| 中国国际贸易的汇率弹性分析——基于人工神经元网络 |
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| 引用本文： | 宋逢明,王东杰,高峰.中国国际贸易的汇率弹性分析——基于人工神经元网络[J].科学学与科学技术管理,2007,28(6):112-117. |
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| 作者姓名： | 宋逢明 王东杰 高峰 |
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| 作者单位： | 清华大学,经济管理学院,北京,100084 |
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| 摘 要： | 将人工神经元网络方法运用到汇率问题中,结合协整向量自回归方法,对1994年1月到2006年6月人民币实际有效汇率指数与中国进出口贸易额的关系进行了实证研究。结果表明,我国的马歇尔-勒纳条件(ML条件)成立;人民币升值会小幅度地抑制出口促进进口,对进口的拉动作用大于对出口的抑制作用。
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| 关 键 词： | 进出口贸易 人工神经元网络 马歇尔-勒纳条件 有效汇率指数 弹性分析 |
| 文章编号： | 1002-0241（2007）06-0112-06 |
| 修稿时间： | 2007-02-14 |
The Elastic Analysis of RMB Exchange Rate to Chinese International Trade Flows——Based on Neural Networks |
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| SONG Fengming,WANG Dongjie,GAO Feng.The Elastic Analysis of RMB Exchange Rate to Chinese International Trade Flows——Based on Neural Networks[J].Science of Science and Management of S.& T.,2007,28(6):112-117. |
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| Authors: | SONG Fengming WANG Dongjie GAO Feng |
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| Institution: | School of Economics and Management, Tsinghua University, Beijing 100084, China |
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| Abstract: | This paper is an empirical study on the relationship between real RMB effective exchange rate and Chinese international trade flows from 1994.1 to 2006.6,with the method of neural networks and co-integrating vector auto-regression. The empirical result is that ML condition held in China; an appreciation in RMB would increase import and reduce export by small size,and the former effect was stronger than the latter one. |
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| Keywords: | import and export neural networks ML condition real effective exchange rate elastic analysis |
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