人民币汇率变动对安徽省蜂蜜出口影响的实证分析

Empirical Analysis on the Effect of RMB Exchange Rate's Alteration on the Export of Honey in Anhui Province

文章基于VAR估计模型,选取2005年汇改之后至2014年的季度数据,采用Johansen协整检验实证考察人民币汇率水平及其波动对安徽省蜂蜜出口的长期影响,再通过VEC误差修正模型估计人民币汇率水平及其波动对安徽省蜂蜜出口的短期影响。结果显示:人民币升值在长期和短期内对安徽省蜂蜜出口均有显著的不利的影响,而其波动对出口有影响,显著性一般;因此,保证人民币币值稳定、增加对蜂蜜出口的支持力度和提高安徽省蜂蜜出口企业的国际竞争力是增加出口的有力举措。

Based on the VAR estimation model, this paper selects the quarterly data from 2005 after the exchange rate reform to 2014. It adopts the Johansen co-integration test to make empirical survey on the long-term influences of the level of RMB exchange rate and its fluctuation on the honey export of Anhui Province. The result shows： RMB appreciation exerts negative influences on the honey export of Anhui Province in both long term and short term and the RMB fluctuation affects export with ordinary significance; therefore, guarantying the stability of RMB currency value, enhancing the support for honey export and strengthening the international competitiveness of honey export enterprises in Anhui Province serve as effective measures in increasing exports.