摘要
运用协整分析及ARDL分布滞后模型从长期和短期较为准确地估计出口商在人民币汇率升值影响下对国内出口价格的调整程度,进一步分析出口商品的汇率传递弹性,以恰当地评估人民币汇率升值对不同类型出口商品价格的影响差异以及对该出口行业的影响,为我国制定合适的产业政策及贸易政策提供相关建议。
This paper makes a relatively accurate estimation about exporter＇s adjustments of export prices under RMB appreciation influence in long and short term by using cointegration analysis and ARDL distributed lag model, and goes further to study exported commodities＇ exchange rate flexibilities of pass-through to properly assess the differences of the effects of RMB appreciation on different types of exported commodities and on various industries, and finally proposes some suggestions.
出处
《价格月刊》
北大核心
2012年第7期76-79,86,共5页
关键词
汇率传递
协整
ARDL分布滞后模型
exchange rate pass through cointegration ARDL distributed lag model
