人民幣實際有效匯率波動對我國貿(mào)易收支的影響研究
本文選題:人民幣實際有效匯率 + 貿(mào)易收支 ; 參考:《天津財經(jīng)大學》2014年碩士論文
【摘要】:自1994年以來,我國的貿(mào)易收支幾乎一直處于順差狀態(tài),外匯儲備越來越多,人民幣升值壓力也越來越大,同時也給我國的宏觀經(jīng)濟調(diào)控和與貿(mào)易伙伴國的關(guān)系帶來了負面的影響。一國的貿(mào)易收支情況與很多因素有關(guān):人民幣實際有效匯率、國外收入、出口產(chǎn)品價格水平、出口產(chǎn)品需求彈性等因素。人民幣實際有效匯率反映的是在國際市場上人民幣的真實價值,其波動能改變中國貿(mào)易商品在國際市場上的競爭力,影響中國貿(mào)易收支,因此加強對人民幣實際有效匯率的調(diào)整對改善中國貿(mào)易收支很有必要。本文主要研究人民幣實際有效匯率的波動對貿(mào)易收支平衡的影響,并根據(jù)所得結(jié)論提出相關(guān)對策建議。本文首先是對所研究問題進行理論分析,介紹了實際有效匯率的構(gòu)建,并闡述了國際貿(mào)易理論中的彈性論和乘數(shù)論。其次,重點描述了人民幣實際有效匯率和我國貿(mào)易收支的現(xiàn)狀。再次,基于對目前現(xiàn)狀的分析和相關(guān)的理論研究,本文采用2003-2013年的季度數(shù)據(jù),并選用國內(nèi)實際收入、人民幣實際有效匯率、國外實際收入和貿(mào)易收支共同構(gòu)建理論模型,通過建立計量模型對人民幣實際有效匯率波動對我國貿(mào)易收支的影響進行實證分析。最后,根據(jù)分析結(jié)果,提出調(diào)整我國貿(mào)易收支的對策建議。通過本文的研究可以得出我國的貿(mào)易收支是受多種因素的影響,證明出,人民幣實際有效匯率變動對中國貿(mào)易收支平衡有一定影響,在調(diào)解過程當中短期內(nèi)有很明顯的J曲線效應(yīng),同時得出國外的實際收入對我國的貿(mào)易收支影響最大。
[Abstract]:Since 1994, China's trade balance has been in a surplus state, with more and more foreign exchange reserves and more pressure on the appreciation of the RMB. At the same time, it has brought negative influence to our country's macroeconomic regulation and relations with our trading partners. The trade balance of a country is related to many factors: real effective exchange rate of RMB, foreign income, price level of export products, elasticity of demand for export products, and so on. The real effective exchange rate of RMB reflects the real value of RMB in the international market, and its fluctuation can change the competitiveness of Chinese trade goods in the international market and affect China's trade balance. Therefore, it is necessary to improve China's trade balance by adjusting the real effective exchange rate of RMB. This paper mainly studies the effect of the fluctuation of RMB real effective exchange rate on the balance of trade balance, and puts forward relevant countermeasures and suggestions according to the conclusions. This paper first analyzes the problems studied, introduces the construction of real effective exchange rate, and expounds the elasticity theory and multiplier theory in the theory of international trade. Secondly, it describes the actual effective exchange rate of RMB and the current situation of China's trade balance. Thirdly, based on the analysis of the current situation and related theoretical research, this paper adopts the quarterly data from 2003 to 2013, and selects the real domestic income, the real effective exchange rate of RMB, the real income of foreign countries and the trade balance to build a theoretical model together. An empirical analysis is made on the effect of RMB real effective exchange rate fluctuation on China's trade income and expenditure through the establishment of econometric model. Finally, according to the analysis results, the countermeasures and suggestions to adjust China's trade income and expenditure are put forward. Through the research of this paper, we can draw the conclusion that China's trade balance is influenced by many factors, and proves that the real effective exchange rate of RMB has a certain influence on China's trade balance. In the process of mediation, there is obvious J curve effect in the short term. At the same time, it is concluded that the real income of foreign countries has the greatest influence on China's trade balance.
【學位授予單位】:天津財經(jīng)大學
【學位級別】:碩士
【學位授予年份】:2014
【分類號】:F832.6;F752.6
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