本文選題：經(jīng)濟(jì)增長(zhǎng) + 人民幣匯率��； 參考：《統(tǒng)計(jì)與決策》2017年09期

【摘要】：文章應(yīng)用基于MCMC模擬的TVP-VAR-SV模型分析了中國(guó)2000年第一季度至2015年第三季度間經(jīng)濟(jì)增長(zhǎng)、人民幣匯率以及國(guó)際收支之間的動(dòng)態(tài)關(guān)聯(lián)性。主要結(jié)論如下:首先,中國(guó)匯率和國(guó)際收支沖擊對(duì)經(jīng)濟(jì)增長(zhǎng)產(chǎn)生了越來越嚴(yán)重的負(fù)面影響,特別是2007年之后影響加大,是中國(guó)經(jīng)濟(jì)進(jìn)入新常態(tài)的重要原因;其次,經(jīng)濟(jì)增長(zhǎng)沖擊可以解釋樣本時(shí)段內(nèi)人民幣匯率的升值趨勢(shì),說明人民幣匯率升值受我國(guó)經(jīng)濟(jì)基本面的影響明顯,但是國(guó)際收支沖擊對(duì)匯率波動(dòng)的影響與傳統(tǒng)的理論結(jié)論并不一致;最后,中國(guó)經(jīng)濟(jì)增長(zhǎng)沖擊可以解釋樣本時(shí)段內(nèi)國(guó)際收支長(zhǎng)期的"雙順差",而匯率沖擊會(huì)使得國(guó)際收支出現(xiàn)逆差。
[Abstract]:This paper analyzes the dynamic correlation among China's economic growth, RMB exchange rate and balance of payments from the first quarter of 2000 to the third quarter of 2015 by using the TVP-VAR-SV model based on MCMC simulation. The main conclusions are as follows: first, China's exchange rate and international balance of payments shocks have more and more serious negative impact on economic growth, especially after 2007, which is an important reason for China's economy to enter the new normal. The impact of economic growth can explain the appreciation trend of the RMB exchange rate in the sample period, indicating that the appreciation of the RMB exchange rate is obviously influenced by the economic fundamentals of our country. However, the impact of balance-of-payments shocks on exchange rate fluctuations is inconsistent with traditional theoretical conclusions. China's economic growth shock can explain the long-term "double surplus" of the international balance of payments in the sample period, while the exchange rate shock will cause the balance of payments deficit.
【作者單位】： 蘇州大學(xué)商學(xué)院;
【基金】：國(guó)家社會(huì)科學(xué)基金資助項(xiàng)目(13CJL030) 上海市哲學(xué)社會(huì)科學(xué)規(guī)劃課題(2012EJL001)
【分類號(hào)】：F124.1;F832.6

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