人民币汇率与中国出口商品价格
上海财经大学学报 2012 年 第 14 卷第 05 期, 页码:71 - 79
摘要
参考文献
摘要
本文利用VAR模型,通过对2003年12月-2012年2月美国进口自中国的商品价格指数和进口自东南亚的商品价格指数、人民币名义汇率与石油价格的时间序列数据的研究,发现美国进口自中国的商品价格低廉的原因并不是源于人民币汇率;本文通过建立一个劳动力市场买方垄断竞争、产品市场买方垄断或完全竞争,并以美元作为结算货币的局部均衡模型,分析了中国出口商品低价格的成因以及人民币汇率变化对中国出口商品价格的影响,并解释了本文计量结果产生的原因。
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[3]Knetter,M.International Comparisons of pricing-to-Market Behavior[J].American Economic Review,1993,83,473-486.
[4]Dornbusch,R.Exchange Rates and Prices[J].American Economic Review,1987,77,93-106.
[5]Sibert,A.Exchange Rates,Market Structure,Prices and Imports[J].Economic Record,1992,68,233-239.
[6]Menon,J.Exchange Rate Pass-through[J].Journal of Economic Surveys 1995,9,197-231.
[7]Athukorala,P.and Menon J.Pricing to Market Behavior and Exchange Rate Pass-through in Japanese Ex-ports[J].The Economic Journal,1994,104,271-281.
[8]McCallum,B.and Nelson E.Monetary Policy for An Open Economy:An Alternative Framework with Op-timizing Agents and Sticky Prices[J].Oxford Review of Economic Policy,2000,16,74-91.
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[10]Baldwin,R.and Krugman,P.Persistent Trade Effects of Large Exchange Rate Shocks[J].The Quarter-ly Journal of Economics,1989,104,635-654.
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[12]Betts,C.and Devereux,M.B.Exchange Rate Dynamics in a Model of Pricing-to-Market[J].Journal ofInternational Economics,2000,50,215-244.
[13]McCarthy,J.Pass-through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrial-ized Countries[R].Federal Reserve Bank of New York Staff Report,2000,No.111.
引用本文
陈利平. 人民币汇率与中国出口商品价格[J]. 上海财经大学学报, 2012, 14(5): 71–79.
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