人民币汇率波动对我国就业影响的实证研究——基于非线性平滑转换回归模型  

An Empirical Study of the Impact of RMB Exchange Rate Fluctuation on Employment in my country——Based on nonlinear smooth conversion regression model

作　　者：李文星 Li Wenxing

机构地区：[1]厦门理工学院经济与管理学院

出　　处：《价格理论与实践》2020年第7期121-124,共4页Price:Theory & Practice

基　　金：教育部人文社会科学研究青年基金项目(项目编号:15YJC790045);福建省自然科学基金面上项目(项目编号:2016J01342);福建省社科规划项目(项目编号:FJ2017B102);福建省高校杰出青年科研人才培育计划和福建省高校新世纪优秀人才支持计划资助。

摘　　要：当前国际贸易形势错综复杂,人民币汇率变动对我国就业市场产生了间接影响。本文运用非线性平滑转换回归模型,实证研究了人民币汇率对我国就业的影响,研究结论表明:人民币汇率对我国就业存在影响,影响与汇率升值幅度存在密切关系;人民币汇率对我国就业的影响具有非线性效应,存在门槛值;当前一期汇率升值幅度超过门槛值时,人民币汇率对就业具有明显的抑制效应,而当前一期汇率升值幅度低于门槛值时,人民币汇率对就业的影响则表现为促进效应。据此,本文提出了提升就业水平的政策建议。The current international trade situation is complex,and changes in the RMB exchange rate have had an indirect impact on my country's employment market.This paper uses a non-linear smooth transition regression model to empirically study the impact of the RMB exchange rate on employment in my country.The conclusions of the study show that the RMB exchange rate has an impact on my country’s employment,and the impact is closely related to the exchange rate appreciation;the impact of the RMB exchange rate on employment in my country is nonlinear When the current exchange rate appreciation exceeds the threshold,the RMB exchange rate has a significant inhibitory effect on employment.When the current exchange rate appreciation is lower than the threshold,the impact of the RMB exchange rate on employment will be promoted.effect.Based on this,this article puts forward policy recommendations to improve the level of employment.

关 键 词：人民币汇率 就业波动 STR模型 

分 类 号：F832.6[经济管理—金融学] F249.2F224