人民币汇率变动对价格传递效应的差异研究

Research on Difference of Price Transmission Effect with Changing of RMB Exchange Rate

本文主要研究汇率波动对中国三十多个省市物价水平的影响,并分析了可能影响物价水平的诸多因素。从中国样本省市价格水平方面,运用计量经济学模型对人民币汇率波动对中国价格水平的影响差异进行了实证分析,验证了人民币汇率传递的程度与经济开放度有关,并得出了应关注汇率传递差异、积极应对物价变化的结论。

This paper mainly studies how the changing of exchange rate affects price level in different provinces in China,and analyses effect factors.Starting with the aspect of typical prices of several provinces,it demonstrates the difference of price transmission effect with the changing of RMB exchange rate,and then proves out the relationship between the degree of price transmission and the degree of economy open.Finally,it draws the following conclusions：concerning the difference of exchange rate transmission and responding positively to the change of goods price.