本文關(guān)鍵詞： 人民幣匯率 紡織品貿(mào)易收支 GDP 協(xié)整檢驗(yàn)　出處：《貴州財(cái)經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：自改革開放之后我國紡織業(yè)一直在高速的發(fā)展，紡織品的出口額也在不斷擴(kuò)大。我國紡織業(yè)對紡織品的進(jìn)出口貿(mào)易有很大的依賴性。匯率在國際貿(mào)易中直接影響商品價(jià)格和貨款結(jié)算，而自2005年我國匯率制度改革以來，人民幣一直處于升值的態(tài)勢之中，那么人民幣升值對我國紡織品貿(mào)易收支到底會產(chǎn)生怎么樣的影響，會產(chǎn)生什么樣的結(jié)果？ 筆者為了研究這一問題，先從國內(nèi)外諸多學(xué)者的研究成果著手，閱讀大量有關(guān)匯率對貿(mào)易影響這一課題的研究文獻(xiàn)，發(fā)現(xiàn)國內(nèi)外的專家學(xué)者對于這一問題并沒能得出一個(gè)大家都認(rèn)可的結(jié)論。本文在文獻(xiàn)資料的基礎(chǔ)上，論述了匯率決定理論以及匯率影響貿(mào)易收支的理論和傳到途徑，理論分析人民幣匯率變動對我國紡織品貿(mào)易收支的影響。然后運(yùn)用計(jì)量經(jīng)濟(jì)學(xué)的知識，選定模型、變量對上述問題進(jìn)行實(shí)證研究，選取1981年-2010年的年度數(shù)據(jù)作為樣本，期間采用單位根檢驗(yàn)、協(xié)整檢驗(yàn)和格蘭杰因果關(guān)系檢驗(yàn)來確定人民幣匯率和紡織業(yè)貿(mào)易收支之間的數(shù)量關(guān)系。得出了人民幣實(shí)際匯率的變動對我國紡織品進(jìn)口影響比較顯著，而對我國紡織品的出口產(chǎn)生的影響并不顯著，同時(shí)，我國居民收入和世界GDP對我國紡織品貿(mào)易收支會產(chǎn)生顯著的影響。 本文的研究內(nèi)容主要分為五個(gè)部分。第一部分是導(dǎo)論，說明本文的研究背景和研究意義以及研究方法、結(jié)構(gòu)安排，同時(shí)闡述本文的創(chuàng)新和不足之處。第二部分是文獻(xiàn)綜述，學(xué)習(xí)、研究、分析國內(nèi)外學(xué)者關(guān)于這一課題和相近課題的研究成果，總結(jié)其中的精華和不足。第三部分是人民匯率和我國紡織業(yè)的現(xiàn)狀分析，介紹匯率決定理論，回顧人民幣匯率變動歷史，研究現(xiàn)狀；研究我國紡織業(yè)的發(fā)展歷程和進(jìn)出口歷史和現(xiàn)狀。第四部分是理論分析人民幣升值對我國紡織品貿(mào)易收支的影響，介紹匯率對貿(mào)易收支影響的分析理論，從理論角度分析人民幣升值對我國紡織品貿(mào)易的影響效應(yīng)。隨后是實(shí)證研究，運(yùn)用單位根檢驗(yàn)、協(xié)整檢驗(yàn)和格蘭杰因果關(guān)系檢驗(yàn)來發(fā)掘人民幣實(shí)際匯率和我國紡織品貿(mào)易收支之間的數(shù)量關(guān)系。第五部分是根據(jù)本文的研究成果為政府和紡織企業(yè)提出一些建議對策。
[Abstract]:Since the reform and opening up, China's textile industry has been developing at a high speed. The export volume of textiles is also expanding. China's textile industry depends heavily on the import and export trade of textiles. Exchange rate directly affects commodity prices and payment settlement in international trade. Since 2005, China's exchange rate system has been reformed. The RMB has been in the situation of appreciation, so the appreciation of the RMB on China's textile trade revenue and expenditure in the end what kind of impact, what will be the result? In order to study this problem, the author begins with the research achievements of many scholars at home and abroad, and reads a large number of research documents on the subject of the impact of exchange rate on trade. It is found that experts and scholars at home and abroad have not reached a conclusion that everyone agrees with this problem. Based on the literature, this paper discusses the theory of exchange rate determination and the theory and transmission of exchange rate influencing trade balance. Theoretical analysis of the impact of RMB exchange rate changes on China's textile trade income and expenditure. Then using econometric knowledge, selected models, variables to empirical study of the above issues, select the annual data from 1981 to 2010 as samples. During this period, unit root test, cointegration test and Granger causality test were used to determine the quantitative relationship between RMB exchange rate and trade balance of textile industry. At the same time, the income of Chinese residents and GDP of the world will have a significant impact on China's textile trade receipts and expenditures. The research content of this paper is divided into five parts. The first part is the introduction, which explains the research background and significance, the research method, the structure arrangement, the innovation and the deficiency of this paper. The second part is the literature review. To study, study, and analyze the research results of domestic and foreign scholars on this topic and related topics, and summarize the essence and shortcomings. The third part is the analysis of the current situation of the people's exchange rate and China's textile industry, and introduces the theory of exchange rate determination. Reviewing the history and current situation of RMB exchange rate change, studying the development course, import and export history and current situation of China's textile industry. Part 4th is a theoretical analysis of the impact of RMB appreciation on China's textile trade income and expenditure. This paper introduces the analysis theory of the effect of exchange rate on trade balance, analyzes the effect of RMB appreciation on China's textile trade from a theoretical point of view. The cointegration test and Granger causality test are used to explore the quantitative relationship between the real exchange rate of RMB and China's textile trade income and expenditure. Part 5th is based on the research results of this paper to put forward some suggestions for the government and textile enterprises.
【學(xué)位授予單位】：貴州財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F752.62;F426.81;F832.6

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