【摘要】：根據(jù)商務(wù)部的統(tǒng)計(jì)資料顯示,我國2015年全國進(jìn)出口總值24.58萬億元,仍然是世界第一貿(mào)易大國。因此,我國商品價格是否具有競爭力,對我國商品的出口,乃至GDP的增長都具有重要的影響。然而,近年來,生產(chǎn)的垂直化分工正在不斷加深。中間投入品的貿(mào)易總額已經(jīng)占到世界貿(mào)易總額的三分之二,許多國家出口額中進(jìn)口中間品的比重甚至超過了 30%,世界的出口額中增加值比重已經(jīng)從19世紀(jì)七八十年代的85%左右降低到現(xiàn)在的70%左右。因此,隨著全球價值鏈進(jìn)程的不斷深化,各國之間競爭內(nèi)涵已經(jīng)發(fā)生了改變,從傳統(tǒng)的商品之間的競爭,變成了增加值的競爭,或者說,是同一個生產(chǎn)環(huán)節(jié)的所生產(chǎn)的附加值的競爭。因此,基于商品價格競爭力的統(tǒng)計(jì)指標(biāo)——實(shí)際有效匯率已經(jīng)不能很好地反映一個國家的價格競爭力。進(jìn)而,對全球價值鏈下我國增加值實(shí)際有效匯率指標(biāo)的測算研究對于提高我國的競爭實(shí)力、促進(jìn)經(jīng)濟(jì)的增長具有重要的意義。本文首先梳理了實(shí)際有效匯率和Armington替代彈性的相關(guān)理論與文獻(xiàn),得出分析思路與框架。接下來,簡要介紹了增加值實(shí)際有效匯率的分析框架,給出了實(shí)際有效匯率的具體表達(dá)式。然后,我們介紹了替代彈性估計(jì)方法,并且使用世界投入產(chǎn)出表,對生產(chǎn)替代彈性和需求替代彈性進(jìn)行估計(jì),為下面增加值實(shí)際有效匯率的測算奠定了基礎(chǔ)。再次,我們對增加值實(shí)際有效匯率的測算結(jié)果分別從權(quán)重、價格因素和指數(shù)對比三個方面進(jìn)行詳細(xì)的分析。最后,給出了本文的結(jié)論。本文得出的主要結(jié)論如下:第一,替代彈性隨著時間的變化會發(fā)生變化,消費(fèi)替代彈性降幅較小,而生產(chǎn)替代彈性降幅較大。其中,反映增加值和中間投入品之間的替代彈性γ顯著小于另外兩個替代彈性。第二,對世界整體而言,國家之間在供給鏈上的聯(lián)系更加緊密了,垂直化分工國程度也進(jìn)一步加強(qiáng)了。相比于不同區(qū)域間的合作,同區(qū)域國家之間在生產(chǎn)環(huán)節(jié)相互之間的合作較為緊密。第三,我國在世界貿(mào)易影響力越來越大,而且貿(mào)易對象更加多元化,降低了對少數(shù)國家和地區(qū)的依賴。在垂直化分工方面,我國與韓國則相對于其他主要貿(mào)易伙伴更為緊密,而與其他主要貿(mào)易伙伴國家和地區(qū)合作的緊密程度變化相對差別不大。第四,我國與現(xiàn)有"一帶一路"國家在垂直化分工方面互補(bǔ)性較弱,在"一帶一路"的實(shí)施過程中,應(yīng)加大與這些國家的生產(chǎn)互補(bǔ)程度,盡量減少同一個生產(chǎn)環(huán)節(jié)的競爭。第五,我們所測算的增加值實(shí)際有效匯率與傳統(tǒng)的實(shí)際有效匯率差異非常明顯,相對于權(quán)重差異,價格指數(shù)差異是造成上述差異的主要原因。而對于它自身的變化,則主要是由于匯率的變化造成的。但是,近年來增加值價格的持續(xù)增長也成為其上漲的重要原因,這一點(diǎn)值得重視。相比于已有的研究成果,本文在如下個三個方面進(jìn)行了創(chuàng)新:第一,我們在國家匯總層面估計(jì)消費(fèi)替代彈性和生產(chǎn)替代彈性,這本身就是之前的研究學(xué)者沒有做過的事情。此外,我們還對時間段進(jìn)行了分割,考察了替代彈性是否隨著時間的變化而變化,并對其所反映的現(xiàn)象和經(jīng)濟(jì)含義進(jìn)行了闡述。第二,相比原有分析框架較強(qiáng)的假定所得出的近似真實(shí)的增加值實(shí)際有效匯率,我們使用歷史數(shù)據(jù)和替代彈性計(jì)算出真實(shí)的增加值有效匯率,從而使得計(jì)算出的各國增加值實(shí)際有效匯率結(jié)果具有了現(xiàn)實(shí)的指導(dǎo)意義。第三,基于測算的真實(shí)的增加值實(shí)際有效匯率,我們對中國進(jìn)行了詳細(xì)的經(jīng)驗(yàn)分析,得出了許多有益的結(jié)論。
[Abstract]:According to the statistics of the Ministry of Commerce, China's total import and export value in 2015 is 24.58 trillion yuan, still the world's first largest trading country. Therefore, whether our country's commodity price is competitive, has an important influence on the export of our country's goods and even the growth of GDP. However, in recent years, the division of vertical division of production is deepening. The total trade volume of the intermediate input has accounted for two-thirds of the total world trade volume. The proportion of import intermediate products in many countries' exports is even more than 30%, and the proportion of the added value in the world's exports has been reduced from about 85% in the 1970s to about 70%. As a result, with the deepening of the global value chain process, the competition between countries has changed, and the competition from the traditional commodities has become the competition of the added value, or the competition of the added value of the same production link. Therefore, the price competitiveness of a country can not be well reflected in the actual effective exchange rate based on the statistical indicators of the competitiveness of commodity prices. Furthermore, the research on the actual effective exchange rate index of the added value of our country under the global value chain is of great significance to improve the competitive power of our country and to promote the growth of the economy. In this paper, the relevant theories and documents of effective exchange rate and Arrington's alternative elasticity are first combed, and the thinking and framework of the analysis are drawn. Next, the analysis framework of the actual effective