本文選題：匯率傳遞效應　切入點：產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級　出處：《江西財經(jīng)大學》2014年碩士論文

【摘要】：匯率作為國際收支中最重要的價格變量之一,其傳遞效應對經(jīng)濟增長具有顯著的影響。眾多國內(nèi)外學者不斷努力嘗試從各種宏微觀視角對這種影響進行深度挖掘,希望能夠獲得較有意義的發(fā)現(xiàn),進一步指導經(jīng)濟發(fā)展。一國經(jīng)濟主體的產(chǎn)業(yè)需求結(jié)構(gòu)決定其產(chǎn)業(yè)供給結(jié)構(gòu),而產(chǎn)業(yè)供給及其結(jié)構(gòu)會進一步支撐一國國民收入,故產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級與經(jīng)濟增長之間存在著一一對應的關(guān)系。因此,從產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級的視角研究匯率變動對一國經(jīng)濟發(fā)展的影響,具有非常重要的實踐和理論意義。盡管,我國自1978年就已經(jīng)實行對外開放政策,匯率制度改革的步伐卻相當滯后,直到2005年7月才開始真正意義上的匯率改革,實行以市場供求為主,參考“一攬子”主要貨幣,有管理的浮動匯率制度。2005年匯制改革后,人民幣匯率進入了升值通道,8年多里累計升值超過30%,經(jīng)歷了較為顯著的起伏。人民幣匯率的這種變動,尤其是匯制改革后的升值趨勢給我國產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級帶來怎樣的影響呢?它又會通過何種傳導路徑影響我國產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級呢?基于對這兩個問題的思考,本文展開了人民幣實際有效匯率對我國產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級影響的論題研究,進而探討我國經(jīng)濟主體如何在新的歷史時期加快轉(zhuǎn)變經(jīng)濟增長發(fā)展方式,提高主動參與經(jīng)濟全球化和分享國際產(chǎn)業(yè)分工價值的能力。 本文共分6個章節(jié),按照“相關(guān)基礎(chǔ)理論闡述一匯率變動對一國產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級傳導路徑的一般性分析—人民幣匯率變動與我國產(chǎn)業(yè)結(jié)構(gòu)演變現(xiàn)狀和趨勢分析—人民幣實際有效匯率對產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級影響的實證分析”這一主線展開系統(tǒng)性分析,取得了一定的研究成果。 本文核心內(nèi)容共分兩個部分。 一是匯率變動對產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級傳導路徑的一般性分析。本部分先是介紹產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級的內(nèi)容,指出一國產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化通常表現(xiàn)為產(chǎn)業(yè)結(jié)構(gòu)的合理化和高級化兩個方面。根據(jù)不同的產(chǎn)業(yè)標準分類法,產(chǎn)業(yè)結(jié)構(gòu)的合理化和高級化又可以給予不同的量化指標,從而出現(xiàn)多個衡量一國產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級的指標。本文從宏微觀兩個層次度量產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級,一是按三次產(chǎn)業(yè)分類法,度量一、二、三產(chǎn)業(yè)間的優(yōu)化升級程度；二是按國際貿(mào)易分類法,度量出口產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級程度。對后者的度量主要是由于一國出口產(chǎn)業(yè)會直接參與國際競爭和國際產(chǎn)業(yè)分工,是經(jīng)濟效益和競爭效率最高的領(lǐng)域。因此,這一層次的考察對我國整體產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級具有非常重要的影響意義。接著從理論上分析匯率如何通過影響一國物價、外商直接投資和進出口貿(mào)易這三條傳導路徑,進而影響產(chǎn)業(yè)結(jié)構(gòu)。最后基于勞動力均衡增長模型,構(gòu)建一個廠商利潤最大化函數(shù),進一步從邏輯上對三條傳導路徑加以驗證,強化傳導機制的邏輯基礎(chǔ)。 二是人民幣實際有效匯率變動對我國產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級影響的實證分析。鑒于產(chǎn)業(yè)結(jié)構(gòu)的調(diào)整和優(yōu)化是一個長期動態(tài)的過程,本文基于我國相關(guān)經(jīng)驗數(shù)建立了誤差修正模型(VCEM),并分三個層次具體展開實證分析,這也是本文主要創(chuàng)新所在。首先是人民幣實際有效匯率對我國三次產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級影響的實證分析；其次是人民幣實際有效匯率對我國出口產(chǎn)業(yè)優(yōu)化升級影響的實證分析；最后是人民幣實際有效匯率對產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化升級傳導路徑的實證分析。 研究發(fā)現(xiàn),人民幣實際有效匯率的上升,外商直接投資的增加以及出口貿(mào)易額的增長都會促進我國產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級,但進口貿(mào)易額的增長對其有一定抑制作用,這與現(xiàn)有文獻的結(jié)論基本相符。從長期來看,物價水平的上升促進三次產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級,但2005年匯制改革后,隨著人民幣升值,物價上升對我國出口產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級呈現(xiàn)較為顯著的負面影響,這可能是這一時期我國面臨的較為復雜的國內(nèi)外環(huán)境所導致的。美國政府為拯救因次貸危機而深陷泥潭的國內(nèi)經(jīng)濟,連續(xù)推出了四輪量化寬松的貨幣政策,而作為全球最主要的結(jié)算和儲備貨幣,美元的超發(fā)倒逼其他國家效仿,進而引發(fā)了全球性的通貨膨脹。我國經(jīng)濟增長長期靠出口拉動,其中加工制造業(yè)貿(mào)易比重最大,因此,不可避免地受到全球輸入性通貨膨脹的影響,出口產(chǎn)業(yè)的國際競爭力下降,進而抑制了我國出口產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級。然而,隨著我國進口產(chǎn)業(yè)結(jié)構(gòu)由消費型向生產(chǎn)型轉(zhuǎn)變,進口產(chǎn)業(yè)結(jié)構(gòu)對出口產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化作用也日益凸顯。因此,我們關(guān)注出口產(chǎn)業(yè)結(jié)構(gòu)優(yōu)化的同時,也要重視進口產(chǎn)業(yè)結(jié)構(gòu)的調(diào)整過程。
[Abstract]:The exchange rate is one of the most important price variables in the balance of payments , and its transmission effect has a significant impact on economic growth .

