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  本文關(guān)鍵詞：人民幣實際匯率對中美貿(mào)易收支平衡影響的實證研究　出處：《上海外國語大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 人民幣匯率變動 中美貿(mào)易 馬歇爾-勒納

【摘要】：自加入WTO以來，中國貿(mào)易地位不斷上升。中國進(jìn)出口總額從2002年的6,207億美元迅速爬升至2012年的38,668億美元，年復(fù)合增長率幾近超過20％，自2006年起，中國對外貿(mào)易的世界排名穩(wěn)居三甲，然而這也意味著中美貿(mào)易間的摩擦愈演愈烈，中美貿(mào)易摩擦的直接導(dǎo)火索是中美間巨額的貿(mào)易順差。以美國為首的西方發(fā)達(dá)國家，面對日趨擴(kuò)大的對華貿(mào)易逆差，多次試圖干預(yù)中國的人民幣匯率政策，指責(zé)中方涉嫌操縱人民幣匯率，曾于2011年10月11日，美國參議院對“2011年貨幣匯率監(jiān)督改革法案”進(jìn)行最終投票，通過了對人民幣匯率法案，此舉旨在逼迫人民幣加速升值。人民幣匯率問題再成焦點議題。為此，本文圍繞人民幣匯率的變動對于中美貿(mào)易順差展開相關(guān)性研究，探討人民幣匯率的貶值與否是否會對中美巨額貿(mào)易順差產(chǎn)生顯著影響。 自中國經(jīng)濟(jì)進(jìn)入轉(zhuǎn)軌時期，人民幣匯率制度經(jīng)歷了三個主要變遷階段。自1981年至1984年，，中國進(jìn)入人民幣內(nèi)部結(jié)算價和官方匯率并存的雙重匯率時期，而從1985年至1993年，中國取消內(nèi)部結(jié)算價，進(jìn)入官方匯率和外匯調(diào)劑市場匯率并存時期，自1994年起，中國正式進(jìn)入以市場機(jī)制為基礎(chǔ)的人民幣匯率制度。因此本文將理論結(jié)合實際，在綜合人民幣匯率制度變遷的分析和馬歇爾-勒納條件、J曲線效應(yīng)等匯率理論的基礎(chǔ)上，選取1981年-2012年的年度數(shù)據(jù)、1992年-2011年分行業(yè)數(shù)據(jù)，2006年第一季度-2013年第二季度的季度數(shù)據(jù)進(jìn)行分類實證研究，采用用協(xié)整模型、VAR模型、VEC模型、脈沖響應(yīng)等實證研究方法，總結(jié)驗證得到人民幣匯率的變動并不會對中美巨額貿(mào)易順差產(chǎn)生明顯影響。 最后本文整理了相關(guān)政策及建議幫助改善中美貿(mào)易順差，并對中美貿(mào)易失衡的現(xiàn)狀提出進(jìn)一步的思考。
[Abstract]:Since joining the WTO, China's trade position has been rising. China's total imports and exports climbed rapidly from US $6, 20.7 billion in 2002 to US $38, 66.8 billion in 2012. Since 2006, China has been ranked top three in the world for foreign trade, but this also means that the friction between China and the United States is getting worse. The direct cause of Sino-US trade friction is the huge trade surplus between China and the United States. Western developed countries, led by the United States, have repeatedly tried to interfere with China's RMB exchange rate policy in the face of a growing trade deficit with China. Accusing China of allegedly manipulating the renminbi, the US Senate voted through the currency exchange rate bill on October 11th 2011 after a final vote on the currency Exchange rate Supervision Reform Act of 2011. The purpose of this move is to force the RMB to accelerate appreciation. The issue of RMB exchange rate becomes the focus again. Therefore, this paper focuses on the change of the RMB exchange rate and carries out a study on the relevance of the trade surplus between China and the United States. To explore whether the depreciation of the RMB will have a significant impact on the huge trade surplus between China and the United States. From 1981 to 1984, the RMB exchange rate regime has undergone three main stages of change since China's economic transition. China entered the dual exchange rate period of the coexistence of RMB internal settlement price and official exchange rate, and from 1985 to 1993, China abolished the internal settlement price. Since 1994, China has formally entered the RMB exchange rate system based on market mechanism. Therefore, this paper combines theory with practice. Based on the analysis of the changes of RMB exchange rate regime and the exchange rate theory such as Marshall-Lerner conditional J curve effect, the annual data from 1981 to 2012 are selected. The subsector data from 1992 to 1992 and the quarterly data from in the first quarter of 2006 to in the second quarter of 2013 were classified into two groups: the cointegration model and the VAR model and the VEC model. The empirical research methods, such as impulse response, conclude and verify that the change of RMB exchange rate will not have a significant impact on the huge trade surplus between China and the United States. Finally, this paper collates the relevant policies and suggestions to help improve the Sino-US trade surplus, and puts forward further thoughts on the current situation of Sino-US trade imbalance.
【學(xué)位授予單位】：上海外國語大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F752.7;F832.6

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本文編號：1382216