人民币汇率变动对安徽省蔬菜出口影响的实证研究

Empirical Analysis on the Effect of RMB Exchange Rate’s Alteration on the Export of Vegetables in Anhui Province

选取2000—2017年相关数据,基于VAR估计模型,采用Johansen协整检验就人民币汇率变动对安徽省蔬菜出口的长期影响进行实证研究,再运用VEC误差修正模型就人民币汇率变动对安徽省蔬菜出口的短期影响进行估计。结果显示:人民币汇率变动在长期和短期均对安徽省蔬菜出口影响显著。并在此基础上提出针对性建议:使用金融工具,防范汇率风险;提高出口蔬菜的国际竞争力。

Adopting the data from 2000 to 2017and based on the VAR estimation model,the paper uses Johansen co-integration test to make empirical survey on the long-term influences of RMB exchange rate fluctuation on vegetables exports of Anhui Province,then applies vector correction model to estimate the short-term influences of RMB exchange rate fluctuation on vegetables exports of Anhui Province.The result shows that there are significant influences of RMB exchange rate alteration on vegetables exports of Anhui Province from both long-term and short-term angles.On this basis,the paper puts forward specific suggestions:using financial instruments to prevent from exchange rate risks,and improving the international competitiveness of export vegetables.