近年来，关于经济政策不确定性如何影响汇率的研究，是国内外研究的热点。但现有研究大多着眼于经济政策不确定性对汇率变动、汇率波动的线性影响，较少涉及经济政策不确定性影响汇率变动、汇率波动的非对称效应，而在研究非对称效应的文献中，也缺乏对作用机制的系统梳理。本文认为国内外学者对经济政策不确定性如何影响汇率变动、汇率波动已经积累了一定的成果，但仍存在以下不足：一是研究汇率变动的文献较多，但研究汇率波动的文献较少；二是缺乏系统的理论模型和作用机制分析；三是在变量选取上存在遗漏变量及变量相关性问题；四是构建汇率波动指标的方法较为单一。针对上述不足，本文对后续研究进行了总结与展望。

In recent years, research on how economic policy uncertainty affects exchange rates has been a hot topic of research at home and abroad. However, most of the existing studies focus on the linear effect of economic policy uncertainty on exchange rate changes and exchange rate fluctuations, and less involve the asymmetric effect of economic policy uncertainty on exchange rate changes and exchange rate fluctuations, and among the literature studying the asymmetric effect, there is also a lack of systematic sorting out of the mechanism of action. This paper argues that domestic and foreign scholars have accumulated certain results on how economic policy uncertainty affects exchange rate changes and exchange rate volatility, but there are still the following shortcomings: first, there are more literature on exchange rate changes, but less literature on exchange rate volatility; second, there is a lack of systematic theoretical models and analysis of the mechanism of action; third, there are problems of omitted variables and variable correlation in the selection of variables; fourth, the construction of exchange rate volatility indicators Fourth, the method of constructing exchange rate volatility indicators is relatively single. In view of the above shortcomings, this paper summarizes and outlooks on the follow-up research.