發(fā)布時(shí)間：2018-07-26 06:59

【摘要】：自2005年7月21日中國(guó)人民銀行宣布實(shí)行匯率體制改革以來(lái),人民幣開(kāi)始步入大幅升值的軌道,截止到2012年8月底已累計(jì)升值23.33%。2012年4月16日央行再次宣布提高銀行間即期外匯市場(chǎng)美元兌人民幣交易價(jià)浮動(dòng)幅度,即由最初的0.3%到0.5%,再到現(xiàn)在的1%,人民幣匯率更具彈性。廣東省作為我國(guó)最大的對(duì)外貿(mào)易主體,是典型的外向型經(jīng)濟(jì),其進(jìn)出口總額連續(xù)多年來(lái)一直穩(wěn)居我國(guó)首位,占全國(guó)進(jìn)出口總額的四分之一以上。匯率,作為調(diào)節(jié)對(duì)外貿(mào)易的關(guān)鍵變量,對(duì)廣東省進(jìn)出口的影響范圍更大、程度更深。因此本文以廣東省為研究對(duì)象,深入研究匯率變化對(duì)其進(jìn)出口的影響。 文章首先對(duì)匯率變化影響進(jìn)出口的相關(guān)理論進(jìn)行了梳理和總結(jié)。隨后在對(duì)人民幣匯率變化情況和廣東省進(jìn)出口貿(mào)易現(xiàn)狀進(jìn)行描述性分析的基礎(chǔ)上,分別從短期和長(zhǎng)期兩個(gè)方面實(shí)證研究了人民幣匯率變化對(duì)廣東省進(jìn)出口的影響。短期分析主要借鑒Cushmax的分析模型,將雙邊匯率水平變化和第三國(guó)匯率風(fēng)險(xiǎn)納入研究范疇,綜合分析匯率變化對(duì)廣東省進(jìn)出口的短期影響。研究表明,雙邊匯率水平變化和第三國(guó)匯率風(fēng)險(xiǎn)均對(duì)廣東省進(jìn)出口產(chǎn)生顯著影響,但第三國(guó)匯率風(fēng)險(xiǎn)的影響方向是不確定的。長(zhǎng)期分析基于傳統(tǒng)的供求分析理論,使用彈性分析法,對(duì)人民幣實(shí)際有效匯率與廣東省進(jìn)出口的長(zhǎng)期關(guān)系進(jìn)行了協(xié)整檢驗(yàn)。結(jié)論顯示,人民幣升值將促進(jìn)廣東省進(jìn)口的增長(zhǎng),但對(duì)廣東省出口產(chǎn)生顯著的負(fù)向影響。最后針對(duì)實(shí)證分析結(jié)論,分別從我國(guó)政府和進(jìn)出口企業(yè)兩個(gè)角度提出改善廣東省進(jìn)出口貿(mào)易的相關(guān)政策建議。
[Abstract]:Since the people's Bank of China announced the reform of the exchange rate system in July 21, 2005, the RMB has begun to step into the track of substantial appreciation. By the end of August 2012, the central bank has revalued the exchange rate of the exchange market in the inter bank exchange market to increase the exchange rate of the RMB exchange rate, from the initial 0.3% to 0.5%, from the initial 0.3% to 0.5%. At present 1%, the RMB exchange rate is more flexible. As the largest foreign trade subject in China, Guangdong is the typical export-oriented economy. Its import and export volume has been the first place in China for many years, accounting for more than 1/4 of the total import and export of the country. The exchange rate, as the key variable in the regulation of foreign trade, is the shadow of the import and export of Guangdong province. This article takes Guangdong Province as the research object, and deeply studies the impact of exchange rate changes on its import and export.
First, the paper combs and summarizes the related theories of exchange rate change affecting import and export. Then, on the basis of a descriptive analysis of the change of RMB exchange rate and the status of Guangdong import and export trade, the effect of the change of RMB exchange rate on the import and export of Guangdong province is empirically studied in two aspects of short-term and long-term. Based on the analysis model of Cushmax, the change of bilateral exchange rate and the risk of the third country exchange rate are included in the study category, and the short-term influence of exchange rate changes on the import and export of Guangdong province is synthetically analyzed. The study shows that the change of bilateral exchange rate and the exchange rate risk of the third country have a significant influence on the import and export of Guangdong Province, but the exchange rate wind of the third country is the same. The long-term analysis based on the traditional supply and demand analysis theory and the elastic analysis method, the long-term relationship between the actual effective exchange rate of RMB and the import and export of Guangdong province is cointegration test. The conclusion shows that the appreciation of RMB will promote the increase of the import of Guangdong Province, but there is a significant negative shadow on the export of Guangdong province. Finally, according to the conclusion of empirical analysis, we put forward relevant policies and suggestions to improve Guangdong's import and export trade from two perspectives, namely, our government and import and export enterprises.
【學(xué)位授予單位】：中南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.6;F752.6

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