本文選題：歐洲主權(quán)債務(wù)危機(jī)　切入點(diǎn)：出口貿(mào)易　出處：《復(fù)旦大學(xué)》2014年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：歐洲主權(quán)債務(wù)危機(jī)對(duì)歐洲經(jīng)濟(jì)和世界經(jīng)濟(jì)都產(chǎn)生了很大的影響。危機(jī)讓人們開(kāi)始關(guān)注歐元區(qū)政府經(jīng)常項(xiàng)目失衡問(wèn)題、歐元區(qū)成員國(guó)缺乏有效貨幣政策調(diào)控的問(wèn)題、歐洲經(jīng)濟(jì)缺乏生產(chǎn)性的問(wèn)題等一系列問(wèn)題,同時(shí),也使中國(guó)這個(gè)發(fā)展中大國(guó)不得不重視歐洲主權(quán)債務(wù)危機(jī)可能給中歐經(jīng)貿(mào)帶來(lái)的挑戰(zhàn)。本文通過(guò)分析,論證了歐洲主權(quán)債務(wù)危機(jī)對(duì)我國(guó)和歐元區(qū)貿(mào)易的影響主要會(huì)通過(guò)三個(gè)方面進(jìn)行：首先,歐洲主權(quán)債務(wù)危機(jī)對(duì)歐元區(qū)、歐盟乃至世界的經(jīng)濟(jì)造成打擊,直接導(dǎo)致歐洲的企業(yè)和消費(fèi)者對(duì)中國(guó)出口產(chǎn)品需求下降,間接導(dǎo)致歐洲外國(guó)家和地區(qū)對(duì)中國(guó)出口需求減少,從而影響中國(guó)出口。其次,危機(jī)可能影響歐元區(qū)的物價(jià),從而影響歐元區(qū)消費(fèi)主體對(duì)國(guó)內(nèi)產(chǎn)品和國(guó)外產(chǎn)品的需求,進(jìn)而影響我國(guó)對(duì)歐元區(qū)出口。第三,歐債危機(jī)造成歐元相對(duì)于人民幣貶值,繼而影響中國(guó)對(duì)歐出口。本文運(yùn)用向量自回歸模型(VAR),配合Johansen協(xié)整檢驗(yàn),Granger因果檢驗(yàn)和脈沖響應(yīng)函數(shù)分析,對(duì)危機(jī)發(fā)生前的1999年2月至2009年9月,以及危機(jī)發(fā)生后的2009年10月至2012年12月兩段時(shí)間區(qū)間內(nèi),中國(guó)對(duì)歐元區(qū)出口情況進(jìn)行分段實(shí)證研究。研究結(jié)果顯示,第一階段,歐元兌人民幣匯率、歐元區(qū)物價(jià)指數(shù)以及歐元區(qū)工業(yè)生產(chǎn)指數(shù)均對(duì)我國(guó)向歐元區(qū)出口有顯著影響,脈沖響應(yīng)函數(shù)的結(jié)果表示,在4期沖擊內(nèi)歐元區(qū)工業(yè)生產(chǎn)指數(shù)對(duì)我國(guó)出口正沖擊最大,4期到6期內(nèi),歐元區(qū)物價(jià)指數(shù)對(duì)我國(guó)出口正沖擊最大,6期之后,歐元兌人民幣匯率成為正沖擊最大的影響因素。而第二階段,脈沖響應(yīng)函數(shù)顯示2期后匯率和物價(jià)對(duì)我國(guó)出口的正沖擊非常有限,歐元區(qū)的工業(yè)生產(chǎn)指數(shù)變成了從第1期開(kāi)始就對(duì)我國(guó)出口正沖擊最大的因素。由于這個(gè)變量在本文實(shí)證模型中的作用是替代歐元區(qū)國(guó)民收入(GDP)指標(biāo)的,用以表示歐元區(qū)經(jīng)濟(jì)增長(zhǎng)的情況,因此可以認(rèn)為危機(jī)后,影響我國(guó)對(duì)歐元區(qū)出口最敏感的因素是歐洲經(jīng)濟(jì)增長(zhǎng)指標(biāo)。這可能是因?yàn)闅W洲經(jīng)濟(jì)普遍缺乏生產(chǎn)性,在受到危機(jī)的打擊后,很難恢復(fù)經(jīng)濟(jì)的健康發(fā)展。于是,宏觀(guān)經(jīng)濟(jì)指標(biāo)成為歐洲經(jīng)濟(jì)能否復(fù)蘇最直接的表現(xiàn),會(huì)直接影響歐元區(qū)進(jìn)口的需求和決策以及我國(guó)對(duì)其出口的需求和決策。最后,本文對(duì)我國(guó)在歐洲主權(quán)債務(wù)危機(jī)爆發(fā)后,如何維護(hù)和改善對(duì)歐元區(qū)出口狀況提出建議。
[Abstract]:The European sovereign debt crisis has had a significant impact on both the European economy and the world economy. The crisis has drawn attention to the current account imbalances of the governments of the euro zone and the lack of effective monetary policy controls in the euro zone. A series of problems, such as the lack of productive economy in Europe, also make China, a developing country, have to pay attention to the challenges that Europe's sovereign debt crisis may bring to China's economy and trade. It is demonstrated that the impact of the European sovereign debt crisis on the trade between China and the euro zone will be carried out mainly through three aspects: first, the European sovereign debt crisis has dealt a blow to the economies of the euro zone, the European Union and even the world. As a direct result of the decline in demand for Chinese exports from European enterprises and consumers, and indirectly for European countries and regions, the demand for Chinese exports has been reduced, thus affecting Chinese exports. Secondly, the crisis may affect prices in the euro zone. As a result, the demand for domestic and foreign products by the main consumers in the euro zone is affected, thus affecting China's exports to the euro zone. Third, the European debt crisis has resulted in the depreciation of the euro relative to the renminbi. In this paper, we use the vector autoregressive model, Johansen cointegration test, Granger causality test and impulse response function analysis to analyze the crisis from February 1999 to September 2009. And during the period from October 2009 to December 2012 after the crisis, China conducted a sectional empirical study on the export situation of the euro zone. The results show that, in the first stage, the exchange rate of the euro against the renminbi, Both the eurozone price index and the index of industrial production in the euro area have a significant impact on China's exports to the euro zone. The results of the impulse response function indicate that. During the four periods of impact, the industrial production index of the euro zone had the greatest positive impact on China's exports within four to six periods, and after the largest positive impact of the eurozone price index on China's exports for six periods, The euro / RMB exchange rate has become the most influential factor in the positive shock. In the second stage, the impulse response function shows that the positive impact of exchange rate and price on China's exports is very limited after the second period. The industrial production index of the euro zone has become the biggest positive impact on China's exports since the beginning of the first issue. Because this variable plays a role in the empirical model of this paper, it is a substitute for the eurozone national income (GDP) index. Used to describe economic growth in the euro zone, it can be argued that after the crisis, the most sensitive factor affecting our country's exports to the euro zone is the European economic growth indicator. This may be due to the general lack of productivity in the European economy. After being hit by the crisis, it is difficult to restore healthy economic development. As a result, macroeconomic indicators have become the most direct indication of whether the European economy can recover. It will directly affect the demand and decision of the euro zone's import and the demand and decision of our country's export. Finally, this paper puts forward some suggestions on how to maintain and improve the situation of our country's exports to the euro zone after the outbreak of the European sovereign debt crisis.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F815;F752.7

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