人民币汇率变动对我国对外投资的影响研究

喻旭兰; 刘博

人民币汇率变动对我国对外投资的影响研究

引用本文：喻旭兰，刘博.人民币汇率变动对我国对外投资的影响研究[J].经济数学,2016,(4):44-49

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作者	单位
喻旭兰，刘博	（1．湖南大学金融与统计学院，湖南长沙4100822．平安银行长沙分行，湖南长沙410000）

中文摘要:通过GARCH模型和动态面板模型，对人民币汇率变动对我国对外直接投资的影响进行了实证分析.结果表明：在长期内，人民币汇率无论是汇率水平变化还是汇率波动都对我国对外直接投资存在影响，人民币升值，我国对外直接投资增加；汇率波动幅度越大，我国对外直接投资也会增加.

中文关键词:人民币汇率对外直接投资动态GMM

The Impact of RMB Exchange Rate Fluctuation on China’s Outward Foreign Investment

Abstract:The impact of the RMB exchange rate fluctuations on China's foreign direct investment was empirically analyzed by GARCH model and dynamic panel data model. The results show that,in the long term, the RMB exchange rate, whether it is the exchange rate or exchange rate fluctuations, has an impact on China's foreign direct investment. when RMB appreciates, China's foreign direct investment increases;the greater the exchange rate fluctuations,the increase China's foreign direct investment.

keywords:RMB exchange rate outward foreign direct investment dynamic GMM

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