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本文在利用福建省对三个主要贸易伙伴欧盟、美国、日本出口量计算出福建省人民币实际有效汇率基础上,利用GARCH模型测度波动率,并用VAR模型分析人民币实际汇率波动对福建省总出口额和三大类出口商品的影响。结果表明,福建省人民币实际有效汇率变动是影响福建省出口额的重要因素,而且对三大类出口商品的影响是不同的。
In this paper, Fujian Province, the use of the three major trading partners in the EU, the United States, Japan, the amount of exports in Fujian Province calculated the effective exchange rate based on the use of GARCH model to measure volatility and VAR model analysis of RMB real exchange rate fluctuations in Fujian Province’s total exports And the impact of the three major categories of export commodities. The results show that the real effective exchange rate of RMB in Fujian Province is an important factor affecting the export volume of Fujian Province, and the impact on the three major types of export commodities is different.