汇率冲击对我国贸易出口价格影响研究

Research on the Impact of Exchange Rate Shock on China’s Trade Export Price

文章根据厂商的依市定价行为理论,在垄断竞争市场下建立了汇率冲击对出口价格影响的理论模型,得出结论:汇率变动、生产成本、竞争者价格和目标国家的总需求是影响出口价格的主要因素。并通过建立VAR模型将其理论应用于实证,结果表明:汇率与出口价格存在着长期均衡关系,并且可知我国汇率传递效应系数为0.32014,即汇率对出口价格的传递效应是不完全传递,并对其他影响因素作了分析。在此研究基础上,从宏观和微观两个角度对汇率及出口产品为我国政府和厂商提出了相关建议。

According to the theory of pricing-to-market, this paper establishes a theoretical model of the impact of exchange rate shock on export prices in the monopolistic competition market, and arrival at a conclusion: exchange rate changes, production costs, competitor prices and total demand of target countries are the main factors affecting export prices. And through the establishment of VAR model to apply its theory to the empirical, the results show that there is a long-term equilibrium relationship between exchange rate and export price, and we can know that the coefficient of exchange rate effect of China is 0.32014, that is, the transmission effect of exchange rate on export price is not completely transmitted, but also Other influencing factors were analyzed. On the basis of this research, this paper puts forward relevant suggestions for the Chinese government and manufacturers on the exchange rate and export products from both macro and micro perspectives.