魏云捷,崔晓杨,鲍勤,汪寿阳.汇率波动对我国对外贸易的影响分析[J].中国科学院院刊,2016,31(9):1074-1081.

汇率波动对我国对外贸易的影响分析

Estimate the Effect of Exchange Rate Fluctuation on China's Export and Import

魏云捷
中国科学院预测科学研究中心 北京 100190
Wei Yunjie
Center for Forecasting Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
崔晓杨
中国科学院预测科学研究中心 北京 100190
Cui Xiaoyang
Center for Forecasting Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
鲍勤
中国科学院预测科学研究中心 北京 100190
Bao Qin
Center for Forecasting Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
汪寿阳
中国科学院预测科学研究中心 北京 100190,sywang@amss.ac.cn
Wang Shouyang
Center for Forecasting Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China

         汇率波动;进出口;影响分析;事件分析法

        exchange rate fluctuation;foreign trade;quantitative analysis;event study approach

        对外贸易是拉动我国经济增长的重要因素之一。当前，我国经济处于结构调整的关键时期，稳定的对外贸易发展对经济转型有重要意义。2015年，“8·11”汇率改革后人民币出现了一定幅度的贬值，实际数据表明这并没有促进我国出口贸易，反而因大幅增加进口成本而导致进出口规模“双降”，增大了我国经济所面临的风险。文章首先全面分析了当前人民币兑美元存在贬值压力的原因以及当前我国对外贸易低速运行的特征；其次，基于计量经济模型使用拓展的事件分析法测算了“8·11汇改”对我国进出口贸易的影响；最后，提出了相应的政策建议，指出要从战略高度应对人民币汇率波动，改善对外贸易环境，实现对外贸易健康稳定发展。

        Foreign trade has made important contribution to China economic growth, and the stable development of foreign trade is very important to the China economic restructure. After "8.11" exchange rate reform, a rapid devaluation of RMB plays no active role on promoting China's export trade, and leads to the significantly double cut-down of import and export scale due to the increasing import cost, which also increases the risk of Chinese economy. This paper analyzes the reasons of RMB exchange rate devaluation pressure, and presents the low-speed operation characteristics of China's current foreign trade. Based on the expanded event study method, this paper measures the effects of "8.11" exchange rate reform on the China's foreign trade, and proposes some policy suggestions.