FIN  >> Vol. 2 No. 1 (January 2012)

    Studies on Effects of RMB Exchange Rate Pass-Through into Export Prices——An Empirical Study by Mean of VAR Model

  • 全文下载: PDF(312KB) HTML   XML   PP.50-57   DOI: 10.12677/fin.2012.21006  
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RMB Nominal Exchange Rate; Exchange Rate Pass-Through; Export Prices; VAR Model



This paper uses VAR approach to examine the effects of RMB exchange rate pass-through into export prices. The results of the empirical analysis indicate that the exchange rate pass-through effect on ex- port prices are incomplete and time-lagged. The pass-through of RMB nominal exchange rate into China’s export prices is statistically significant, but the degree is highly incomplete.

吴东立. 人民币汇率变动的出口价格传递效应研究——基于VAR模型的实证分析[J]. 金融, 2012, 2(1): 50-57.


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