本文關(guān)鍵詞： 人民幣實(shí)際匯率 區(qū)域產(chǎn)業(yè)結(jié)構(gòu) 傳導(dǎo)路徑　出處：《江西財經(jīng)大學(xué)》2016年碩士論文　論文類型：學(xué)位論文

【摘要】：匯率作為市場上重要價格信號之一,不僅在對外貿(mào)易經(jīng)濟(jì)中處于核心地位,也在國內(nèi)外資源配置中起著至關(guān)重要的作用。匯率改變我國生產(chǎn)要素的相對價格,影響我國參與國際分工的成本,從而引導(dǎo)國內(nèi)資源的重新配置。自2005年實(shí)施匯率改革以來,人民幣兌美元匯率一直比較平穩(wěn)。然而,受全球經(jīng)濟(jì)體總需求偏弱以及中國宏觀經(jīng)濟(jì)下行壓力增大的影響,2014年以來人民幣兌美元匯率呈現(xiàn)出雙向波動的新態(tài)勢�？傮w來看,人民幣兌美元匯率彈性將會進(jìn)一步增強(qiáng),波動范圍也將擴(kuò)大。當(dāng)前我國已進(jìn)入改革的攻堅期,國內(nèi)經(jīng)濟(jì)結(jié)構(gòu)調(diào)整已經(jīng)極為迫切。我國產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級體現(xiàn)在多種角度,從資源要素重新流動角度可以把產(chǎn)業(yè)結(jié)構(gòu)認(rèn)為是國內(nèi)外資源優(yōu)化配置的結(jié)果,而國內(nèi)外資源配置通過價格信號來實(shí)現(xiàn)。匯率作為重要的價格信號,對于產(chǎn)業(yè)結(jié)構(gòu)調(diào)整的影響日趨重要。因此,在人民幣匯率改革的背景下,將匯率與我國實(shí)體經(jīng)濟(jì)緊密聯(lián)系起來,探討兩者的關(guān)系,具有重要的現(xiàn)實(shí)意義。本文由六個章節(jié)組成,前四部分主要為基礎(chǔ)分析部分,主要介紹匯率影響產(chǎn)業(yè)結(jié)構(gòu)問題的選題背景、選題意義,對國內(nèi)外文獻(xiàn)進(jìn)行簡要的歸納和總結(jié),說明本文的研究思路和結(jié)構(gòu)、創(chuàng)新與不足;列出匯率與產(chǎn)業(yè)結(jié)構(gòu)的相關(guān)理論基礎(chǔ);分析匯率變動影響產(chǎn)業(yè)結(jié)構(gòu)的傳導(dǎo)路徑;回顧人民幣匯率變化歷程與我國產(chǎn)業(yè)結(jié)構(gòu)演變發(fā)展。第五部分對匯率與產(chǎn)業(yè)結(jié)構(gòu)的關(guān)系進(jìn)行實(shí)證檢驗(yàn),為本文的核心部分。本文以我國29個省(剔除西藏、重慶兩個省市)為樣本建立面板VAR模型,從全國和區(qū)域兩個層面考察兩者之間的動態(tài)交互關(guān)系。通過脈沖響應(yīng)圖和方差分解發(fā)現(xiàn):從全國層面來看,人民幣匯率升值有利于降低第二產(chǎn)業(yè)占GDP比重,提高第三產(chǎn)業(yè)占GDP比重,有利于推進(jìn)產(chǎn)業(yè)結(jié)構(gòu)調(diào)整升級。從FDI、對外貿(mào)易可以看出,人民幣匯率升值在短期內(nèi)不利于FDI的流入,推動產(chǎn)業(yè)結(jié)構(gòu)向更合理的方向發(fā)展。在短期匯率升值導(dǎo)致出口下降、進(jìn)口上升;從區(qū)域?qū)用鎭砜?在東部和中西部,人民幣匯率升值阻礙第二產(chǎn)業(yè)的,推動第三產(chǎn)業(yè)的發(fā)展。但是,受區(qū)域?qū)ν忾_放度,資源稟賦條件,以及國家產(chǎn)業(yè)政策等各方面因素的影響,人民幣匯率變動作用于地區(qū)產(chǎn)業(yè)結(jié)構(gòu)時,其影響存在較明顯的差異性,對于第二、三產(chǎn)業(yè),人民幣匯率升值對東部地區(qū)的影響大于對中西部地區(qū)的影響。最后在第六部分提出三點(diǎn)政策建議:一、重視匯率作用,完善人民幣匯率形成機(jī)制;二、轉(zhuǎn)變發(fā)展方式,協(xié)調(diào)區(qū)域產(chǎn)業(yè)結(jié)構(gòu);三、優(yōu)化商品貿(mào)易結(jié)構(gòu),積極引導(dǎo)FDI流向。
[Abstract]:Exchange rate, as one of the important price signals in the market, not only plays a key role in the foreign trade economy, but also plays a vital role in the allocation of resources at home and abroad. The exchange rate changes the relative price of the factors of production in China. It affects the cost of China's participation in the international division of labor, thus leading to the redistribution of domestic resources. Since the implementation of the exchange rate reform in 2005, the RMB exchange rate against the US dollar has been relatively stable. Under the influence of weak aggregate demand in the global economy and the increasing downward pressure on China's macro economy, the RMB exchange rate against the US dollar has shown a new trend of two-way volatility since 2014. Overall. The exchange rate flexibility of RMB against the US dollar will be further strengthened and the fluctuation scope will also be enlarged. At present, China has entered a critical period of reform. The adjustment of domestic economic structure has been extremely urgent. The optimization and upgrading of industrial structure of our country is reflected in many angles. From the perspective of reflow of