汇率不对称及其对双边贸易的影响:使用N-ARDL方法的BCIM-EC国家的证据
Arifur Rahman1, S M Woahid Murad2,3, Xiaowen Wang1
1School of Economics, Lanzhou University, Gansu Province, China.
Heliyon
|January 11, 2024
概括
这项研究表明,汇率波动对孟加拉国产生不对称的影响.
科学领域:
- 经济学 经济学 经济学
- 国际贸易 国际贸易 国际贸易
- 计量经济学 计量经济学
背景情况:
- 汇率动态显著影响国际贸易流.
- 了解这些影响对于发展中国家的经济政策至关重要.
- 孟加拉国-中国-印度-缅甸 (BCIM) 经济走廊是一个独特的分析案例.
研究的目的:
- 调查汇率变化对孟加拉国与其主要BCIM合作伙伴之间的双边贸易 (出口和进口) 的不对称影响.
- 分析短期和长期的贸易动态.
- 根据货币升值与值区分影响.
主要方法:
- 使用非线性自回归分布式滞后 (ARDL) 模型进行实证分析.
- 使用的数据涵盖1973年至2022年的时间.
- 对收入影响和结构性断裂进行控制,包括强度检查,不包括COVID-19期间.
主要成果:
- 证实了对孟加拉国短期和长期出口和进口需求的不对称汇率影响.
- 在贸易伙伴 (中国,印度,缅甸) 中观察到异质影响.
- 具体发现包括:短期值增加了对中国和印度的出口,但减少了对缅甸的出口;长期值有助于对印度和缅甸的出口;升值增加了对中国和印度的出口;值短期增加了对中国和缅甸的进口,但长期减少了对缅甸的进口;升值对来自中国和印度的进口产生了负面影响.
结论:
- 汇率波动对孟加拉国在BCIM走廊内的双边贸易产生复杂而多样化的影响.
- 政策干预应考虑具体的贸易伙伴和汇率变化的方向 (升值与值).
- 即使排除了COVID-19大流行时期,研究结果仍然保持稳定.
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