發(fā)布時(shí)間：2018-12-15 00:07

【摘要】：在國(guó)際貿(mào)易中,匯率變動(dòng)對(duì)一國(guó)進(jìn)出口貿(mào)易的影響十分重要。隨著經(jīng)濟(jì)全球化的趨勢(shì)愈來(lái)愈明顯,中國(guó)經(jīng)濟(jì)的對(duì)外開(kāi)放程度不斷加深、對(duì)外貿(mào)易依存度也持續(xù)增高,因此,人民幣匯率變動(dòng)對(duì)中國(guó)對(duì)外貿(mào)易的影響也日益成為社會(huì)關(guān)注的重點(diǎn)。而2008年爆發(fā)的金融危機(jī)以及由此引發(fā)的歐債危機(jī)嚴(yán)重破壞了我國(guó)對(duì)外貿(mào)易發(fā)展的外部環(huán)境,對(duì)我國(guó)對(duì)外貿(mào)易狀況造成了惡劣的影響。因此,關(guān)于人民幣實(shí)際有效匯率變動(dòng)對(duì)我國(guó)進(jìn)出口貿(mào)易額及結(jié)構(gòu)影響的研究是十分有必要的。本文采用季度數(shù)據(jù)研究了人民幣實(shí)際有效匯率變動(dòng)對(duì)我國(guó)貨物進(jìn)出口貿(mào)易額的影響；使用年度數(shù)據(jù)研究了人民幣實(shí)際有效匯率變動(dòng)對(duì)我國(guó)服務(wù)進(jìn)出口貿(mào)易額的影響；并分別研究了人民幣實(shí)際有效匯率變動(dòng)對(duì)我國(guó)貨物貿(mào)易結(jié)構(gòu)的影響和人民幣實(shí)際有效匯率變動(dòng)對(duì)我國(guó)服務(wù)貿(mào)易結(jié)構(gòu)的影響。通過(guò)研究得出的結(jié)論主要有：(1)人民幣實(shí)際有效匯率與進(jìn)出口貿(mào)易額之間存在協(xié)整關(guān)系。(2)人民幣實(shí)際有效匯率是貨物貿(mào)易額的格蘭杰原因但不是服務(wù)貿(mào)易額的格蘭杰原因。(3)人民幣實(shí)際有效匯率和初級(jí)產(chǎn)品貿(mào)易結(jié)構(gòu)之間不存在協(xié)整關(guān)系,與工業(yè)制成品的貿(mào)易結(jié)構(gòu)之間存在協(xié)整關(guān)系。(4)人民幣實(shí)際有效匯率變動(dòng)對(duì)服務(wù)貿(mào)易結(jié)構(gòu)影響很小。最后,結(jié)合上述研究結(jié)論提出政策建議。
[Abstract]:In international trade, the influence of exchange rate change on a country's import and export trade is very important. With the trend of economic globalization becoming more and more obvious, the degree of China's economic opening to the outside world is deepening, and the degree of dependence on foreign trade continues to increase. The impact of RMB exchange rate change on China's foreign trade has become a focus of social concern. However, the financial crisis broke out in 2008 and the European debt crisis caused by it seriously damaged the external environment of China's foreign trade development and had a bad impact on China's foreign trade situation. Therefore, it is necessary to study the effect of RMB real effective exchange rate on China's import and export trade volume and structure. This paper uses quarterly data to study the effect of RMB real effective exchange rate change on China's import and export volume of goods, uses annual data to study the effect of RMB real effective exchange rate change on China's trade volume of import and export of services. The influence of the real effective exchange rate of RMB on the structure of China's trade in goods and the change of the real effective exchange rate of RMB on the structure of China's trade in services are studied respectively. The main conclusions are as follows: (1) there is a cointegration relationship between the real effective exchange rate of RMB and the volume of import and export trade. (2) the real effective exchange rate of RMB is the Granger cause of the trade in goods, but not the service. Granger reasons for trade volume. (3) there is no cointegration relationship between the real effective exchange rate of RMB and the trade structure of primary products. There is a cointegration relationship with the trade structure of manufactured goods. (4) the change of the real effective exchange rate of RMB has little effect on the structure of trade in services. Finally, combined with the above conclusions, policy recommendations are put forward.
【學(xué)位授予單位】：東北師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F752.6;F832.6

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本文編號(hào)：2379562