汇率是调节经济的重要杠杆,是影响对外贸易的重要因素。本文运用协整检验、误差修正模型和格兰杰因果检验等计量模型,就近30年人民币汇率变动对我国茶叶出口的影响进行实证研究。结果表明,人民币升值会对我国茶叶出口产生负面影响,且在长期内存在协整;实际有效汇率对茶叶出口的影响强于名义汇率,且实际有效汇率的误差修正模型更稳定。当汇率出现波动时,应考虑运用相关策略以抵消其产生的消极影响。
The exchange rate is an important lever to regulate the economy, and also is an important factor to affect the foreign trade. This paper adopted econometric models, like Co-integration relationship, Error Correction Model and Granger Cause, to analyze the influence on China’s tea export by the data of recent 30 years’ CNY exchange rate. The positive studies showed that exchange rate had negative effect on China’s tea export, and in the long-term they have co-integration. REER has stronger effects than NER on tea export, and the ECM of REER is more stable. Thus, related methods should be adopted to offset the negative impact when exchange rate fluctuates.
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