人民幣匯率變動(dòng)對(duì)中國(guó)食用植物油貿(mào)易影響的實(shí)證研究
本文選題:人民幣實(shí)際有效匯率 + 食用植物油; 參考:《華中農(nóng)業(yè)大學(xué)》2012年碩士論文
【摘要】:20世紀(jì)90年代后,中國(guó)食用植物油需求快速增長(zhǎng),其對(duì)進(jìn)口的依賴也越來(lái)越強(qiáng)。食用植物油安全問(wèn)題成為繼糧食安全之后的又一國(guó)家戰(zhàn)略性課題。在此背景下,本文重點(diǎn)圍繞1990-2010年人民幣匯率對(duì)中國(guó)食用植物油貿(mào)易的影響進(jìn)行分析。首先,簡(jiǎn)要介紹匯率與貿(mào)易收支相關(guān)理論和國(guó)內(nèi)外研究概況。然后,就人民幣匯率制度演變歷程進(jìn)行了回顧,并就人民幣匯率變化趨勢(shì)以及中國(guó)食用植物油貿(mào)易概況進(jìn)行了描述性分析。在此基礎(chǔ)上,對(duì)中國(guó)食用植物油進(jìn)出口的人民幣實(shí)際有效匯率進(jìn)行了測(cè)算。在實(shí)證部分,首先分析了人民幣實(shí)際有效匯率對(duì)中國(guó)食用植物油進(jìn)出口的影響。其次,分析了人民幣匯率對(duì)中國(guó)食用植物油進(jìn)口結(jié)構(gòu)的影響,包括實(shí)際有效匯率對(duì)進(jìn)口品種結(jié)構(gòu)的影響,以及雙邊名義匯率對(duì)進(jìn)口國(guó)別結(jié)構(gòu)的影響。 研究結(jié)果顯示,在長(zhǎng)期,國(guó)內(nèi)實(shí)際收入是影響中國(guó)食用植物油進(jìn)口的主要因素,而貿(mào)易伙伴國(guó)實(shí)際收入與中國(guó)食用植物油出口負(fù)相關(guān),人民幣實(shí)際有效匯率上升對(duì)進(jìn)口和出口均顯示出負(fù)面影響,但對(duì)出口影響更大。鄒檢驗(yàn)顯示,在不同階段人民幣實(shí)際有效匯率對(duì)中國(guó)食用植物油進(jìn)出口的影響存在較大差異。1990~2004年中國(guó)食用植物油進(jìn)出口匯率彈性之和顯著大于1,滿足ML條件,但2005~2010年進(jìn)出口匯率彈性之和小于1,不滿足ML條件。在短期,滯后一期的人民幣實(shí)際有效匯率對(duì)進(jìn)口存在正面影響,同時(shí),滯后兩期的實(shí)際有效匯率對(duì)出口也表現(xiàn)出正向影響。 對(duì)進(jìn)口品種結(jié)構(gòu)的分析發(fā)現(xiàn),豆油的進(jìn)口匯率彈性最大,其次是棕櫚油和其他植物油,其進(jìn)口匯率彈性大致相同,而菜籽油的進(jìn)口匯率彈性不顯著。對(duì)進(jìn)口國(guó)別結(jié)構(gòu)的分析發(fā)現(xiàn),人民幣名義匯率與阿根廷、印度尼西亞和馬來(lái)西亞的市場(chǎng)份額呈現(xiàn)正相關(guān),但與美國(guó)和巴西的市場(chǎng)份額負(fù)相關(guān)。 根據(jù)上述研究結(jié)果,筆者認(rèn)為中國(guó)食用植物油貿(mào)易逆差會(huì)進(jìn)一步擴(kuò)大,同時(shí),其進(jìn)口市場(chǎng)集中度也有進(jìn)一步提升趨勢(shì)。據(jù)此,提出加大對(duì)油料生產(chǎn)扶持力度,引導(dǎo)油脂加工業(yè)科學(xué)發(fā)展,拓寬油料油脂進(jìn)口渠道,推廣人民幣結(jié)算等政策建議,以提高中國(guó)食用植物油自給率和產(chǎn)品質(zhì)量,進(jìn)而保障國(guó)家食用植物油供給安全。
[Abstract]:Since the 1990 s, the demand for edible vegetable oil in China has increased rapidly, and its dependence on imports has become increasingly strong. The safety of edible vegetable oil has become another national strategic subject after food security. In this context, this paper focuses on the impact of RMB exchange rate on China's edible vegetable oil trade from 1990 to 2010. First of all, it briefly introduces the theory of exchange rate and trade balance and the research situation at home and abroad. Then, the evolution of RMB exchange rate regime is reviewed, and the trend of RMB exchange rate and the general situation of Chinese edible vegetable oil trade are analyzed. On this basis, the real effective exchange rate of Chinese edible vegetable oil import and export is calculated. In the empirical part, the effect of the real effective exchange rate of RMB on the import and export of edible vegetable oil in China is analyzed. Secondly, the influence of RMB exchange rate on the import structure of edible vegetable oil in China is analyzed, including the effect of the real effective exchange rate on the import variety structure and the influence of bilateral nominal exchange rate on the import structure. The results show that in the long run, real domestic income is the main factor affecting China's edible vegetable oil imports, while the real income of trading partner countries is negatively correlated with China's edible vegetable oil exports. The rise in the real effective exchange rate of the yuan has a negative impact on both imports and exports, but it has a greater impact on exports. Zou test showed that there were great differences in the effect of RMB real effective exchange rate on the import and export of edible vegetable oil in China at different stages. The sum of exchange rate elasticity of import and export of edible vegetable oil in China from 1990 to 2004 was significantly greater than 1, which satisfied the ML condition. However, the sum of the exchange rate elasticity of import and export from 2005 to 2010 is less than 1, which does not meet the ML condition. In the short term, the real effective exchange rate of RMB has a positive impact on imports, while the real effective exchange rate of two periods of lag has a positive impact on exports. It is found that the import exchange rate elasticity of soybean oil is the largest, followed by palm oil and other vegetable oils, and the import exchange rate elasticity of rapeseed oil is not significant. An analysis of the import country structure found that the nominal exchange rate of RMB was positively correlated with the market share of Argentina, Indonesia and Malaysia, but negatively correlated with the market share of the United States and Brazil. According to the above results, the author thinks that the trade deficit of edible vegetable oil in China will expand further, and the concentration of import market will also increase further. On the basis of this, the paper puts forward some policy suggestions such as increasing the support for oil production, guiding the scientific development of oil processing industry, widening the import channels of oil and fats, popularizing RMB settlement, and so on, in order to improve the self-sufficiency rate and product quality of edible vegetable oils in China. Thus, the supply of edible vegetable oil to the country is guaranteed to be safe.
