【摘要】：近年來(lái)數(shù)據(jù)顯示,中國(guó)機(jī)電行業(yè)在各行業(yè)進(jìn)口總額中占有最大的比例,而行業(yè)進(jìn)口量又受到匯率變動(dòng)的影響,因此匯率微小的變動(dòng)都將對(duì)機(jī)電行業(yè)造成巨大的影響,為了探究匯率錯(cuò)位及波動(dòng)對(duì)機(jī)電行業(yè)進(jìn)口的具體影響程度,利用2000-2016年相關(guān)經(jīng)濟(jì)變量的季度數(shù)據(jù),通過(guò)建立Garch模型、協(xié)整方程并結(jié)合BEER實(shí)際匯率測(cè)算方法,得到了相關(guān)時(shí)間段人民幣匯率錯(cuò)位和波動(dòng)的季度數(shù)據(jù),研究發(fā)現(xiàn)人民幣匯率錯(cuò)位呈現(xiàn)出正負(fù)交替的現(xiàn)象,其數(shù)值在全球金融危機(jī)期間達(dá)到最大,從而表明不同的匯率錯(cuò)位程度對(duì)不同時(shí)期經(jīng)濟(jì)沖擊的具體反應(yīng)。此外,本文將匯率錯(cuò)位及波動(dòng)加入進(jìn)口方程式,拓展了傳統(tǒng)的進(jìn)口方程,并在此基礎(chǔ)上研究了匯率錯(cuò)位及波動(dòng)對(duì)機(jī)電行業(yè)進(jìn)口量的影響,結(jié)果發(fā)現(xiàn)兩者對(duì)機(jī)電行業(yè)進(jìn)口量有著顯著的負(fù)面影響。
[Abstract]:Data in recent years show that China's mechanical and electrical industry accounts for the largest proportion of the total imports of various industries, and the volume of industry imports is affected by exchange rate changes, so small changes in exchange rates will have a great impact on the machinery and electrical industry. In order to investigate the specific influence of exchange rate dislocation and fluctuation on the import of mechanical and electrical industry, using the quarterly data of relevant economic variables from 2000 to 2016, this paper establishes Garch model, cointegration equation and BEER real exchange rate calculation method. The quarterly data of RMB exchange rate dislocation and fluctuation in relevant time period are obtained. The study finds that RMB exchange rate misalignment shows a positive or negative alternation, and its value reaches its maximum during the global financial crisis. This shows that different exchange rate misalignment degree of economic shocks in different periods of specific response. In addition, the exchange rate dislocation and fluctuation are added to the import equation, and the traditional import equation is extended. On this basis, the influence of exchange rate dislocation and fluctuation on the import volume of mechanical and electrical industry is studied. The results show that both of them have a significant negative impact on the import volume of electromechanical industry.
【作者單位】： 南開(kāi)大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】：教育部人文社會(huì)科學(xué)研究一般項(xiàng)目“跨太平洋伙伴關(guān)系協(xié)定的演進(jìn)及其對(duì)東亞區(qū)域經(jīng)濟(jì)一體化的影響”(項(xiàng)目編號(hào):13YJCGJW007)的階段性成果
【分類(lèi)號(hào)】：F426.61;F752.61;F832.6
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本文編號(hào)：2239088