国际贸易对人民币国际化的动态影响  

The Dynamic Impact of International Trade on the Internationalization of the RMB

作　　者：姜文卓 王雅杰[1] Jiang Wenzhuo;Wang Yajie(Harbin Institute of Technology,Harbin Heilongjiang 150001)

机构地区：[1]哈尔滨工业大学,黑龙江哈尔滨150001

出　　处：《对外经贸》2024年第11期10-14,92,共6页FOREIGN ECONOMIC RELATIONS & TRADE

基　　金：黑龙江省哲学社会科学研究规划项目(项目编号:21JLD262)。

摘　　要：近年来,有关国际贸易与货币国际化关系的研究引起了广泛的关注。基于相关文献和理论研究提出了三个研究假设,选取中国2010—2022年的月度数据,通过构建向量自回归(VAR)模型,实证分析中国国际贸易总量、国际贸易产品结构、国际贸易中的汇率风险以及国际贸易类型等因素对人民币国际化的动态影响。研究结果表明,中国国际贸易总量的增加对人民币国际化有短期为负而长期为正的动态影响,国际贸易产品结构的调整对人民币国际化有持续显著的正向影响,短期内加工贸易对人民币国际化有较为明显的促进作用。The research on the relationship between international trade and currency internationalization has attracted extensive attention.Based on relevant literature and theoretical research,the paper puts forward three research hypotheses,selects China's monthly data from January 2010 to December 2022,and empirically analyzes the dynamic impact of China's international trade volume,international trade product structure,exchange rate risk in international trade,and international trade type on RMB internationalization by a vector autoregressive(VAR)model.The results show that the increase in China's international trade volume has a short-term negative and long-term positive dynamic impact on RMB internationalization.The adjustment of the product structure of international trade has a continuous and significant positive impact on the internationalization of RMB,and the processing trade has a relatively obvious promotion role in the short term.

关 键 词：人民币国际化 国际贸易总量 国际贸易产品结构 VAR模型 

分 类 号：F742[经济管理—国际贸易]