本文關(guān)鍵詞：人民幣匯率走勢及其對進出口貿(mào)易影響的研究　出處：《天津財經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 人民幣名義匯率 實際有效匯率 實際雙邊匯率 貿(mào)易收支

【摘要】：人民幣匯率經(jīng)歷幾次大的改革之后,從2005年開始就處在了升值軌道上,我國的對外貿(mào)易收支并沒有如理論闡述的那樣出口減少、順差降低,而是出現(xiàn)了人民幣不斷升值的同時對外貿(mào)易順差卻不斷增加的現(xiàn)象,因此人民幣匯率對貿(mào)易收支的影響成為了學(xué)界研究的焦點問題。不過,現(xiàn)有的研究大都是從人民幣名義匯率或者人民幣實際有效匯率的單一角度來考察其對貿(mào)易的影響,很少從各類匯率的不同角度分析這一問題,也很少從對不同國家及區(qū)域雙邊貿(mào)易收支影響的比較分析展開研究。也就是說有關(guān)不同匯率對相同貿(mào)易區(qū)域貿(mào)易額影響、同一匯率對不同貿(mào)易區(qū)的貿(mào)易收支影響的研究相對少,這篇文章就此抓住這兩點：不同匯率指標(biāo)；不同貿(mào)易國別,來分析人民幣匯率變動對我國進出口貿(mào)易的影響。 文章首先在導(dǎo)論中回顧了有關(guān)人民幣匯率制度改革,以及人民幣匯率變動與我國進出口貿(mào)易關(guān)系的相關(guān)文獻,同時還回顧了日本在1980年代曾經(jīng)遇到日元匯率與貿(mào)易差額變動的類似問題,以作為對我國目前所面臨的匯率與貿(mào)易關(guān)系問題的研究參照與比較。 其次,第2章在分析匯制改革及人民幣匯率形成機制的基礎(chǔ)上,從實際有效匯率,以及對美元、日元、歐元三種名義匯率考察、比較了人民幣匯率走勢及其差異；之后,在第3章從人民幣實際有效匯率變動對我國總體進出口貿(mào)易的影響,以及從我國與美國、日本和歐盟三大貿(mào)易伙伴的實際雙邊匯率對各自進出口貿(mào)易收支的影響分別做考察和比較,并對運用M-L條件和J曲線效應(yīng)對背離理論預(yù)期的現(xiàn)象作了探討。 然后,第4章通過協(xié)整檢驗、格蘭杰因果檢驗等計量分析方法,從名義匯率和實際雙邊匯率兩方面分別考察了人民幣匯率變動對中美、中歐(歐元區(qū))、中日貿(mào)易收支的影響。最終得出結(jié)論：我國對美貿(mào)易、對歐元區(qū)貿(mào)易分別受到人民幣對美元、人民幣對歐元的名義匯率的影響最顯著；而對日本貿(mào)易則受人民幣對日實際雙邊匯率的影響更顯著。 最后,第5章包含論文的基本結(jié)論,以及對于如何解釋人民幣匯率升值的影響背離理論預(yù)期的現(xiàn)象進行了探討。
[Abstract]:After the RMB exchange rate has experienced several major reforms, from the beginning of 2005 in the appreciation of the orbit, China's foreign trade balance is not as export theory reduces the surplus decreased, but there is also foreign trade surplus has continued to increase the phenomenon of RMB appreciation, so the impact of RMB exchange rate on trade balance has become the focus of academic research. However, most of the existing research is a single point of view from the exchange rate of RMB nominal and real effective exchange rate of RMB to examine its impact on trade, rarely analyze the problem from different angles of the exchange rate, rarely from the influence of different countries and regional comparison of bilateral trade balance the analysis is researched. That is to say the different exchange rate impact on the same trade regional trade, affect the same exchange rate on different trade area of the trade balance. Relatively few, this article focuses on these two points: different exchange rate indicators, and different trade countries, to analyze the impact of RMB exchange rate fluctuation on China's import and export trade.
Firstly, the introduction reviews the reform of RMB exchange rate system, and the related literature of RMB exchange rate and China's import and export trade, but also reviews the similar problems encountered in Japan in 1980s the yen exchange rate and trade balance changes, so as to study the relationship between the exchange rate and trade issues in China and reference with the comparison.
Secondly, the second chapter based on the analysis of the reform of exchange rate and the RMB exchange rate formation mechanism, the real effective exchange rate, and the dollar, yen, Euro three nominal exchange rate of RMB exchange rate movements and compared the difference; later, in the third chapter, from the impact of real effective exchange rate on China's total import and export trade. And from China and the United States, affect the bilateral real exchange rate in Japan and the EU's three largest trading partner of the import and export trade balance were studied and compared, and discuss the use of M-L and J curve deviates from the expected effect theory is made.
Then, the fourth chapter through the cointegration test, Granger causality test and other econometric analysis methods of Grainger, from the two aspects of the nominal exchange rate and the bilateral real exchange rate of RMB exchange rate changes were investigated on Sino US, Sino EU (euro zone), the impact of Sino Japanese trade balance. The final conclusion: China's trade with the United States, the euro zone trade respectively by the RMB against the U.S. dollar, the most significant influence on the nominal exchange rate of RMB against the euro; the Japanese trade is affected by the RMB bilateral real exchange rate is more significant.
Finally, the fifth chapter contains the basic conclusions of the paper and the phenomenon of how to explain the effect of the effect of RMB exchange rate appreciation deviating from the theory expectation.

【學(xué)位授予單位】：天津財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.6;F752.6

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