人民幣匯率變化影響進口價格的門限效應.pdf

1、學位論文獨創(chuàng)性聲明本人鄭重聲明：所提交的學位論文是本人在導師指導下進行的研究工作和取得的研究成果。本論文中除引文外，所有實驗、數(shù)據(jù)和有關(guān)材料均是真實的。本論文中除引文和致謝的內(nèi)容外，不包含其他人或其它機構(gòu)己經(jīng)發(fā)表或撰寫過的研究成果。其他同志對本研究所做的貢獻均己在論文中作了聲明并表示TN意。學位論文作者獬：刁日飆訓吵r77學位論文使用授權(quán)聲明研究生在校攻讀學位期間論文工作的知識產(chǎn)權(quán)單位屬南京師范大學。學校有權(quán)保存本學位論文的電子和紙質(zhì)文

2、檔，可以借閱或上網(wǎng)公布本學位論文的部分或全部內(nèi)容，可以采用影印、復印等手段保存、匯編本學位論文。學?？梢韵驀矣嘘P(guān)機關(guān)或機構(gòu)送交論文的電子和紙質(zhì)文檔，允許論文被查閱和借閱。(保密論文在解密后遵守此規(guī)定)保密論文注釋：本學位論文屬于保密論文，密級：公玨保密期限為——年。學位論文作者簽名：日期：2鉀，2、r)玄，M咿柵馴名期簽幣Ji，教匕日]一指日AbstractAbstractWiththerapiddevelopmentofChina’

3、Seconomy，China’Stradewiththerestoftheworldbecomemoreandmorefrequent，theexchangeratehasbecomeabridgebetweenChinaandtheworldeconomy，itschangealsohasanimportantinfluenceonthedomesticeconomyRecently，RMBexchangeratefaceahugea

4、ppreciationpressure，RMBexchangeratesystemreformalsoincreasetheelasticityoftheexchangerate，thefluctuationsofRMBexchangeratearemorefrequent，morevolatilityInthiscase，thestudyofRMBexchangeratetransmissionhasimportantpractica

5、lsignificanceExchangeratetransmissionreferstothenominaleffectiveexchangeratechangesonacountry’Strade，importandexportpriceandthedomesticpricelevelgenerallyInanopeneconomy，exchangerateasanimportanteconomicvariables，itchang

6、espassanimportantmessagetocountry’Stradebalance，pricesandothereconomicvariablesSoexchangeratetransmissionhasalwaysbeenanimportantpartofthestudyofinternationaleconomicsAccordingtotheearlytheory，theexchangeratetothepriceof

7、transmissioniscomplete，butthisidealstatecannotbeachievedinreality，therefore，thelaterscholarsputforwardthetheoryofincompleteexchangeratetransmissionWiththedeepeningoftheresearch011exchangeratetransmission，asaspecialformof

8、incompletetransfer，exchangeratetransmissionofasymmetricresearchattractstheresearcher’SattentionHowever，theasymmetryoftheexchangerateisstillanewfield，therelatedresearchisscanty，itworthtodosomefurtherdiscussionWhendiscussi

9、ngtheimpactofexchangeratesonprices，somescholarstreatexchangeratesasawholevariableandtherearesomelimitationsTheimpactonpricesbyexchangeratesiscloselyrelatedtotherelativelevelpositionofexchangeratesandtherangeofexchangerat

10、echangesBasedonamarkupmodel，thispaperfirstlydeducedamodelaboutthepass—througheffectofexchangeratechangesOnimportpricesThen，weanalyzedthethresholdeffectoftheadjustmentofRMBnominaleffectiveexchangerateonimportpriceatdiffer

11、entlevelsandatdifferentrangeswiththemethodofthresholdregressionItshowedthatsmallexchangeratevolatilitywouldmaketheadjustmentmechanismofexchangeratesonthepricefailWhenthevolatilityofRMBexchangerateisbigenough(over21％)，the