巢湖学院学报 ›› 2019, Vol. 21 ›› Issue (6): 18-25.doi: 10.12152/j.issn.1672-2868.2019.06.003

• 经济与管理 • 上一篇    下一篇

汇率制度改革、实际汇率与工业产业升级关系研究

1.赵华春，江西师范大学，财政金融学院； 2.Jeffrey Forrest，School of Business, Pennsylvania State System of Higher Education, Slippery Rock University, PA 16057, USA   

  1. 1.赵华春，江西师范大学，财政金融学院； 2.Jeffrey Forrest，School of Business, Pennsylvania State System of Higher Education, Slippery Rock University, PA 16057, USA
  • 收稿日期:2019-09-18 出版日期:2019-11-25 发布日期:2019-11-25
  • 通讯作者: 赵华春（1974-），男，江西南昌人，江西师范大学财政金融学院副教授，博士后，主要从事国际金融与产业创新研究。
  • 作者简介:赵华春（1974-），男，江西南昌人，江西师范大学财政金融学院副教授，博士后，主要从事国际金融与产业创新研究。
  • 基金资助:
    国家社科基金重大招标项目（项目编号：16ZDA014）；国家自然科学基金项目（项目编号：71503103）；江西省社科“十二五”规划项目（项目编号：15YJ15）；江西省社科规划项目（项目编号：17YJ09）

On the Relationship Between Exchange Rate System Reform, Real Exchange Rate and Industrial Upgrading

1.ZHAO Hua-chun：Financial College, Jiangxi Normal University, Nanchang Jiangxi 330026;  2.Jeffrey Forrest： School of Business, Pennsylvania State System of Higher Education, Slippery Rock University, PA 16057 USA   

  1. 1.ZHAO Hua-chun：Financial College, Jiangxi Normal University, Nanchang Jiangxi 330026;  2.Jeffrey Forrest： School of Business, Pennsylvania State System of Higher Education, Slippery Rock University, PA 16057 USA
  • Received:2019-09-18 Online:2019-11-25 Published:2019-11-25
  • Contact: ZHAO Hua-chun，Financial College, Jiangxi Normal University, Nanchang Jiangxi 330026
  • About author:ZHAO Hua-chun，Financial College, Jiangxi Normal University, Nanchang Jiangxi 330026

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摘要： 通过构建产业升级与人民币实际汇率、汇率制度改革之间的计量模型，运用EG二步协整、ARCH、GARCH 等计量方法，对我国汇率制度改革、实际汇率与产业升级之间的关系进行了深入地研究。从实证分析的结果来看，人民币汇率升值有助于我国产业升级，但不同产业升级受人民币汇率影响存在非对称性，轻工业产业升级受人民币汇率影响较大，重工业产级升级受其影响较小；相对宽松、富有弹性的人民币汇率制度对产业升级有积极影响。最后，根据研究结果，提出了相应的政策建议。

关键词: 产业升级, 汇率制度改革, 人民币实际汇率

Abstract: By constructing the model of industrial upgrading, real exchange rate and exchange rate system reform,the relationship between exchange rate system reform, real exchange rate and industrial upgrading is deeply studied by using EG two-step, ARCH and GARCH methods. The rise of the RMB exchange rate will help China忆s industrial upgrading, but the upgrading of different industries affected by the RMB exchange rate is asymmetry. The RMB exchange rate has greater impact on light industry upgrading and smaller impact on heavy industry upgrading. Relatively loose, flexible RMB exchange rate system has a positive impact on industrial upgrading. Finally, according to the research results, the corresponding policy recommendations are put forward

Key words: industrial upgrading, exchange rate system reform, real exchange rate for RMB

中图分类号: 

  • F224
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