摘要
基于毕肯戴克-罗宾逊-梅茨勒条件,建立中国对美国、欧元区、香港地区、日本、韩国、英国及台湾七个国家和地区实际汇率面板数据误差修正模型,并用该模型对中国与各地区之间进出口需求弹性进行实证检验,其实其结果显示短期动态调整过程中,中国的汇率波动会影响中国对美国与香港的出口贸易,对其他地区没有影响;在进口方面,中国的汇率变动对各地区贸易余额的波动不产生显著的影响。
Based on Bickerdike-Robinson-Metzler Condition, the establishment of seven regions＇ real exchange rate panel data error correction model between China to the United States, the Euro member states, Hong Kong, Japan, Korea, Taiwan, United Kingdom, and then using this model to emporical test the demand elasticity of import and export between China and other seven regions. The results show that China＇ s exchange rate fluctuations will impact the U. S. and Hong Kong＇ s export trade balance. In addition, the import and export demand elasticities of other regions are not statistical significance.
出处
《西南科技大学学报（哲学社会科学版）》
2011年第6期25-30,共6页
Journal of Southwest University of Science and Technology:Philosophy and Social Science Edition
关键词
汇率
贸易余额
面板数据
误差修正模型
Real exchange rate
Trade balance
Panel data
Error correction model