【學(xué)位授予單位】:華中農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】:碩士
【學(xué)位授予年份】:2012
【分類(lèi)號(hào)】:F752;F832.6;F426.82;F224
【參考文獻(xiàn)】
相關(guān)期刊論文 前10條
1 鄭愷;;實(shí)際匯率波動(dòng)對(duì)我國(guó)出口的影響——基于SITC比較[J];財(cái)貿(mào)經(jīng)濟(jì);2006年09期
2 李亞新,余明;關(guān)于人民幣實(shí)際有效匯率的測(cè)算與應(yīng)用研究[J];國(guó)際金融研究;2002年10期
3 巴曙松;吳博;朱元倩;;匯率制度改革后人民幣有效匯率測(cè)算及對(duì)國(guó)際貿(mào)易、外匯儲(chǔ)備的影響分析[J];國(guó)際金融研究;2007年04期
4 鄭琰;人民幣匯率政策選擇對(duì)我國(guó)農(nóng)產(chǎn)品出口貿(mào)易的影響[J];國(guó)際貿(mào)易問(wèn)題;2000年04期
5 李志斌;;人民幣實(shí)際有效匯率調(diào)整及其波動(dòng)率與中美貿(mào)易收支[J];國(guó)際貿(mào)易問(wèn)題;2009年01期
6 沈國(guó)兵;中日貿(mào)易與人民幣匯率:實(shí)證分析[J];國(guó)際經(jīng)貿(mào)探索;2004年05期
7 李廣眾,Lan P.Voon;實(shí)際匯率錯(cuò)位、匯率波動(dòng)性及其對(duì)制造業(yè)出口貿(mào)易影響的實(shí)證分析:1978~1998年平行數(shù)據(jù)研究[J];管理世界;2004年11期
8 呂風(fēng)勇;人民幣實(shí)際有效匯率指數(shù)的測(cè)算和分析[J];河北經(jīng)貿(mào)大學(xué)學(xué)報(bào);2005年02期
9 李海菠;人民幣實(shí)際匯率與中國(guó)對(duì)外貿(mào)易的關(guān)系——基于1973-2001年數(shù)據(jù)的實(shí)證分析[J];世界經(jīng)濟(jì)研究;2003年07期
10 殷德生;中國(guó)貿(mào)易收支的匯率彈性與收入彈性[J];世界經(jīng)濟(jì)研究;2004年11期
相關(guān)博士學(xué)位論文 前5條
1 馬丹;人民幣實(shí)際匯率與中國(guó)國(guó)際競(jìng)爭(zhēng)力問(wèn)題研究[D];復(fù)旦大學(xué);2006年
2 陳龍江;人民幣匯率變動(dòng)的農(nóng)產(chǎn)品出口效應(yīng):理論與實(shí)證研究[D];浙江大學(xué);2007年
3 宋兆晗;人民幣實(shí)際匯率變動(dòng)對(duì)我國(guó)國(guó)際收支影響的分析[D];復(fù)旦大學(xué);2007年
4 趙麗佳;中國(guó)植物油產(chǎn)品的進(jìn)口貿(mào)易研究[D];華中農(nóng)業(yè)大學(xué);2009年
5 張家勝;人民幣升值的農(nóng)產(chǎn)品進(jìn)口效應(yīng)研究[D];華中農(nóng)業(yè)大學(xué);2009年
相關(guān)碩士學(xué)位論文 前3條
1 王曉英;人民幣匯率變動(dòng)對(duì)中國(guó)園藝產(chǎn)品出口的影響分析[D];華中農(nóng)業(yè)大學(xué);2010年
2 李亞靜;人民幣實(shí)際匯率變動(dòng)對(duì)中國(guó)制成品出口結(jié)構(gòu)的影響[D];天津財(cái)經(jīng)大學(xué);2011年
3 王海萍;人民幣匯率變動(dòng)對(duì)我國(guó)外貿(mào)的影響[D];武漢大學(xué);2005年
,本文編號(hào):1981624
本文鏈接:http://sikaile.net/guanlilunwen/huobilw/1981624.html