exchange rate of the added value is briefly introduced, and the concrete expression of the actual effective exchange rate is given. Then, we introduce the alternative elastic estimation method, and use the world input-output table to estimate the substitute elasticity and demand replacement elasticity of the production, and lay a foundation for the calculation of the actual effective exchange rate of the added value. Thirdly, we analyze the results of the real effective exchange rate of the added value from three aspects: weight, price factor and index. Finally, the conclusion of this paper is given. The main conclusions of this paper are as follows: first, the change of the alternative elasticity with time will change, the decrease of the substitution elasticity of the consumption is small, and the production substitution elasticity is greatly reduced. In which the substitution elastic force reflected between the added value and the intermediate input is significantly less than the other two alternative elasticity. Secondly, as a whole, the links between the countries on the supply chain are more closely linked, and the degree of the vertical division of labour is further strengthened. Cooperation between countries in the region is more closely linked to each other than in different regions. Third, our country has become more and more influential in the world, and the trade objects are more diversified, and the dependence on a small number of countries and regions is reduced. In terms of the vertical division of labour, my country and South Korea are more closely related to other major trading partners, and the close degree of cooperation with other major trading partner countries and regions is relatively modest. Fourth, our country has a weak complementarity with the existing one-and-one country in the vertical division of labour, and in the implementation of the Belt and Road, the production and complementarity of these countries should be increased to minimize the competition in the same production chain. Fifthly, the difference between the actual effective exchange rate of the added value and the traditional effective exchange rate is very obvious, and the difference between the price index and the price index is the main cause of the difference. The change of the exchange rate is mainly due to the change of the exchange rate. However, the increase in value-added price in recent years has also become an important reason for its rise, which is worth paying attention to. Compared with the existing research results, this paper has made the innovation in the following three aspects: first, we estimate the consumption substitution elasticity and the production substitution elasticity at the national summary level, which is the fact that the previous research scholar has not done so. In addition, we divided the time period, and examined whether the substitute elasticity changed with time, and explained the phenomenon and the economic meaning. Secondly, compared with the assumption that the original analysis framework is stronger than the actual effective exchange rate, we use the historical data and the substitute elasticity to calculate the real value-added effective exchange rate, So that the actual effective exchange rate result of the calculated value-added value of the countries has practical guiding significance. Third, based on the real effective exchange rate of the real value added, we have carried out a detailed analysis of China's experience and concluded many useful conclusions.
【學(xué)位授予單位】：東北財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2016
【分類號】：F832.6;F752.6

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本文編號：2490499