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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/68557


    Title: 人民幣匯率波動對中國出口價格影響之研究
    The Effect of Change in Exchange Rate on China’s Export Price
    Authors: 陳宥媛
    Contributors: 黃仁德
    陳宥媛
    Keywords: 匯率傳遞
    出口價格
    中國
    臺灣
    南韓
    Exchange Rate Pass-through
    China
    Taiwan
    South Korea
    Date: 2010
    Issue Date: 2014-08-12 14:07:24 (UTC+8)
    Abstract: 匯率和物價在開放經濟體系中是兩個非常重要的經濟變數,特別在經濟全球化發展社會中,匯率的波動會引起進出口商品價格的相對波動,進而間接影響一國商品的國際競爭力。本研究主要為探討中國匯率變動對出口價格的影響,包括匯率變動對於出口價格的傳遞程度或匯率傳遞是如何決定的。實證研究結果顯示,當人民幣匯率發生變動時,存在不完全傳遞現象,無論在中國出口至臺灣或中國出口至南韓的模型中皆存在相同的現象,即人民幣匯率變動傳遞到HS85商品單價的程度較傳遞到HS84商品高。就中國出口HS84商品而言,出口至臺灣的匯率傳遞影響高於出口至南韓;出口HS85商品則相反,出口至南韓之匯率傳遞效果高於出口至臺灣。
    Exchange rate and price are two very important economic variables in an open economy. Fluctuations in exchange rates will cause fluctuations in the relative prices of export commodities. This paper is to discuss the effect of change in exchange rate on China’s export prices. This paper conducts empirical analysis on exchange rate pass-through to export prices in China with monthly data from 2005 to 2009, and finds that China`s export prices has incomplete exchange rate pass-through phenomenon. The analysis shows that China exports to South Korea and China exports to Taiwan all have incomplete exchange rate pass-through phenomenon.
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    Description: 碩士
    國立政治大學
    行政管理碩士學程
    97921041
    99
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0097921041
    Data Type: thesis
    Appears in Collections:[行政管理碩士學程(MEPA)] 學位論文

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