摘要
自2005年7月人民币汇率制度改革至今,人民币对美元汇率不断升值.人民币的汇率升值作为一种对国内及国际经济的调节方式,对各行业经济发展的影响应该都是巨大的,尤其是对进出口的影响更是首当其中.基于2005年1月—2008年3月进出口、人民币对美元、欧元汇率等各项指标数据和VAR模型,得到了人民币汇率与进出口关系的向量误差修正模型,很好地解释了汇率变化对我国进出口行业的影响.
Since the RMB exchange rate system reformed in July 2005, the RMB exchange rate against the dollar continues to appreciate. As a regulating means of domestic and international economic, the appreciation of the RMB exchange rate has great impact on the economic development of the industries, the first of which is the import and export in particular. Based on the data of the import and export, the RMB against the dollar, the euro exchange rate from January 2005 to March 2008 and VAR model, this paper establishes a Vector Error Correction model of the relations between the RMB exchange rate and the import and export, which is a good explanation of the effects of the fluctuation exchange rate on the domestic import and export sectors.
出处
《数学的实践与认识》
CSCD
北大核心
2008年第21期71-77,共7页
Mathematics in Practice and Theory
基金
北京市自然科学基金资助项目(1052007)
关键词
汇率
进出口
单位根检验
协整
exchange rate
import and export
unit root test
cointegration
