人民币汇率变动对我国就业影响的SVAR分析  

A SVAR Analysis in the Effects of RMB Exchange Rate on China's Employment

作　　者：仇喜雪[1] 蓝乐琴[2] 

机构地区：[1]中国传媒大学经济与管理学院,北京100024 [2]华侨大学经济与金融学院,福建泉州362021

出　　处：《财经论丛》2013年第6期54-60,共7页Collected Essays on Finance and Economics

基　　金：中国博士后科学基金资助项目(2012M521269);华侨大学高层次人才科研启动资助项目(12BS101)

摘　　要：在国内就业形势不容乐观和人民币逐渐升值的背景下,研究人民币汇率对我国就业的影响具有重要现实意义。在汇率影响就业的理论分析基础上,选择1980-2011年相应变量数据建立SVAR模型并赋予约束条件,实证检验人民币实际有效汇率与就业之间的关系。结果表明,实际有效汇率与就业量存在负向的均衡关系,人民币升值在长短期内都将抑制就业的增长。With tough employment situation and RMB appreciation, the analysis of impacts of RMB exchange rate on China＇s employment has practical significance. This paper theoretically analyzes exchange rate changes on domestic employment, and then makes an empirical study on the relation between RMB exchange rate and employment by using data from 1980 to 2011. The results suggest that appreciation of RMB has negative impact on employment both in the long-term and the short run.

关 键 词：实际有效汇率 就业 SVAR模型 

分 类 号：F830.72[经济管理—金融学]