南省的实证分析[J].金融发展评论,2012(4):141-148. 被引量:2
  • 2毕玉江,朱钟棣.人民币汇率变动的价格传递效应——基于协整与误差修正模型的实证研究[J].财经研究,2006,32(7):53-62. 被引量:185
  • 3封北麟.汇率传递效应与宏观经济冲击对通货膨胀的影响分析[J].世界经济研究,2006(12):45-51. 被引量:128
  • 4Mordechai E.Kreinin. The Effect of Exchange Rate Changes on the Prices and Volume of Foreign Trade[A].1997.297-329.
  • 5Jeenvan Kumar Khunderkpam. Economic Reforms and Exchange Rate Pass-Through to Domestic Prices in India.BIS Working Papers No.225[R].2007.
  • 6Jonathan McCarthy. Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economics.BIS Working Papers No.79[R].1999.
  • 7Ashok Bhundia. An Empirical Investigation of Exchange Rate Pass-Through in South Africa.IMF Working Paper WP/02/165[R].2002.
  • 8John Beirne,Martin Bijsterbosch. Exchange Rate Pass-Through in Central and Eastern European EU Member States.European Central Bank Working Paper No.1120[R].2009.
  • 9Won Joong Kim,Shawkat Hammoudeh. Impacts of Global and Domestic Shocks on Inflation and Economic Growth for Actual and Potential GCC Member Countries[J].{H}International Review of Economics and Finance,2013,(06):298-317.
  • 10Brigitte Granville,Sushanta Mallick,Ning Zeng. Chinese Exchange Rate and Price Effects on G3 Import Prices[J].Journal of Asian Economics,2011,(06):427-440.

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部