人民币汇率变动对中国进口商品价格的传递效应——基于VECM的实证研究

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人民币汇率变动对中国进口商品价格的传递效应——基于VECM的实证研究作者:毕玉江,BIYujiang作者单位:上海立信会计学院国际贸易与经济系刊名:数量经济技术经济研究英文刊名:THEJOURNALOFQUANTITATIVE&TECHNICALECONOMICS年,卷(期):2008,25(8)参考文献(31条)1.Bu,Yongxiang;RodTyersChina'sEquilibriumRealExchangeRate.ACounterfactu-alAnalysis[WorkingPapersinEconomiesandEconometrics,No.390]20012.卜永祥人民币汇率变动对国内物价水平的影响[期刊论文]-金融研究2001(03)3.毕玉江;朱钟棣人民币汇率变动的价格传递效应--基于协整与误差修正模型的实证研究[期刊论文]-财经研究2006(07)4.Taylor,JohnBLowInflation,Pass-Through,andthePricingPowerofFirms[外文期刊]2000(07)5.Hahn,ElkePass-ThroughofExternalShockstoEuroAreaInflation[WorkingPaper243]20036.Goldberg,P;M.KnetterGoodsPricesandExchangeRates:WhatHaveWeLearned?1997(03)7.Faruqee,HamidExchangeRatePass-ThroughintheEuroArea:TheRoleofAsymmetricPricingBehavior[IMFWorkingPaperWP/04/14]20048.Engel,CharlesTheResponsivenessofConsumerPricestoExchangeRatesandtheImplica-tionsforExchange-RatePolicy:ASurveyofaFewRecentNewOpen-EconomyMacroModels[NBERWorkingPaper8725]20029.Dombusch,RudigerExchangeRateandPrice1987(77)10.Campa,JoséManuelExchangeRatesandTrade:HowImportantisHysteresisinTrade?[外文期刊]2004(48)11.Carnpa,JoséManuel;LindaS.GoldbergExchangeRatePass-ThroughintoImportPrices:AMacroorMicroPhenomenon?[NBERWorkingPape8934]200212.钟伟、胡松明和代慧君(2001)的研究也注意到我国加工贸易比重过高对商品出口价格弹性的影响作用13.根据裴长洪、林江(2005)的研究.我国进口构成中,1/3左右是投资品,2/3左右是中间投入品14.实证方程的推导和传递的微观解释可参见Campa和Goldberg(2002)、Mihailov(2005)的研究15.查看详情16.钟伟;胡松明;代慧君人民币J曲线效应的经验分析[期刊论文]-世界经济2001(01)17.孙立坚;吴刚;李安心国际贸易中价格传递效应的实证研究[期刊论文]-世界经济文汇2003(04)18.裴长洪;林江2005年中国外贸形势分析与2006年展望200519.倪克勤民币汇率的传递机制和杠杆作用[期刊论文]-财经科学1999(01)20.范从来;曹丽人民币汇率走势的实证分析--基于1994~2001年数据的判断[期刊论文]-经济科学2004(01)21.Pollard,PatriciaS;CletusC.CoughlinSizeMatters:AsymmetricExchangeRatePass-ThroughattheIndustryLevel[WorkingPaper2003-029C]200422.Pollard,PatriciaS;CletusC.CoughlinPass-ThroughEstimatesandtheChoiceofanExchangeRateIndex[ResearchPaper2003/12]200323.Pesaran,H.Hashem;YongcheolShinGeneralizedImpulseResponseAnalysisinLine-arMultivariateModels1998(01)24.Parsons,CraigR;KiyotakaSatoExchangeRatePass-throughandCurrencyInvoi-cing:ImplicationsforMonetaryIntegrationinEastAsia2006(12)25.Mihailov,AlexanderExchangeRatePass-ThroughOnPricesinUS,GermanandJapa-neseMacrodata[EconomicsDiscussionPapers,No.568]200526.McCarthy,JonathonPassThroughofExchangeRatesandImportPricestoDomesticIn-flationinSomeIndustrializedEconomies200027.Kim,Ki-HoUSInflationandtheDollarExchangeRate:AVectorErrorCorrectionMod-el1998(05)28.Koop,Gary;M.HashemPesaran;SimonM.PotterImpulseResponseAnalysisinNonlinearMultivariateModels1996(01)29.Kenny,Geoff;DonalMcgettiganExchangeRatesandImportPricesforaSmallOpenEconomy:TheCaseofIreland1998(09)30.Ito,Takatoshi;YuriN.Sasaki;KiyotakaSatoPass-ThroughofExchangeRateChan-gesandMacroeconomicShockstoDomesticInflationinEastAsianCountries[RIETIDisscussionPaperSeries05-E-020]200531.Burstein,Ariel;JoaoNeves;SergioRebeloDistributionCostsandRealExchangeRateDy-namicsDuringExchangeRateBasedStabilizations2003(50)本文链接:

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