本文選題：實(shí)際有效匯率 + 外貿(mào)規(guī)模　； 參考：《山東大學(xué)》2012年碩士論文

【摘要】：自改革開放以來,我國(guó)對(duì)外貿(mào)易機(jī)制不斷深化,進(jìn)出口貿(mào)易規(guī)模持續(xù)擴(kuò)大。截止2011年,我國(guó)進(jìn)出口首次突破3萬億美元的貿(mào)易大關(guān),實(shí)現(xiàn)36420億美元的貿(mào)易規(guī)模。我國(guó)對(duì)外貿(mào)易依存度也從1980年的12.5%,上升到2006年的67%,達(dá)到歷史最高水平,遠(yuǎn)遠(yuǎn)超過世界平均水平。對(duì)外貿(mào)易已經(jīng)成為拉動(dòng)我國(guó)經(jīng)濟(jì)增長(zhǎng)的強(qiáng)大動(dòng)力。與此同時(shí),匯率作為影響一國(guó)進(jìn)出口貿(mào)易的主要因素,我國(guó)不斷加強(qiáng)和深化匯率制度改革。從1981年始,我國(guó)匯率制度經(jīng)歷了四次改革、四個(gè)階段。在2005年7月21日,我國(guó)開始實(shí)行以市場(chǎng)供求為基礎(chǔ)的,參考—籃子貨幣進(jìn)行調(diào)節(jié)的、單一的、有管理的浮動(dòng)匯率制。此次匯改后,人民幣匯率進(jìn)入一段緩慢升值期。尤其是2008年全球金融危機(jī)爆發(fā)以后,歐、美等發(fā)達(dá)國(guó)家陷入經(jīng)濟(jì)蕭條周期。為轉(zhuǎn)移國(guó)內(nèi)經(jīng)濟(jì)危機(jī),美國(guó)加大對(duì)人民幣匯率升值施壓,將中美貿(mào)易失衡問題歸咎于人民幣匯率低谷。于2012年3月27日,1美元兌人民幣匯率中間價(jià)為6.2858,比匯改時(shí)累計(jì)升值超過30%,對(duì)我國(guó)出口貿(mào)易的發(fā)展產(chǎn)生了嚴(yán)重阻礙作用。因此,在當(dāng)前我國(guó)經(jīng)濟(jì)結(jié)構(gòu)轉(zhuǎn)型期,研究匯率對(duì)我國(guó)外貿(mào)的影響具有很強(qiáng)的現(xiàn)實(shí)意義。 本文分別從我國(guó)外貿(mào)規(guī)模和外貿(mào)結(jié)構(gòu)兩方面,采用理論與實(shí)證、定性與定量相結(jié)合方法,并通過對(duì)日元升值的國(guó)際經(jīng)驗(yàn)進(jìn)行比較研究,分析了我國(guó)人民幣匯率與我國(guó)外貿(mào)的關(guān)系。首先,對(duì)匯率與進(jìn)出口貿(mào)易的相關(guān)經(jīng)典理論進(jìn)行了回顧,介紹了當(dāng)前國(guó)內(nèi)外相關(guān)研究的最新進(jìn)展。其次,本文定性分析了人民幣匯率對(duì)我國(guó)外貿(mào)規(guī)模的影響,之后通過協(xié)整檢驗(yàn)和建立VAR模型定量分析,研究得出人民幣匯率對(duì)我國(guó)外貿(mào)規(guī)模具有負(fù)向的長(zhǎng)短期影響。第四章,同樣利用定性與定量分析方法分析了人民幣匯率對(duì)外貿(mào)結(jié)構(gòu)的影響,結(jié)果表明匯率對(duì)外貿(mào)結(jié)構(gòu)具有長(zhǎng)期優(yōu)化效應(yīng),但短期影響作用不明顯。第五章,借鑒日元升值的國(guó)際經(jīng)驗(yàn),比較目前人民升值與當(dāng)時(shí)日元升值的背景及過程,用以指導(dǎo)我國(guó)人民幣匯率的改革與政策實(shí)施。最后,根據(jù)研究得出的結(jié)論,結(jié)合中國(guó)目前的實(shí)際情況,為我國(guó)匯率政策和外貿(mào)政策提供可行的建議。
[Abstract]:Since the reform and opening up, China's foreign trade mechanism has been deepening, and the scale of import and export trade continues to expand. By 2011, China's import and export trade level has broken through the $3 trillion mark for the first time, and the trade scale of US $3.642 trillion has been achieved. China's dependence on foreign trade has also risen from 12.5 in 1980 to 6710 in 2006, reaching the highest level in history and far exceeding the world average. Foreign trade has become a powerful driving force for China's economic growth. At the same time, the exchange rate is the main factor that affects a country's import and export trade, our country unceasingly strengthens and deepens the exchange rate system reform. Since 1981, China's exchange rate system has undergone four reforms and four stages. On July 21, 2005, China began to implement a single, managed floating exchange rate system based on the market supply and demand, reference and basket currencies. After the exchange rate reform, the RMB exchange rate entered a period of slow appreciation. Especially after the global financial crisis broke out in 2008, developed countries, such as Europe and the United States, fell into a recession cycle. In an effort to deflect the domestic economic crisis, the United States has stepped up pressure on the yuan to appreciate, blaming the low value of the yuan for the trade imbalance between China and the United States. On March 27, 2012, the central exchange rate of the dollar against the RMB was 6.2858, which was more than 30% higher than the accumulated appreciation during the exchange rate reform, which seriously hindered the development of China's export trade. Therefore, it is of great practical significance to study the influence of exchange rate on China's foreign trade in the current period of economic structure transformation. In this paper, the scale of China's foreign trade and the structure of foreign trade, the use of theoretical and empirical, qualitative and quantitative methods, and through the appreciation of the yen through the international experience of comparative research. This paper analyzes the relationship between RMB exchange rate and China's foreign trade. Firstly, the classical theories of exchange rate and import and export trade are reviewed, and the latest research progress at home and abroad is introduced. Secondly, this paper qualitatively analyzes the influence of RMB exchange rate on the scale of China's foreign trade, and then through cointegration test and quantitative analysis of VAR model, it concludes that RMB exchange rate has a negative long-term and short-term impact on China's foreign trade scale. Chapter four also analyzes the influence of RMB exchange rate on foreign trade structure by qualitative and quantitative analysis. The results show that the exchange rate has a long-term optimization effect on foreign trade structure, but the short-term effect is not obvious. The fifth chapter draws lessons from the international experience of yen appreciation, compares the background and process between the current people's appreciation and the yen appreciation at that time, in order to guide the reform and policy implementation of RMB exchange rate in China. Finally, according to the conclusion of the study, combined with the actual situation of China at present, it provides feasible suggestions for China's exchange rate policy and foreign trade policy.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.6;F752;F224

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