本文選題：人民幣實際有效匯率 + 進出口貿易結構　； 參考：《中國海洋大學》2013年碩士論文

【摘要】：從1980年以來,我國人民幣經歷了先貶值后升值這兩個階段,尤其是最近幾年迫于國際壓力人民幣持續(xù)大幅的升值。人民幣升值對我國經濟體的各個方面都有著深遠的影響。雖然人民幣升值會給我國的外貿帶來巨大的壓力,但是它也為我國進出口商品貿易結構的優(yōu)化升級帶來了契機。但是目前的研究成果主要傾向于對我國貿易總量的影響,有關對我國進出口貿易結構影響分析的文章相對較少。因此本文側重于對貿易結構的分析。 文中選擇了1980年到2011年人民幣實際有效匯率指數(shù)和標準分類法下各類商品的進出口額作為分析數(shù)據。本文從人民幣實際有效匯率指數(shù)和進出口貿易結構的走勢分析入手,再采取理論分析和計量實證分析相結合的方法研究人民幣實際有效匯率對進出口貿易結構的實際影響。 具體的衡量進出口商品貿易結構時,我們選擇了工業(yè)制成品的比重和資本技術密集型產品的比重兩種方式。運用向量自回歸、協(xié)整檢驗、誤差修正模型的計量方法定量分析了人民幣實際有效匯率對我國進出口商品結構的長期和短期影響,得到的結論有一下幾點：(1)以資本技術密集型產品占工業(yè)制成品比重衡量的出口商品結構和人民幣實際有效匯率之間存在長期正向的協(xié)整關系,且它們互為格蘭杰原因。因此我們認為人民幣升值能夠帶來出口商品貿易結構的優(yōu)化,且影響較為顯著。(2)在研究進口商品結構方面,以工業(yè)制成品衡量的進口貿易結構與人民幣實際有效匯率之間的關系顯著且通過檢驗。人民幣升值對進口貿易結構優(yōu)化有負向的阻礙作用,長期和短期的作用方向一致。(3)當綜合考慮出口和進口貿易結構時,我們采取進出口總額來衡量總體貿易結構。我們認為人民幣實際有效匯率和總體商品貿易結構之間是長期關系為正,短期關系為負。人民幣升值能夠帶來我國商品貿易結構的優(yōu)化升級,且作用系數(shù)較大。(4)為了更好的衡量總體商品貿易結構,文中引入了產業(yè)內貿易指數(shù)的概念。并在國際貿易商品標準分類法中,我們選擇了初級產品和工業(yè)制成品兩大類產品的產業(yè)內貿易指數(shù)。我們發(fā)現(xiàn)人民幣實際有效匯率對初級產品的貿易內指數(shù)有負向的作用,而對工業(yè)制成品的貿易內指數(shù)有正向的作用。即人民幣升值時,工業(yè)制成品的貿易內指數(shù)上升,初級產品的貿易內指數(shù)下降,總體商品貿易結構得以優(yōu)化。可見人民幣升值對總體商品貿易結構也是正向的促進作用。
[Abstract]:Since 1980, China's RMB has experienced two stages of depreciation and appreciation, especially in recent years due to international pressure. RMB appreciation has a profound impact on all aspects of our economy. Although the appreciation of RMB will bring great pressure to China's foreign trade, it also brings the opportunity to optimize and upgrade the structure of China's import and export trade. However, the current research results mainly tend to the impact on the total volume of China's trade, and there are relatively few articles on the analysis of the impact on the structure of China's import and export trade. Therefore, this paper focuses on the analysis of trade structure. This paper selects the real effective exchange rate index of RMB from 1980 to 2011 and the import and export value of all kinds of commodities under the standard classification as the analysis data. This paper starts with the analysis of the real effective exchange rate index of RMB and the trend of the structure of import and export trade. Then using the combination of theoretical analysis and econometric empirical analysis to study the real effective exchange rate of RMB on the actual impact on the structure of import and export trade. We have chosen the proportion of manufactured goods and the proportion of capital-intensive products. By using vector autoregressive test, cointegration test and error correction model, this paper quantitatively analyzes the long-term and short-term effects of the real effective exchange rate of RMB on the structure of China's import and export commodities. There is a long-term positive cointegration relationship between the structure of export commodities measured by the proportion of capital-technology-intensive products to manufactured goods and the real effective exchange rate of the RMB, and they are each other's Granger reasons. Therefore, we believe that the appreciation of the RMB can bring about the optimization of the trade structure of export commodities, and the impact is more significant. (2) in terms of studying the structure of imported commodities, The relationship between the structure of import trade as measured by manufactured goods and the real effective exchange rate of RMB is significant and has passed the test. RMB appreciation has a negative effect on the optimization of import trade structure. The long-term and short-term effects are the same. When considering the export and import trade structure comprehensively, we adopt the total import and export to measure the overall trade structure. We believe that the real effective exchange rate of RMB and the overall merchandise trade structure are both positive and negative in the short term. In order to better measure the overall commodity trade structure, the concept of intra-industry trade index is introduced in this paper. In the standard classification of commodities in international trade, we choose the intra-industry trade index of primary products and manufactured goods. We find that the real effective exchange rate of RMB has a negative effect on the intra-trade index of primary products and a positive effect on the intra-trade index of manufactured goods. That is, when the RMB appreciates, the intra-trade index of manufactured goods rises, the intra-trade index of primary products decreases, and the overall commodity trade structure is optimized. This shows that the appreciation of the RMB on the overall commodity trade structure is also a positive promotion.
【學位授予單位】：中國海洋大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.6;F752.6

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本文編號：1987471