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Position: Home > Articles > Empirical Research on the Effect of RMB Appreciation on China's Soybean Import Agricultural Outlook 2015,11 (5) 68-71

人民币升值对中国大豆进口影响的实证研究

作  者:
吴东立;林俏俏
单  位:
沈阳农业大学经济管理学院
关键词:
人民币升值;大豆;进口;C-D函数模型;ADF检验;Granger因果检验
摘  要:
利用2005年8月—2014年8月的月度数据,以大豆进口量为因变量,中国国民收入、人民币名义有效汇率、国内物价水平和国际市场价格水平为自变量,通过构建C-D函数形式的计量模型,采用ADF检验、Granger因果检验、OLS回归等计量经济学方法,实证分析得出结论,人民币升值会促进中国大豆进口量的增加,并从国家、企业、农户3个视角提出相关的建议。
译  名:
Empirical Research on the Effect of RMB Appreciation on China's Soybean Import
作  者:
Wu Dongli;Lin Qiaoqiao;College of Economics & Management, Shenyang Agricultural University;
关键词:
RMB appreciation;;soybean;;import;;C-D function model;;ADF test;;Granger causality test
摘  要:
Applying monthly data from Aug. 2005 to Aug. 2014, the authors took soybean import volume as dependent variable, and chose Chinese national income, nominal RMB exchange rate, domestic price level and international market price level as independent variables to build a C-D function form as the quantitative model, using some econometric methods, such as ADF test, Granger causality test and OLS regression. The results from empirical analysis showed that RMB appreciation would promote the increase of China's soybean import volume, then some related recommends from the aspects of nation, enterprise and farmer were proposed.

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