人民币实际有效汇率水平对福建省农产品出口的影响——基于结构突变模型的实证分析  

The impact of RMB real effective exchange rate levels on Fujian′s agricultural exports——an empirical analysis based on structural break model

作　　者：李伟[1] 林筱文[1] 宋保庆[1] 

机构地区：[1]福州大学管理学院统计系,福建福州350002

出　　处：《台湾农业探索》2011年第1期34-38,共5页Taiwan Agricultural Research

摘　　要：汇率是调节经济的重要杠杆,是影响对外贸易的重要因素。本文综合考虑了金融危机前后国外收入巨变的情况,通过构建结构突变模型采用福建省农产品月度出口数据进行实证研究。结果表明,在金融危机前后实际汇率变动对福建省农产品出口产生微弱的正向冲击,长期存在协整关系,分析其原因主要是受国外物价和国外收入水平的影响。The exchange rate is an important lever for regulating the economy,and an important factor affecting the foreign trade.By considering the changes in income of foreign countries before and after the financial crisis,this paper employed the structural break model to estimate the impact of RMB real effective exchange rate levels on Fujian′s agricultural exports using monthly export data of Fujian agricultural products.The results show that changes in real effective exchange rate before and after the financial crisis have a weak positive impact on Fujian′s agricultural products exports,and between them there is long-term cointegration relationship.According to the analysis,these are mainly aftected by the income and price level of foreign countries.

关 键 词：实际汇率 农产品出口 结构突变 误差修正模型 

分 类 号：F224[经济管理—国民经济] F832.6F752.62