汇率变动对国内物价传递的实证研究文献述评

Literature Review of Empirical Research on Exchange Rate Pass-Through to Domestic Prices

汇率对物价的传递是国际金融研究的重要问题之一。由于衡量物价水平的指数有许多,如进口价格、生产者价格、消费者价格及其分类指数等,故可以采取不同数量、种类的物价指数,运用多种实证研究方法,实现不同的研究目的,进而得到丰富的汇率传递研究结果。在梳理国内外实证研究汇率对物价传递研究成果的基础上,指出现有研究中存在的问题,据此提出未来研究的新方向。

Exchange rate pass-through to price is one of the important international financial issues. Sice there are vari- ous price indices such as import price, producer price and consumer price and its category indices, therefore differentamounts and kinds of price indices could be employed and several types of empirical analysis methods be applied in the aim of achieving different research purpose and getting lavish results of exchange rate pass-through research. On the basis of reviewing empirical research results of exchange rate pass-through from home and abroad, the papetpoints out present problems as well as the new direction for future research.