人民币汇率波动与中国进出口贸易关系的实证研究

赵雪燕; 李国东

人民币汇率波动与中国进出口贸易关系的实证研究

引用本文：赵雪燕,李国东.人民币汇率波动与中国进出口贸易关系的实证研究[J].经济数学,2018,(3):30-36

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作者	单位
赵雪燕,李国东	（新疆财经大学应用数学学院, 新疆乌鲁木齐 830012）

中文摘要:中国进出口贸易的分析与实证，对中国经济的发展与政府相关部门政策的制定有着重要的实用意义.实证分析了人民币汇率与中国进出口贸易的关系、以及中国进口贸易与出口贸易之间的相互影响程度.选择从1994～2017年这 24个年度的时间序列数据作为数据样本，基于Engle-Granger协整分析理论分析变量间的协整关系，建立回归模型；通过格兰杰因果检验，分别阐述了中国出口贸易总额 Y1 、中国进口贸易总额 Y2 、人民币汇率 X 变量间的因果.引入商品价格指数 P ,用于剔除通货膨胀带来的影响.实证分析结果表明：中国的进出口贸易总额与人民币汇率之间存在着单向的因果关系，且中国的进出口贸易总额的变化作用在人民币汇率的变化较为明显，而人民币汇率的变化作在中国的进出口贸易总额上的变化不太明显.贸易进口额变动对贸易出口额的影响结果大于贸易出口额变动对贸易进口额的影响.

中文关键词:国际贸易学人民币汇率协整分析进出口贸易

The Empirical Study on the Fluctuation of RMB Exchange Rate and China's Import and Export Trade Relations

Abstract:The analysis and demonstration of China's import and export trade is of great practical significance to the development of China's economy and the formulation of relevant government policies. Empirically analyzes the relationship between RMB exchange rate and China's import and export trade and the degree of mutual influence between China's import trade and export trade. Selecting the time series data of the 24 years from 1994 to 2017 as data samples, based on Engle-Granger co-integration analysis theory to analyze the co-integration relationship between variables and establish a regression model; Through granger causality test, the results show that the total value of China's export trade is Y1, the total amount of China's import trade is Y2, and the RMB exchange rate X variable is the cause and effect. The introduction of commodity price index P is used to eliminate the impact of inflation. Empirical analysis results show that China's total import and export trade and one-way causal relationship exists between the RMB exchange rate, and the role change of the total amount of China's import and export trade in the exchange rate change is more obvious, and the change of the exchange rate on China's import and export volume of change is not obvious. The effect of the change of trade import volume on the trade value is greater than that of the change of trade value. At the same time, some Suggestions were given to the government according to the conclusion.

keywords:international trade RMB exchange rate co-integration analysis import and export trade

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