基于中美利率变动的外向型经济联动分析——以江苏为例
orrelation analysis of export-oriented economy based on changes in interest rates between US and China——Empirical Analysis on Jiangsu Province
本文首先比较分析1996-2008年美国利率和我国利率的变化趋势，其次比较两国利差的变化情况。通过比较分析，得出中美利差和江苏省的净出口额基本成正相关关系、外商投资意愿与利率的变动成正相关关系、利率变动与江苏省结售汇差额的变化趋势大体上是一致的结论。并运用ADF检验和Johansen协整技术实证分析了中美利差与江苏省各对外经济变量之间的定量关系。通过理论研究与实证分析相结合的方法，表明中美利差的变化对我国外向型经济产生了显著的影响，据此认为可以通过调整我国利率水平来调节我国的外向型经济。
he paper first compare and analyse changing trents of interest rates between US and China in 1996-2008, followed by comparison of the changes in trents between the two countries. By comparing and analyzing, come to a conclusion that it is positive correlation between interest differentials between US and China and net exports of Jiangsu Province, it is a positive correlation between changes in interest rates and foreign investment, it is uniform that changes in interest rates and foreign exchange settlement and sales of Jiangsu Province. The author uses ADF test and Johansen co-integration test to analyse quantitative relationships between interest rates differential and foreign economic variables of Jiangsu Province empirically. The paper comes to a conclusion that changes in interest rastes differential has ignificant effect in China\
莫倩
世界经济贸易经济财政、金融
中美利差外向型经济汇率协整检验
interest differentialsexport-oriented economyexchange rateco-integration test
莫倩.基于中美利率变动的外向型经济联动分析——以江苏为例[EB/OL].(2009-08-27)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/200908-446.点此复制
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