本文選題：經(jīng)濟(jì)增長(zhǎng) + 人民幣匯率��； 參考：《哈爾濱工業(yè)大學(xué)》2017年碩士論文

【摘要】：促進(jìn)經(jīng)濟(jì)增長(zhǎng)是國家的發(fā)展目標(biāo)之一,為此,無論是政府還是學(xué)術(shù)界都對(duì)經(jīng)濟(jì)增長(zhǎng)的動(dòng)因極其關(guān)注,找到對(duì)經(jīng)濟(jì)增長(zhǎng)發(fā)揮重要作用的因素,才能更加有效的實(shí)施政策措施,推動(dòng)經(jīng)濟(jì)更好更快的發(fā)展。中國經(jīng)濟(jì)發(fā)展對(duì)能源需求的依賴程度較高,這使得能源消費(fèi)變量在研究我國經(jīng)濟(jì)增長(zhǎng)時(shí)不可忽視,對(duì)能源消費(fèi)與經(jīng)濟(jì)增長(zhǎng)之間的關(guān)系研究已經(jīng)成為一個(gè)熱點(diǎn)問題。已有的研究多采用常規(guī)的方法對(duì)二者之間可能存在的協(xié)整關(guān)系以及因果關(guān)系進(jìn)行驗(yàn)證,但是由于宏觀經(jīng)濟(jì)變量處于復(fù)雜的經(jīng)濟(jì)系統(tǒng)中,任意兩個(gè)變量之間的關(guān)系容易受到其他因素的干擾,使得它們之間的協(xié)整關(guān)系可能表現(xiàn)出非線性形式,因此本文采用更準(zhǔn)確的閾值協(xié)整來揭示能源消費(fèi)與經(jīng)濟(jì)增長(zhǎng)之間的真實(shí)關(guān)系。隨著人民幣匯率市場(chǎng)化進(jìn)程的不斷推進(jìn),匯率波動(dòng)幅度擴(kuò)大,匯率成為影響宏觀經(jīng)濟(jì)變量的重要因素,特別是在人民幣國際化之后,人民幣匯率變動(dòng)的影響更加不容忽視。我國的能源需求高度依賴進(jìn)口,導(dǎo)致能源消費(fèi)易受到匯率變動(dòng)的影響,所以研究能源消費(fèi)對(duì)經(jīng)濟(jì)增長(zhǎng)的影響,人民幣匯率是一個(gè)重要的考慮因素。本文首先總結(jié)了能源消費(fèi)與經(jīng)濟(jì)增長(zhǎng)理論以及匯率傳遞效應(yīng)理論,在基礎(chǔ)理論的指導(dǎo)下,再基于內(nèi)生經(jīng)濟(jì)增長(zhǎng)模型的框架,通過數(shù)理推導(dǎo)得到用于檢驗(yàn)匯率作用下我國能源消費(fèi)變動(dòng)對(duì)經(jīng)濟(jì)增長(zhǎng)影響的實(shí)證模型。為了驗(yàn)證能源消費(fèi)對(duì)經(jīng)濟(jì)增長(zhǎng)的影響是否存在受匯率變動(dòng)干擾而表現(xiàn)出的非線性特征,在實(shí)證過程中,利用1980~2015年的數(shù)據(jù),以人民幣匯率變動(dòng)率為閾值變量,采用閾值協(xié)整方法進(jìn)行實(shí)證檢驗(yàn)。由于不同的能源類型對(duì)進(jìn)口依賴度不同,故受匯率變動(dòng)影響不同,因此,為了更準(zhǔn)確的認(rèn)識(shí)能源消費(fèi)對(duì)經(jīng)濟(jì)增長(zhǎng)的影響,在實(shí)證研究中分別從能源消費(fèi)總量和能源消費(fèi)結(jié)構(gòu)角度來探討匯率作用下能源消費(fèi)對(duì)經(jīng)濟(jì)增長(zhǎng)的真實(shí)影響,最后根據(jù)實(shí)證檢驗(yàn)結(jié)果發(fā)現(xiàn)的問題,提出相應(yīng)的政策建議。
[Abstract]:Promoting economic growth is one of the national development goals. Therefore, both the government and the academic community are extremely concerned about the drivers of economic growth, and find out the factors that play an important role in economic growth, so as to implement policy measures more effectively. Promote better and faster economic development. The degree of dependence on energy demand in China's economic development is high, which makes energy consumption variables can not be ignored in the study of China's economic growth. The study on the relationship between energy consumption and economic growth has become a hot issue. Most of the previous studies have used conventional methods to verify the possible cointegration and causality between them, but the macroeconomic variables are in complex economic systems. The relationship between any two variables is easily disturbed by other factors, so that the cointegration relationship between them may take on a nonlinear form. Therefore, a more accurate threshold cointegration is used to reveal the true relationship between energy consumption and economic growth. With the development of the marketization of RMB exchange rate, the fluctuation of exchange rate expands, and the exchange rate becomes an important factor affecting macroeconomic variables, especially after the internationalization of RMB, the influence of RMB exchange rate change can not be ignored. China's energy demand is highly dependent on imports, leading to energy consumption easily affected by exchange rate changes, so the impact of energy consumption on economic growth, RMB exchange rate is an important factor to consider. This paper first summarizes the theory of energy consumption and economic growth and the theory of exchange rate transfer effect, under the guidance of the basic theory, then based on the framework of endogenous economic growth model. An empirical model is developed to test the effect of the change of energy consumption on economic growth under the action of exchange rate. In order to verify whether the impact of energy consumption on economic growth has the nonlinear characteristics of exchange rate fluctuations, in the empirical process, using the data from 1980 to 2015, the change rate of RMB exchange rate is taken as the threshold variable. The threshold cointegration method is used for empirical test. Because different types of energy are dependent on imports and are therefore affected by changes in exchange rates, in order to understand more accurately the impact of energy consumption on economic growth, In the empirical study, the real impact of energy consumption on economic growth is discussed from the perspective of total energy consumption and energy consumption structure under the action of exchange rate. Finally, the corresponding policy recommendations are put forward according to the problems found in the empirical test results.
【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F426.2;F124.1;F832.6

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本文編號(hào)：1880062