人民币实际有效汇率变动对江西省加工贸易影响的实证分析

Empirical Analysis of Relationship between Real Effective Exchange Rate of RMB and Processing Trade in Jiangxi Province

自2005年以来,人民币一直面临着升值的巨大压力,作为影响进出口贸易的主要因素,人民币升值也必将对江西省加工贸易的进出口产生重大的影响。文章运用协整分析和格兰杰因果检验,并建立回归模型等计量经济学方法,对我国人民币实际有效汇率指数与江西省加工贸易进出口的关系分别进行了分析,得出的结论是:人民币实际有效汇率变化对加工贸易进出口影响是具有弹性的。

Since 2005, RMB has been facing enormous pressure to appreciate. As an important factor that affects the import and export, RMB appreciation will have great influence on processing trade in Jiangxi province. Some econometric analysis methods such as Granger causality test, co-integration and regress model are used to analyze the relationship between the real effective exchange rate index of RMB and the processing trade in Jiangxi province. It is finally concluded that real effective exchange rate has elastic influence on the import-export of processing trade.