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日美产业回流政策对我国汇率波动的动态影响--基于TVP-VAR模型的实证研究

The Dynamic Infl uence of the Industrial Return Policy of Japan and the United States on China's Exchange Rate Fluctuation--Empirical Research Based on TVP-VAR Model
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摘要 日美两国产业回流政策的目的是将日美制造产业撤出中国,回流本土以缓解“产业空心化”,或是实现生产基地多元化,从而避免过度依赖中国,2020年新冠肺炎疫情更是加快了这一进程。本文在分析日美产业回流政策对我国汇率波动的理论影响基础上,利用TVP-VAR模型实证研究了日美产业回流政策对我国汇率波动的动态影响机制。 The purpose of the industrial return policy of Japan and the United States is to withdraw the Japanese and American manufacturing industries from China,return to the mainland to alleviate the"industrial hollowing out",or realize the diversification of production bases,so as to avoid over-reliance on China,which was accelerated by the COVID-19 epidemic in 2020.Based on the analysis of the theoretical infl uence of Japan-US industrial return policy on China's exchange rate fl uctuation,this paper empirically studies the dynamic infl uence mechanism of Japan-US industrial return policy on China's exchange rate fl uctuation by using TVP-VAR model.
作者 贾娟琪 车天兵 裴希鹏 王源 白婕 JIA Juanqi;CHE Tianbing;PEI Xipeng;WANG Yuan;BAI Jie
出处 《吉林金融研究》 2021年第7期10-13,37,共5页 Journal of Jilin Financial Research
关键词 产业回流政策 贸易投资 汇率波动 industrial return policy trade and investment exchange rate fl uctuation
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