resource elements, the industrial structure can be regarded as the result of optimal allocation of resources at home and abroad. The allocation of domestic and foreign resources is realized by price signal. As an important price signal, the influence of exchange rate on the adjustment of industrial structure is becoming more and more important. Therefore, under the background of RMB exchange rate reform. It is of great practical significance to study the relationship between the exchange rate and the real economy of our country. This paper is composed of six chapters, the first four parts are the basic analysis part. This paper mainly introduces the background and significance of the topic, summarizes the literature at home and abroad, and explains the research ideas and structure, innovation and deficiency of this paper. The theoretical basis of exchange rate and industrial structure is listed. Analyzing the transmission path of exchange rate change affecting industrial structure; This paper reviews the course of RMB exchange rate change and the evolution and development of China's industrial structure. Part 5th empirically tests the relationship between exchange rate and industrial structure, which is the core part of this paper. In this paper, 29 provinces of China (excluding Tibet) are selected. The panel VAR model is established for the sample of two provinces and cities in Chongqing. The dynamic interaction between the two is investigated from the national and regional levels. Through the pulse response diagram and variance decomposition, it is found that: from the national level. The appreciation of RMB exchange rate is helpful to reduce the proportion of secondary industry in GDP, to increase the proportion of tertiary industry in GDP, and to promote the adjustment and upgrading of industrial structure. The appreciation of RMB exchange rate is not conducive to the inflow of FDI in the short term and promotes the development of industrial structure in a more reasonable direction. From the regional level, in the east and central and western, the appreciation of RMB exchange rate hinders the development of the secondary industry and promotes the development of the tertiary industry. However, due to the degree of regional opening up, resource endowment conditions. As well as the national industrial policy and other factors, the RMB exchange rate changes in the regional industrial structure, its impact has obvious differences, for the second and third industries. The impact of RMB exchange rate appreciation on the eastern region is greater than that on the central and western regions. Finally, in the 6th part, three policy suggestions are put forward: first, attach importance to the exchange rate function and perfect the RMB exchange rate formation mechanism; Second, to change the mode of development and coordinate the regional industrial structure; Third, optimize the structure of commodity trade and actively guide the flow of FDI.
【學(xué)位授予單位】：江西財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2016
【分類號】：F832.6;F121.3

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