本文選題：匯率　切入點：中日貿(mào)易　出處：《華南理工大學(xué)》2015年碩士論文

【摘要】：匯率作為一種價格轉(zhuǎn)換指標(biāo),把國際市場上各個國家的經(jīng)濟緊密地聯(lián)系在一起,在國際貿(mào)易市場上發(fā)揮著舉足輕重的作用,它是調(diào)節(jié)一國貿(mào)易收支的最重要、最直接的手段之一。我國的匯率制度在不同的歷史時期,對外貿(mào)發(fā)展發(fā)揮著不同的作用。人民幣匯率制度對中日貿(mào)易的影響也在不同的時期呈現(xiàn)出不同的特點。隨著2005年第三次“匯改”以來,人民幣匯率形成機制越來越市場化,匯率的變動與外貿(mào)的發(fā)展關(guān)系日趨緊密,匯率制度將越來越深入地影響到國家的對外經(jīng)濟和中日貿(mào)易的發(fā)展。本文從理論和實證兩方面來論述匯率變動對中日貿(mào)易的影響。理論部分首先按照時間的發(fā)展順序,逐一論述各個歷史時期影響最大的匯率貿(mào)易理論,并重點介紹分析了彈性理論;其次,論述了匯率變動的價格傳導(dǎo)過程,分別從直接和間接兩個角度探討了匯率對進(jìn)出口貿(mào)易的價格傳導(dǎo)作用;最后,把我國自新中國成立以來的歷史階段分成幾個不同的時期,并逐一梳理各個時期匯率和中日貿(mào)易的發(fā)展?fàn)顩r,可以看出我國的匯率制度對中日貿(mào)易的影響經(jīng)歷了從改革開放前的基本不關(guān)聯(lián)到越來越緊密相關(guān)。實證部分搜集了中日兩國自2005年7月至2013年12月的宏觀經(jīng)濟數(shù)據(jù),并對這些數(shù)據(jù)進(jìn)行單位根檢驗、協(xié)整檢驗和格蘭杰因果分析,并利用OLS法測算出進(jìn)出口的匯率彈性,測試出的進(jìn)出口匯率彈性分別為1.171577和-0.412189。在論文的最后,作者根據(jù)實證檢驗得出的結(jié)果,從國民收入、人民幣實際匯率和彈性三個方面對實證結(jié)果進(jìn)行分析和總結(jié),在此基礎(chǔ)上,論述了在人民幣不斷升值的背景下對我國對日貿(mào)易的正面影響和負(fù)面影響,并根據(jù)存在的負(fù)面影響,提出了相應(yīng)的對策建議。
[Abstract]:As a price conversion index, the exchange rate closely links the economies of various countries in the international market and plays a pivotal role in the international trade market. It is the most important way to regulate a country's trade balance. One of the most direct means. China's exchange rate system has been in different historical periods. The influence of RMB exchange rate regime on Sino-Japanese trade also presents different characteristics in different periods. Since the third "exchange rate reform" in 2005, the RMB exchange rate formation mechanism has become more and more market-oriented. The change of exchange rate is closely related to the development of foreign trade. The exchange rate regime will affect the development of the country's foreign economy and Sino-Japanese trade more and more deeply. This paper discusses the influence of the exchange rate change on the Sino-Japanese trade from both theoretical and empirical aspects. The exchange rate trade theory, which has the greatest influence in each historical period, is discussed one by one, and the elasticity theory is emphatically introduced. Secondly, the price conduction process of exchange rate change is discussed. This paper discusses the price conduction effect of exchange rate on import and export trade from both direct and indirect angles. Finally, the historical stages of China since the founding of New China are divided into several different periods. And combing the exchange rate and the development of Sino-Japanese trade in each period one by one, It can be seen that the impact of China's exchange rate regime on Sino-Japanese trade has experienced more and more close correlation from the basic disconnection before the reform and opening up. The empirical part collects the macroeconomic data of China and Japan from July 2005 to December 2013. The data are tested by unit root test, cointegration test and Granger causality analysis, and the exchange rate elasticity of import and export is calculated by OLS method. The measured exchange rate elasticity of import and export is 1.171577 and -0.412189.In the end of this paper, According to the results of empirical test, the author analyzes and summarizes the empirical results from three aspects: national income, RMB real exchange rate and elasticity. This paper discusses the positive and negative effects on China's trade with Japan under the background of the continuous appreciation of RMB, and puts forward corresponding countermeasures and suggestions according to the existing negative effects.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F752.7;F832.6

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本文編號：1692020