天津体育学院学报2017，Vol.32Issue(6)：468-472,486,6.DOI:10.13297/j.cnki.issn1005-0000.2017.06.002
有效汇率变动对中国体育用品出口的动态影响——基于结构突变检验与TVP-VAR模型的实证分析
Dynamic Impact of Effective Exchange Rate Fluctuation on Chinaˊs Export of Sporting Goods:An Empirical Analysis Based on Structural Mutation Test and TVP-VAR Model
摘要
Abstract
Due to the supply-side structural reform of our country and the impact of external macro-economic factors,the economic data such as effective ex-change rate and export of sporting goods show obvious structural mutations.When the structure of economic data changes suddenly,the traditional linear mea-surement model will appear statistical bias.Based on the comprehensive macro-economic factors,this paper used the monthly data from January 2009 to Decem-ber 2016,and applied the structural mutation test and TVP-VAR model to test the dynamic effect between the effective exchange rate fluctuation and the export of Chinese sporting goods.We found:(1)Effective exchange rate,export of sporting goods,and economic growth had experienced structural mutations in the study interval,and their mutations were July 2014,December 2011,and January 2012,respectively.(2)In the short term,the effective exchange rate and the ex-port of sporting goods were positive for each other;in the long term,they were negative for each other.(3)In the case of considering structural mutation,changes in effective exchange rates had significant differences on the export of sporting goods at different stages,while the latter had no significant differences on the for-mer at different stages.Finally,in order to cope with the adverse effects of excess exchange rate on the export of sporting goods,this paper also explored the causes of the results and puts forward some suggestions.关键词
有效汇率/体育用品出口/结构突变/TVP-VAR模型Key words
effective exchange rate/export of sporting goods/structural mutation/TVP-VAR model分类
社会科学引用本文复制引用
周昀..有效汇率变动对中国体育用品出口的动态影响——基于结构突变检验与TVP-VAR模型的实证分析[J].天津体育学院学报,2017,32(6):468-472,486,6.基金项目
国家社会科学基金项目(项目编号:14BJY012) （项目编号:14BJY012）
上海财经大学研究生创新计划项目科研创新基金(项目编号:CXJJ-2015-435) （项目编号:CXJJ-2015-435）
