广西财经学院学报
廣西財經學院學報
엄서재경학원학보
JOURNAL OF GUANGXI UNIVERSITY OF FINANCE AND ECONOMICS
2015年
2期
56-61
,共6页
人民币实际有效汇率%误差修正模型%进口%面板协整
人民幣實際有效彙率%誤差脩正模型%進口%麵闆協整
인민폐실제유효회솔%오차수정모형%진구%면판협정
the real effective exchange rate%error correction model%import%panel integration
通过对中部六省1994—2012年的进口额和地区生产总值及人民币实际有效汇率年度数据进行时间序列的协整回归分析和面板数据的协整分析,得出如下结论:人民币汇率、进口额、地区生产总值间存在长期均衡关系,并且进口额与汇率负相关,与地区生产总值正相关。这与传统的“升值增加进口”不符。在结论的基础上,提出如下建议:调整企业内部结构和产业结构;优化进口结构;保持汇率稳定。
通過對中部六省1994—2012年的進口額和地區生產總值及人民幣實際有效彙率年度數據進行時間序列的協整迴歸分析和麵闆數據的協整分析,得齣如下結論:人民幣彙率、進口額、地區生產總值間存在長期均衡關繫,併且進口額與彙率負相關,與地區生產總值正相關。這與傳統的“升值增加進口”不符。在結論的基礎上,提齣如下建議:調整企業內部結構和產業結構;優化進口結構;保持彙率穩定。
통과대중부륙성1994—2012년적진구액화지구생산총치급인민폐실제유효회솔년도수거진행시간서렬적협정회귀분석화면판수거적협정분석,득출여하결론:인민폐회솔、진구액、지구생산총치간존재장기균형관계,병차진구액여회솔부상관,여지구생산총치정상관。저여전통적“승치증가진구”불부。재결론적기출상,제출여하건의:조정기업내부결구화산업결구;우화진구결구;보지회솔은정。
Based on the data of the volume of imports,RMB real effective exchange rate and regional GDP of the six central provinces during 1994-2012,the paper establishes the co-integration and error correction and panel co-integration model and makes analyses. The study gets the following conclusions:the real effec-tive exchange rate has significant influence on the imports of the six central provinces,and there exists long-term equilibrium relationship between them. The volume of imports is negatively correlated with the real effective exchange rate and positively correlated with the GDP. Based on the conclusions,we propose the fol-lowing suggestions:adjusting the internal structure and industrial structure;optimizing import structure;and keeping the exchange rate stable.