匯率傳遞與出口商品策略定價能力研究——基于面板隨機系數模型的分析
發(fā)布時間:2018-04-29 11:23
本文選題:匯率傳遞 + 策略定價; 參考:《中國經濟問題》2012年02期
【摘要】:本文從出口企業(yè)定價的微觀視角出發(fā),選取廣東省2005-2010年出口商品月度數據,通過采用面板隨機系數模型對HS分類商品進行了細分行業(yè)的實證研究。研究表明:廣東省分行業(yè)出口商品在面對人民幣升值時,匯率傳遞有較大差異;具有比較優(yōu)勢的勞動密集型行業(yè)存在匯率過度傳遞現象,出口商具有超強的策略定價能力,在國際市場中,面對人民幣升值時,有提高出口價格的能力;對于不具有比較優(yōu)勢的技術含量較高的行業(yè),則存在逆?zhèn)鬟f的現象,出口商在面對人民幣升值時,通過降低出口價格來維持其在國際市場上的競爭力和市場份額;大多數行業(yè)介于這兩者之中,人民幣匯率的出口價格傳遞呈現不完全傳遞的狀態(tài)。
[Abstract]:From the micro perspective of export enterprise pricing, this paper selects the monthly data of export commodities from 2005 to 2010 in Guangdong Province, and makes an empirical study on the classification industry of HS by using the panel stochastic coefficient model. The results show that there are great differences in exchange rate transmission in the face of RMB appreciation in export commodities of Guangdong province, the phenomenon of excessive exchange rate transmission exists in labor-intensive industries with comparative advantage, and exporters have strong strategic pricing ability. In the international market, in the face of RMB appreciation, there is the ability to raise export prices; for industries with high technological content that do not have comparative advantage, there is a phenomenon of reverse transfer. When exporters face the appreciation of the RMB, By reducing export prices to maintain its competitiveness and market share in the international market; most industries are between the two, and the export price transmission of RMB exchange rate is incomplete.
【作者單位】: 中山大學;
【基金】:廣東省普通高校人文社會科學重點研究基地重大項目“人民幣匯率價格傳遞對廣東省進出口的影響”(09JDXM79019)
【分類號】:F224;F832.6;F752.62
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相關碩士學位論文 前2條
1 NALANE LEFEELA JOSEPH(立夫拉);南非匯率變化對進口價格和CPI波動的影響[D];黑龍江大學;2010年
2 葛娟;通貨膨脹環(huán)境視角下人民幣匯率傳遞效應研究[D];新疆財經大學;2011年
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