摘要
汇率是一个国家进行国际经济活动时最重要的综合性价格指标,它的变动对一国出口贸易有深刻的影响。在人民币汇率不断升值的背景下,为了避免汇率改革的影响,文章选取了2005年7月至2010年6月的月度数据作为研究样本,利用协整检验和回归分析,验证了人民币汇率对我国出口贸易的影响。结果表明,人民币实际有效汇率与我国出口贸易存在正相关性,这一结果也与我国的出口退税政策以及我国的贸易结构等很多因素有很大的关联,并且,在以上分析的基础上提出了可行性的建议。
As an important comprehensive price index in the international economic activities, fluctuations of exchange rate have profound effect on a country＇ s export. Owing to the appreciation of RMB and in order to avoid the influence of exchange rate reform, we choose the monthly data of RMB from July 2005 to June 2010, and we are to use the co-integration test as well as the regression analysis to verify the influence of RMB exchange rate on China＇ s export. The result shows that the real effective exchange rate is positively correlated with China＇ s export. Besides, the result is also highly correlated with China＇ s export tax refund policy, China＇ s trade structure and many other factors. Some applicable propositions are submitted based on the analysis.
出处
《山东财政学院学报》
2012年第6期70-77,共8页
Journal of Shandong Finance Institute
基金
山东省社会科学规划项目"山东省产业安全预警决策系统研究"(09CJG29)
山东省高校科研发展计划项目"金融危机背景下我国贸易政策体系优化研究"(J11WF07)
关键词
人民币升值
出口贸易
协整检验
the appreciation of the RMB
export trade
co-integration test