In this paper , six chapters are divided into six chapters . According to the relevant basic theory , the general analysis of the transfer path of industrial structure optimization and upgrading of a country - RMB exchange rate fluctuation and the current situation and trend analysis of the industrial structure evolution in China are described . A systematic analysis of the main line of the real effective exchange rate on the optimization of industrial structure is carried out , and some research results have been obtained .

The core content of this paper is divided into two parts .

First , the paper introduces the content of industrial structure optimization and upgrading , and points out that the optimization of industrial structure in a country is usually characterized by the rationalization of industrial structure and the two aspects . According to different industry standard classification methods , the rationalization and higher level of industrial structure can give different quantitative indexes , so as to measure the optimization and upgrading of industrial structure in one country .
Second , according to the international trade classification method , the upgrading degree of the industrial structure of export is measured . The measurement of the latter is mainly due to the direct participation of one country ' s export industry in the international competition and the international industry division of labor , which is the most important area for the optimization and upgrading of the whole industrial structure .

In view of the adjustment and optimization of the industrial structure is a long - term dynamic process , this paper sets up an error correction model ( VCEM ) based on the relevant experience number of our country , and divides into three levels to carry out positive analysis , which is also the main innovation of this paper . Firstly , it is the empirical analysis of the impact of the real effective exchange rate of RMB on the optimization of the three industrial structure of our country .
Second , the empirical analysis of the effect of RMB ' s actual effective exchange rate on the optimization and upgrading of China ' s export industry ;
Finally , it is an empirical analysis of the real effective exchange rate of RMB on the optimization and upgrading of industrial structure .

The research finds that the increase of the effective exchange rate of RMB , the increase of foreign direct investment and the increase of export trade can promote the optimization and upgrading of the industrial structure of our country .

【學位授予單位】：江西財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.6;F121.3

【共引文獻】

相關(guān)期刊論文 前1條

1 寧晨星;肖茜;;匯率波動與物價水平變化的現(xiàn)實性與理論性分析[J];價格月刊;2014年04期

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本文編號：1684984