实际汇率变动对商品国内价格的影响研究

被引：11

作者：

李广众 ^{[1
]}

任佳慧 ^{[2
]}

王立立 ^{[3
]}

机构：

[1] BaruchCollege,CityUniversityofNewYork

[2] 厦门交通银行

[3] 景德镇高等专科学校

来源：

经济学(季刊) | 2008年 / 04期

关键词：

人民币汇率; 价格传导; 汇率波动率;

D O I：

10.13821/j.cnki.ceq.2008.04.011

中图分类号：

F224 [经济数学方法]; F832.6 [汇兑、对外金融关系]; F726 [物价];

学科分类号：

0701 ; 070104 ; 1201 ; 020204 ; 020205 ; 1202 ; 120202 ; 0202 ;

摘要：

本文从理论与实证两方面对实际汇率以及汇率波动性的变动对中国出口商品国内价格的影响进行了研究。理论分析强调了汇率对出口商品国内价格的影响方向取决于商品的需求价格弹性。对我国1990—2002年共12种商品平行数据的实证分析说明了汇率波动性增加可能导致部分初级产品国内价格水平的下降。全文分析强调了实际汇率波动性对国内商品价格的影响。

引用

页码：1221 / 1230

页数：10

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