人民币汇率波动对山东省外贸影响的实证研究  

The Empirical Analysis of the Influence of Foreign Exchange Rate on Foreign Trade of Shandong Province

作　　者：王玉华[1] 惠晓峰[1] 

机构地区：[1]哈尔滨工业大学,哈尔滨150001

出　　处：《工业技术经济》2011年第8期120-133,共14页Journal of Industrial Technological Economics

基　　金：国家自然科学基金项目(项目编号:7077328)资助

摘　　要：本文采用理论与实证相结合的方法,对2000年以来山东省进出口贸易额变动与全省实际有效汇率的波动进行分季度数据采样和整理,并在此基础上构建山东省对外贸易的长期均衡模型,分析汇率、国内外需求等因素对山东省进出口的实际影响。通过实证研究认为,长期内汇率是影响山东省进出口贸易的显著因素;此外,从长期来看,贸易惯性增长也是引起山东省出口增加的一个因素。总的来看,山东省贸易波动符合马歇尔—勒纳条件,且存在明显的J曲线效应。从贸易伙伴国看,山东省不同贸易伙伴国的双边贸易影响因素有较大差异。In order to analyze the Influence d foreign exchange rate, domestic and foreign demand on foreign trade of Shandong Province, this paper uses both the theoretical and empirical ways, collects the data of the fluctuation of foreign trade, real effective exchange rate since 2000, and builds a long- term equilibrium model on it. From the empirical research, the authors suggest that in the long term, foreign exchange rate plays an important role on the value of impart and export of Shandong Province, so does the Inertial growth of trade. On the whole, the fluctuation of foreign trade of Shandong Province is in line with the Marshall- Lemer condition, and exists significant J- Curve Effect. Different factors effect the bilateral trade between Shandong Province and its trading partners.

关 键 词：实际有效汇率 进出口贸易 实证分析 

分 类 号：F752.8[经济管理—国际贸易]