| 汇率对我国主要宏观经济指标的影响分析 |
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| 引用本文： | 张秀艳,石柱鲜.汇率对我国主要宏观经济指标的影响分析[J].吉林大学社会科学学报,2002(4). |
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| 作者姓名： | 张秀艳 石柱鲜 |
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| 作者单位： | 吉林大学商学院 吉林长春130012
(张秀艳)，吉林大学数量经济研究中心 吉林长春130012(石柱鲜) |
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| 基金项目： | 国家“九五”规划社会科学基金项目 (AGJ970 0 2 ) |
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| 摘 要： | 汇率变动影响国民经济 ,因此汇率成为我国对经济进行宏观调控的主要手段之一。我们用VAR模型 (向量自回归模型 )研究改革开放后人民币汇率变动对我国主要宏观经济指标的影响。其中包括反映经济增长速度的指标 (工业生产总值 )、反映经济增长质量的指标 (通货膨胀率 )和反映国际贸易能力的指标 (外贸进出口总额 )。用方差分解和脉冲响应函数方法定量分析表明 :人民币对美元汇率、工业总产值、M1 (狭义货币供应量 )、全国居民消费价格指数、外贸进口总额和外贸出口总额 6个指标间存在明显的相互影响和相互制约关系。因此 ,我们认为稳定汇率是稳定经济的基础
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| 关 键 词： | 汇率 宏观经济 经济冲击 |
Study of the Effects of RMB Exchange Rate on Our National Macro-economy |
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| ZHANG Xiu yan ,SHI Zhu xian.Study of the Effects of RMB Exchange Rate on Our National Macro-economy[J].Jilin University Journal Social Sciences Edition,2002(4). |
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| Authors: | ZHANG Xiu yan SHI Zhu xian |
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| Institution: | ZHANG Xiu yan 1,SHI Zhu xian 2 |
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| Abstract: | Because of exchange rate's change effects national economy, exchange rate is one of the important ways used to adjusting macro economy Based on Vector Auto regressive Model (VAR), this paper studied the effects of Renminbi exchange rate on our national macro economy Six indexes were studied: the Gross of Industry Product (which embodies the increasing speed of economy), the Rate of Inflation (which embodies the increasing quality of economy), the Gross of Input and Output Trade (which embodies the capability of foreign trade), M1 and the Price Index of Residents' Consume We found that they effect each other and exchange rate's change can shock other indexes by different degree |
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| Keywords: | exchange rate macro economy response of economy |
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