本文選題：人民幣升值 + 韓國經(jīng)濟(jì)　； 參考：《延邊大學(xué)》2013年碩士論文

【摘要】：本文采用具有外生自變量的向量自回歸模型,對中韓建交以后1994—2012年期間人民幣升值對韓國經(jīng)濟(jì)影響的實(shí)證分析。檢驗(yàn)人民幣升值對韓國主要的宏觀經(jīng)濟(jì)數(shù)據(jù)總產(chǎn)出、通貨膨脹、利率、資本賬戶等經(jīng)濟(jì)變量的影響。分別對整體樣本數(shù)據(jù)及人民幣匯率改革以后的經(jīng)濟(jì)數(shù)據(jù)進(jìn)行深入分析,解決可能性誤差,使結(jié)果具有真實(shí)性、可靠性。從而反映出人民幣升值對國際經(jīng)濟(jì)社會所帶來的影響。根據(jù)脈沖響應(yīng)和方差分解的檢驗(yàn)結(jié)果表明,人民幣升值對韓國資本流動具有明顯負(fù)向作用的影響,并且統(tǒng)計(jì)結(jié)果顯著；對韓元匯率引起顯著較為短暫的負(fù)向影響,說明人民幣升值導(dǎo)致韓元對美元匯率升值；對韓國GDP和短期利率有較小的波動影響；對韓國通貨膨脹幾乎沒有影響。根據(jù)檢驗(yàn)結(jié)果所得結(jié)論是人民幣升值對韓國經(jīng)濟(jì)是有顯著影響的,人民幣升值對韓國資本流動產(chǎn)生持久并顯著的負(fù)方向影響,對韓國商品和勞務(wù)總量、通貨膨脹等方面影響不為顯著。根據(jù)本文所得結(jié)論,建議韓國作為亞洲發(fā)達(dá)國家,應(yīng)建立國際經(jīng)濟(jì)合作的有效機(jī)制,在穩(wěn)定本國資本流動、制定匯率制度時,應(yīng)對人民幣予以更多的重視。避免資本流動影響的風(fēng)險和危害。本文研究成果不僅是人民幣升值對他國經(jīng)濟(jì)影響的一次檢驗(yàn),也為更廣泛的認(rèn)識人民幣升值的影響提供了分析視角,有助于正確認(rèn)識人民幣升值的國際影響,通過國際社會正確對待人民幣升值問題,正確認(rèn)識中國經(jīng)濟(jì)對世界經(jīng)濟(jì)的影響。
[Abstract]:This paper adopts the vector autoregressive model with exogenous independent variables to analyze the effect of RMB appreciation on Korean economy during 1994-2012 after the establishment of diplomatic relations between China and South Korea. To test the impact of RMB appreciation on South Korea's main macroeconomic data, such as total output, inflation, interest rates, capital account and other economic variables. The whole sample data and the economic data after the reform of RMB exchange rate are analyzed in order to solve the possibility error and make the results reliable and reliable. This reflects the impact of RMB appreciation on the international economy and society. According to the test results of impulse response and variance decomposition, the results show that RMB appreciation has a significant negative effect on Korean capital flows, and the statistical results are significant, while the Korean won exchange rate has a significant negative impact for a relatively short time. This suggests that the appreciation of the yuan has led to a stronger won against the dollar; less volatility to South Korea's GDP and short-term interest rates; and little impact on South Korean inflation. According to the test results, it is concluded that the appreciation of the RMB has a significant impact on the Korean economy, that the appreciation of the RMB has a lasting and significant negative impact on the capital flows of South Korea, and that it has a significant negative impact on the total amount of goods and services in South Korea. Inflation and other aspects of the impact is not significant. According to the conclusion of this paper, it is suggested that South Korea, as an Asian developed country, should establish an effective mechanism of international economic cooperation, and pay more attention to RMB when stabilizing its capital flow and formulating its exchange rate system. Avoid risks and hazards associated with capital flows. The research results of this paper are not only a test of the economic impact of RMB appreciation on other countries, but also provide an analytical perspective for a broader understanding of the impact of RMB appreciation, which is helpful to correctly understand the international impact of RMB appreciation. Through the international community to correctly deal with the issue of RMB appreciation, correctly understand the impact of China's economy on the world economy.
【學(xué)位授予單位】：延邊大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F131.26;F832.6

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本文編號：1797333