| 中日贸易的“J曲线效应”实证分析与启示 |
| |
| 引用本文： | 李永宁,王晓峰,赵钧.中日贸易的“J曲线效应”实证分析与启示[J].渝州大学学报(社会科学版),2012(6):22-32. |
| |
| 作者姓名： | 李永宁 王晓峰 赵钧 |
| |
| 作者单位： | [1]天津工业大学经济学院,天津300387 [2]中国人民银行兰州中心支行,兰州730000 [3]天津商业大学马列学院,天津300134 |
| |
| 摘 要： | 统计发现1993年1月到2010年12月人民币对日元的4个贬值区间只有第一个区间净出口经过23个月后超过贬值前水平，其它3个区间净出口都没有超过贬值前水平，不存在传统的J曲线。计量分析表明长期中人民币对日元贬值使出口进口比例下降，这主要是因为进口增加更多造成；短期中人民币贬值导致出口进口比例下降，3个季度后出口进口比上升。
|
| 关 键 词： | J曲线效应 汇率 自回归分布滞后模型 |
Positive Analysis and Enlightenment from ＂the J-curve Effect＂ Based on the Trade Balance between China and Japan |
| |
| LI Yong-ning,WANG Xiao-feng,ZHAO Jun.Positive Analysis and Enlightenment from ＂the J-curve Effect＂ Based on the Trade Balance between China and Japan[J].Journal of Yuzhou University(Social Sciences Edition),2012(6):22-32. |
| |
| Authors: | LI Yong-ning WANG Xiao-feng ZHAO Jun |
| |
| Institution: | 1. School of Economics, Tianjin Polytechnic University, Tianfin 300387, China ; 2. Lanzhou Central Sub-Branch, The People＇s Bank of China, Lanzhou 730000, China; 3. Marxism College, Tianjin University of Commerce, Tianjin 300134, China) |
| |
| Abstract: | The statistics result finds that the net export only in the first appreciation scan after 23 months excels the level before RMB depreciation in four depreciation scans in the exchange of Renminbi to Japanese Yen from January, 1993 to December, 2010, while the net export is no more than the level of pre-depreciation time in the other three scans, as a result, the tradition J- curve does not exist. Calculation analysis shows that the long-run depreciation of Renminbi to Japanese Yen causes the decrease of the ratio of export to import because import is more than export, that short-term exchange rate depreciation leads to the decrease of the proportion of export to import and that the rate of export to import rises after 3 quarters. |
| |
| Keywords: | J-curve effect exchange rate auto-regression distribution lag model |
| 本文献已被 维普 等数据库收录！ |
|
