[1]石立帅.跨境贸易人民币结算量与货币供应量、汇率波动互动关系[J].金融教育研究,2014,(05):24-31.
　SHI Lishuai.Thinking on the Interaction among the Fluctuations in RMB Cross-Border Trade Settlement,Foreign Trade Import and Export Volume, and Exchange Rate Based on VAR Model[J].,2014,(05):24-31.
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跨境贸易人民币结算量与货币供应量、汇率波动互动关系()
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《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2014年05期
页码:
24-31
栏目:
出版日期:
2014-10-31

文章信息/Info

Title:
Thinking on the Interaction among the Fluctuations in RMB Cross-Border Trade Settlement,Foreign Trade Import and Export Volume, and Exchange Rate Based on VAR Model
作者:
石立帅;
河南大学 经济学院,河南 开封,475000
Author(s):
SHI Lishuai
关键词:
跨境贸易人民币结算; 对外贸易; 汇率; VAR模型
Keywords:
RMB settlement of cross-dorder trade;  foreign trade;  exchange rate;  VAR model
分类号:
F740.44
文献标志码:
A
摘要:
通过构建向量自回归模型(VAR)的方法,对我国跨境贸易人民币结算波动、进出口贸易总额波动、汇率波动之间的动态关系进行研究,试图揭示其三者之间存在的相互关系。研究结果显示:货币供应量波动、汇率波动于跨境贸易人民币结算量波动之间存在长期稳定均衡关系。长期内,汇率波动对跨境贸易人民币结算量波动具有正向促进作用;货币供应量波动对其具有反向促进作用。格兰杰因果关系显示跨境贸易人民币结算量波动是汇率波动的单向Granger原因,同时也是货币供应量波动单向Granger原因;汇率波动在是货币供应量波动的单向Granger原因。脉冲响应函数结果显示:跨境贸易人民币结算量波动对来自其自身冲击的响应在三种变量冲击...
Abstract:
The RMB cross-dorder trade settlement is an important part in the process of RMB internationaliza-tion development. Since the RMB cross-dorder trade settlement occurs mainly in foreign trade import and export settlements,and the import and export settlement is directly linked with the exchange rate,so the development of RMB settlement of cross-dorder trade,the changes of China’s total foreign trade and the fluctuations of exchange rate are closely related. We will use vector auto regression model( VAR)method to study the dynamic relationship on the fluctuations of RMB cross-dorder trade settlements,China’s total import and export trade and exchange rate, and try to reveal the relationship among them.

参考文献/References:

[1]石立帅.影响跨境贸易人民币结算发展的宏观经济因素实证分析[J].金融教育研究,2014(3).
[2]李石凯.金融危机冲击下的人民币贸易结算与人民币国际化[J].广东金融学院学报,2009(3).
[3]尹继志.跨境贸易人民币结算与人民币离岸市场发展研究[J].理论研究,2012(5).
[4]殷剑锋.人民币国际化:“贸易结算+离岸市场”,还是“资本输出+跨国企业”?[J].国际经济评论,2011(4).
[5]王琼.跨境贸易人民币结算影响因素的经验分析[J].财经问题研究,2013(7).
[6]邵丽娜.我国跨境贸易人民币结算的影响因素研究[D].南京理工大学,2013(1).
[7]高铁梅.计量经济分析方法与建模EVIEWS应用及实例(第一版)[M].北京:清华大学出版社,2005.

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更新日期/Last Update: 1900-01-01