本文選題：外匯儲(chǔ)備 + 主成分分析��； 參考：《山東大學(xué)》2014年碩士論文

【摘要】：隨著我國(guó)外匯儲(chǔ)備的持續(xù)增長(zhǎng),有關(guān)外匯儲(chǔ)備影響因素的研究引起了國(guó)內(nèi)學(xué)者的廣泛關(guān)注,然而對(duì)于各經(jīng)濟(jì)因素對(duì)我國(guó)外匯儲(chǔ)備的影響卻有著不同的定論。本文從國(guó)內(nèi)經(jīng)濟(jì)發(fā)展、國(guó)際收支變動(dòng)、我國(guó)的經(jīng)濟(jì)制度三方面入手,以1994年我國(guó)外匯結(jié)售匯制度和匯率制度改革以來(lái)到2012年的經(jīng)濟(jì)數(shù)據(jù)為基礎(chǔ),選取了國(guó)內(nèi)生產(chǎn)總值、進(jìn)出口凈額、實(shí)際利用外資額、國(guó)家外債余額、人民幣廣義貨幣供應(yīng)量、美元對(duì)人民幣年均匯價(jià)、我國(guó)的人口規(guī)模、進(jìn)出口總額、證券投資差額9個(gè)影響指標(biāo),運(yùn)用主成分分析法,建立了以標(biāo)準(zhǔn)化外匯儲(chǔ)備為因變量,標(biāo)準(zhǔn)化國(guó)內(nèi)生產(chǎn)總值、進(jìn)出口凈額、實(shí)際利用外資額、國(guó)家外債余額、人民幣廣義貨幣供應(yīng)量、美元對(duì)人民幣匯價(jià)、我國(guó)的人口規(guī)模、進(jìn)出口總額、證券投資差額為自變量的標(biāo)準(zhǔn)化回歸模型。經(jīng)過(guò)分析發(fā)現(xiàn),我國(guó)外匯儲(chǔ)備增長(zhǎng)是多方面原因共同作用的結(jié)果,其中制度原因是我國(guó)外匯儲(chǔ)備增長(zhǎng)的深層次原因,除匯率對(duì)我國(guó)外匯儲(chǔ)備增長(zhǎng)具有反向沖擊外,其他因素都對(duì)我國(guó)外匯儲(chǔ)備具有正向促進(jìn)作用且進(jìn)出口差額、人口規(guī)模、證券投資差額對(duì)我國(guó)外匯儲(chǔ)備增長(zhǎng)的作用并不明顯。
[Abstract]:With the continuous growth of China's foreign exchange reserves, the research on the influencing factors of foreign exchange reserves has attracted extensive attention of domestic scholars. However, there are different conclusions on the influence of various economic factors on China's foreign exchange reserves.This paper starts with the domestic economic development, the change of the balance of payments and the economic system of our country. Based on the economic data from the reform of the foreign exchange settlement and sale system and the exchange rate system in 1994 to the year 2012, this paper selects the gross domestic product (GDP).Net imports and exports, the amount of foreign capital actually utilized, the balance of foreign debt of the state, the broad money supply of RMB, the average annual exchange rate of the US dollar to the RMB, the population size of our country, the total volume of imports and exports, and the difference in securities investment.By using principal component analysis, we have established standardized foreign exchange reserves as dependent variables, standardized gross domestic product, net imports and exports, actual amount of foreign capital utilized, balance of foreign debt of the country, broad money supply of RMB, exchange rate of US dollar to RMB,The standardized regression model of population size, total import and export volume and securities investment difference is independent variable in our country.Through the analysis, it is found that the growth of China's foreign exchange reserve is the result of the joint action of various reasons, among which the institutional reason is the deep-seated reason of the growth of China's foreign exchange reserve, except that the exchange rate has a reverse impact on the growth of China's foreign exchange reserve.All other factors have a positive effect on China's foreign exchange reserve and the difference between import and export population size and securities investment difference has no obvious effect on the growth of China's foreign exchange reserve.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F832.6

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 陳晉玲;;我國(guó)出口增長(zhǎng)對(duì)外匯儲(chǔ)備影響的實(shí)證分析[J];北方經(jīng)濟(jì);2006年10期

2 張洪霞;趙硯;;人民幣實(shí)際有效匯率變動(dòng)對(duì)外匯儲(chǔ)備規(guī)模影響的實(shí)證分析[J];財(cái)會(huì)通訊;2012年03期

3 陳立泰;張祖妞;;FDI、出口貿(mào)易與外匯儲(chǔ)備增長(zhǎng)——基于1997—2009年月度數(shù)據(jù)的計(jì)量檢驗(yàn)[J];科技和產(chǎn)業(yè);2009年08期

4 陳享光;孫瑩;;我國(guó)外匯儲(chǔ)備增長(zhǎng)的影響因素與實(shí)證檢驗(yàn)[J];當(dāng)代經(jīng)濟(jì)管理;2008年12期

5 陳安;楊振宇;;貿(mào)易順差、資本流入與中國(guó)外匯儲(chǔ)備規(guī)模增長(zhǎng)[J];當(dāng)代經(jīng)濟(jì)科學(xué);2011年04期

6 王浩;;我國(guó)外匯儲(chǔ)備與廣義貨幣供應(yīng)量關(guān)系的分析[J];四川文理學(xué)院學(xué)報(bào);2009年05期

7 丁彥婷;孫紫玉;;FDI和出口對(duì)中國(guó)外匯儲(chǔ)備的影響[J];市場(chǎng)經(jīng)濟(jì)與價(jià)格;2012年01期

8 竇曉;宋錚;;我國(guó)外匯儲(chǔ)備影響因素的因子分析[J];經(jīng)濟(jì)論壇;2010年11期

9 郝潔;;資本流動(dòng)對(duì)我國(guó)外匯儲(chǔ)備的影響[J];經(jīng)濟(jì)問(wèn)題;2007年01期

10 嚴(yán)保興;;人民幣實(shí)際匯率對(duì)外匯儲(chǔ)備的影響的實(shí)證分析[J];商場(chǎng)現(xiàn)代化;2011年16期

，

本文編號(hào)：1749176