中国国际贸易的汇率弹性分析——基于人工神经元网络被引量：2

The Elastic Analysis of RMB Exchange Rate to Chinese International Trade Flows——Based on Neural Networks

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摘要将人工神经元网络方法运用到汇率问题中,结合协整向量自回归方法,对1994年1月到2006年6月人民币实际有效汇率指数与中国进出口贸易额的关系进行了实证研究。结果表明,我国的马歇尔-勒纳条件(ML条件)成立;人民币升值会小幅度地抑制出口促进进口,对进口的拉动作用大于对出口的抑制作用。 This paper is an empirical study on the relationship between real RMB effective exchange rate and Chinese international trade flows from 1994.1 to 2006.6, with the method of neural networks and co-integrating vector auto-regression. The empirical result is that ML condition held in China; an appreciation in RMB would increase import and reduce export by small size, and the former effect was stronger than the latter one.

作者宋逢明王东杰高峰

机构地区清华大学经济管理学院

出处《科学学与科学技术管理》 CSSCI 北大核心 2007年第6期112-117,共6页 Science of Science and Management of S.& T.

关键词进出口贸易人工神经元网络马歇尔-勒纳条件有效汇率指数弹性分析 import and export neural networks ML condition real effective exchange rate elastic analysis

分类号 F830.92 [经济管理—金融学]

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