人民幣實際有效匯率對廣西—東盟貿易收支影響的實證研究
發(fā)布時間:2018-06-13 07:32
本文選題:中國—東盟自由貿易區(qū) + 東盟; 參考:《南京財經大學》2013年碩士論文
【摘要】:人民幣實際有效匯率是衡量人民幣與“一籃子”貨幣(通常包括:日本、美國、香港、臺灣省、英國、韓國、新加坡、瑞士、澳大利亞、加拿大、西班牙、法國、比利時、荷蘭、意大利等國家)的一個比率。有效匯率是一個非常重要的綜合性經濟指標,因此通常被一個國家用來衡量該國貿易商品在國際市場上的競爭力和該國貨幣對外價值與其相對購買力。 人類文明發(fā)展到某一階段時必然會產生邊境貿易,長期以來的實踐證明,邊境貿易的發(fā)展對國與國之間的經濟起到了重要的推動作用。根據2002年11月在柬埔寨舉行的中國與東盟(10+1)領導會議上各國領導共同簽署的《中國—東盟全面經濟合作框架協(xié)議》的協(xié)議,中國—東盟自由貿易區(qū)于2010年建成。自由貿易區(qū)的建立可以使中國與東盟各國相互取消或減免關稅,成員國的廠商可以自由地輸出和輸入自己的商品,使商品真正實現(xiàn)了自由貿易。 廣西是中國—東盟自由貿易區(qū)發(fā)展的核心地區(qū),但也還是一個比較貧困的地區(qū)。自古以來廣西與各個東盟國家都有邊境貿易往來,尤其是廣西與越南、緬甸和泰國等國家在農業(yè)、服務業(yè)上合作更是頻繁。廣西與東盟各國有著天然的地理聯(lián)系,無論是從陸地還是海上來看,廣西與東盟都有密切的聯(lián)系,廣西首府南寧更是成為中國—東盟貿易博覽會的常設會址。近年來人民幣匯率節(jié)節(jié)高升,對廣西與東盟貿易進出口有一定的影響,因為人民幣匯率波動,東盟國貨幣與人民幣的相對匯率也會變動。本文通過對人民幣實際有效匯率與廣西和東盟進出口貿易的關系進行實證分析,結果證明人民幣實際有效匯率與廣西對東盟的進口和出口都不存在協(xié)整關系。另外,通過對三者進行差分平穩(wěn)化分析發(fā)現(xiàn)人民幣實際有效匯率波動在短期對廣西—東盟出口波動有影響,且存在因果決定關系,但影響效果不明顯。人民幣實際有效匯率波動在短期與廣西—東盟的進口波動存在線性關系,但不存在因果決定關系。
[Abstract]:The real effective exchange rate of the RMB is a measure of the RMB and a "basket" of currencies (usually including Japan, the United States, Hong Kong, Taiwan Province, the United Kingdom, South Korea, Singapore, Switzerland, Australia, Canada, Spain, France, Belgium, A ratio for the Netherlands, Italy, etc. The effective exchange rate is a very important comprehensive economic indicator, so it is usually used by a country to measure the competitiveness of its trade goods in the international market and the external value of the country's currency and its relative purchasing power. The development of human civilization to a certain stage will inevitably produce border trade. The development of border trade has played an important role in promoting the economy between countries. The China-ASEAN Free Trade area (CAFTA) was established in 2010 in accordance with the Agreement on the Framework Agreement on Comprehensive Economic Cooperation between China and ASEAN, which was signed by the leaders of all countries at the China-ASEAN leadership meeting held in Cambodia in November 2002. The establishment of free trade zone can make China and ASEAN countries cancel or reduce tariffs, and the manufacturers of member countries can export and import their own goods freely, so that the goods can realize free trade. Guangxi is the core of the development of China-ASEAN Free Trade area, but also a relatively poor region. Since ancient times, Guangxi has had border trade with all ASEAN countries, especially with Vietnam, Myanmar, Thailand and other countries. Guangxi and ASEAN countries have natural geographical ties, both on land and sea, Guangxi and ASEAN have close ties, Guangxi capital Nanning has become the permanent site of China-ASEAN Trade Fair. The rise of the RMB exchange rate in recent years has a certain impact on the import and export of trade between Guangxi and ASEAN, because the RMB exchange rate fluctuates, and the relative exchange rate of the ASEAN currency and RMB will also change. Through the empirical analysis of the relationship between the real effective exchange rate of RMB and the import and export trade between Guangxi and ASEAN, the results show that there is no cointegration relationship between the real effective exchange rate of RMB and the import and export of Guangxi to ASEAN. In addition, it is found that the fluctuation of the real effective exchange rate of RMB has an impact on the fluctuation of Guangxi-ASEAN export in the short term, and there is a causal relationship, but the effect is not obvious. There is a linear relationship between the fluctuation of RMB real effective exchange rate in the short term and the fluctuation of Guangxi-ASEAN import, but there is no causal relationship.
【學位授予單位】:南京財經大學
【學位級別】:碩士
【學位授予年份】:2013
【分類號】:F832.6;F752.8
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