【摘要】：雖然我國的GDP已經(jīng)超越日本成為了世界第二經(jīng)濟(jì)大國,但是我國產(chǎn)業(yè)結(jié)構(gòu)的合理性仍然存在著很多問題,有待進(jìn)一步優(yōu)化。影響產(chǎn)業(yè)結(jié)構(gòu)的因素眾多,本文主要研究了匯率水平的變動及其波動率對我國產(chǎn)業(yè)結(jié)構(gòu)調(diào)整的影響。 本文在匯率變動和產(chǎn)業(yè)結(jié)構(gòu)調(diào)整兩者相關(guān)文獻(xiàn)綜述的基礎(chǔ)上,從匯率的價格傳遞效應(yīng)、匯率通過對外貿(mào)易傳遞以及匯率通過外商直接投資傳遞這三個路徑進(jìn)行理論分析。并且,本文運(yùn)用單位根檢驗、Johansen協(xié)整檢驗以及格蘭杰因果檢驗等方法,研究了匯率的水平變動和波動率對三次產(chǎn)業(yè)結(jié)構(gòu)的影響以及制造業(yè)結(jié)構(gòu)的影響,對它們之間的關(guān)系進(jìn)行了實證分析。實證結(jié)果顯示,匯率的水平變動及波動率確實對我國產(chǎn)業(yè)結(jié)構(gòu)的調(diào)整起到了一定的作用。在本文的最后,還針對文章的分析結(jié)果給出了幾點建議。
[Abstract]:Although China's GDP has surpassed Japan as the second economic power of the world, the rationality of the industrial structure of our country still has many problems, to be further optimized. The factors that affect the industrial structure are many, this paper mainly studies the change of the exchange rate and the influence of the fluctuation rate on the structure of our country. On the basis of the literature review of the exchange rate and the adjustment of the industrial structure, the paper points out the effect of the exchange rate, the transfer of the exchange rate through the foreign trade and the transfer of the exchange rate through the foreign direct investment. In this paper, by using the method of unit root test, Johansen co-integration test and Granger causality test, this paper studies the effect of the exchange rate and the fluctuation rate on the three industrial structure and the effect of the manufacturing structure, and makes an empirical analysis of the relationship between them. The empirical results show that the change of the exchange rate and the fluctuation rate have played a certain role in the adjustment of the industrial structure of our country. In the end of this paper, some construction is also given for the analysis result of the article
【學(xué)位授予單位】：浙江大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.6;F121.3;F224

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