基于事件研究法的汇制改革对我国出口贸易影响的实证研究  

Empirical Study on RMB Exchange Rate Regime Reform Effect on China's Export Trade Based on the Event Study Method

作　　者：闫树熙[1] 王艳如 

机构地区：[1]榆林学院数学系,榆林719000 [2]榆林市统计局,榆林719000

出　　处：《科学技术与工程》2012年第21期5412-5418,共7页Science Technology and Engineering

基　　金：榆林学院高层次人才科研启动基金项目(10GK23);陕西省自然科学基金(2011JM1009)资助

摘　　要：汇率是开放经济中居于核心地位的经济变量,它的变动对一国经济产生诸多方面的影响。基于事件研究方法,将"2005年7月21日央行宣布人民币汇制改革"作为特定的经济事件,通过构建统计计量模型和相关统计检验,就"汇改事件"对我国外贸出口的影响效应进行研究分析。结果表明,汇制改革后人民币对美元的升值浮动,对我国出口贸易的增长有抑制约束效应;且随着持续升值波动,有逐渐增大的抑制约束趋势,不过在短期内影响不是很强烈。Exchange rate is an important economic variable in open economy, and its fluctuate has impact on ment of the RMB exchange rate regime reform on July 21 in 2005 as the specific economic event, through the construction of statistical model and related statistical tests, studies and researches the RMB exchange rate regime reform how to impact on our country＇s export trade. The results show that RMB appreciation after exchange rate regime reform has constraint effect on our country＇ s export growth, and with the increasing of appreciation degree, this constraint effect is also increasing. However, in the short term, it is not very strong.

关 键 词：事件研究方法 汇制改革 外贸出口 ARMA(p q)模型 

分 类 号：F832.6[经济管理—金融学] F222.1