| 人民币汇率与我国国际收支的相关性分析 |
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| 引用本文： | 陈淑平.人民币汇率与我国国际收支的相关性分析[J].宁波职业技术学院学报,2008,12(6):69-72. |
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| 作者姓名： | 陈淑平 |
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| 作者单位： | 中国工商银行宁波分行,浙江,宁波,315000 |
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| 摘 要： | 汇率波动是否会影响国际收支，从文献资料看，不存在统一的观点。利用2005年汇率改革后的月度数据，运用协整检验和格兰杰检验来考察人民币汇率波动和国际收支的关系，从实证结果看：人民币汇率的变动对净出口、外汇储备的作用并不显著，两者之间不存在短期的均衡关系。但汇率与出口、进口存在单向因果关系。
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| 关 键 词： | 净出口 外汇储备 协整检验 格兰杰检验 |
A positivist research on the relationship between exchange rate and balance of payment |
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| CHEN Shu-ping.A positivist research on the relationship between exchange rate and balance of payment[J].Journal of Ningbo Polytechnic,2008,12(6):69-72. |
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| Authors: | CHEN Shu-ping |
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| Institution: | CHEN Shu-ping(Ningbo Industrial , commercial Bank of China branch,Ningbo 315000,China) |
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| Abstract: | Whether the exchange rate can influence the balance of payment,there have not uniform views from the literature review.This paper using Cointegration test and Granger test to investigate the relationship between exchange rate and balance of payment,according to the monthly data after the exchange rate reform in 2005.The positivist conclusion is that the exchange rate have no effect on the net export and foreign exchange,no long-term balanced relationship between the two parties.But the exchange rate volatil... |
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| Keywords: | Net export Foreign exchange Cointegration test Granger test |
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