發(fā)布時間：2019-05-20 18:53

【摘要】：隨著經(jīng)濟全球化、區(qū)域經(jīng)濟一體化的不斷加快,各國和地區(qū)之間的經(jīng)濟貿(mào)易聯(lián)系也越來越密切。匯率作為一國進(jìn)行國際經(jīng)濟貿(mào)易活動綜合性的價格指標(biāo),在國際金融與國際貿(mào)易活動中執(zhí)行著價格轉(zhuǎn)化職能,是國際價格與國內(nèi)價格聯(lián)系的橋梁,對國際貿(mào)易的貨物和勞務(wù)之間相對價格的換算起決定作用,從而成為影響一國或地區(qū)經(jīng)濟貿(mào)易發(fā)展的重要因素,其變動必然會對一國對外貿(mào)易的平衡和經(jīng)濟發(fā)展產(chǎn)生深刻的影響。自2001年我國加入世界貿(mào)易組織之后,我國與世界經(jīng)濟的融合性也越來越強,人民幣匯率變動對我國經(jīng)濟運行的影響越發(fā)顯著和復(fù)雜,因此,匯率變動對一國或地區(qū)經(jīng)濟的影響也受到各界關(guān)注和重視。近年來,在我國外向型經(jīng)濟程度不斷增大以及中部崛起的背景下,作為農(nóng)產(chǎn)品,紡織品,汽車及零部件以及高新技術(shù)產(chǎn)品為主要出口商品的中部省份,安徽參與國際經(jīng)濟貿(mào)易活動日漸頻繁,安徽經(jīng)濟的外向型程度也在不斷提高。因此,人民幣匯率的變動對安徽經(jīng)濟的影響也將越來越大。 本文立足于安徽省的具體經(jīng)濟發(fā)展情況,以外商直接投資、進(jìn)出口貿(mào)易以及地區(qū)生產(chǎn)總值作為紐帶,采用理論分析和實證分析相結(jié)合的方法研究人民幣實際有效匯率的變動對安徽經(jīng)濟發(fā)展的影響。文章總共分為五個部分,第一部分：緒論。通過閱讀國內(nèi)外大量文獻(xiàn)和著作,綜合概述匯率的變化對進(jìn)出口貿(mào)易以及外商直接投資的影響。第二部分從理論出發(fā),闡述了人民幣匯率的相關(guān)基本概念,并總結(jié)了我國人民幣匯率體制的發(fā)展歷程。第三部分,從理論上分析人民幣匯率的變動對安徽省經(jīng)濟的影響。本章主要講述了安徽省近年來的經(jīng)濟發(fā)展現(xiàn)狀,重點闡述了匯率影響經(jīng)濟增長的兩個傳導(dǎo)路徑,即一方面匯率通過影響經(jīng)常項目下的進(jìn)出口貿(mào)易進(jìn)而影響經(jīng)濟增長,另一方面匯率通過影響資本金融項目下的外商直接投資進(jìn)而影響經(jīng)濟增長。第四部分以相關(guān)的宏觀經(jīng)濟數(shù)據(jù)作為基礎(chǔ),運用計量經(jīng)濟學(xué)中的單位根檢驗、協(xié)整分析、格蘭杰因果檢驗以及方差分解分析等方法來分別探討人民幣匯率的變化對安徽省對外貿(mào)易收支、安徽省外商直接投資以及安徽經(jīng)濟總量的影響。實證結(jié)果顯示人民幣實際有效匯率變動與安徽省對外貿(mào)易收支、安徽省外商直接投資以及安徽經(jīng)濟總量之間均存在長期均衡的穩(wěn)定關(guān)系。人民幣匯率的變動對安徽省各個經(jīng)濟指標(biāo)有顯著的影響。人民幣實際有效匯率水平的上升或?qū)嶋H有效匯率波動的增加不僅不利于安徽省對外貿(mào)易的發(fā)展,而且也不利于安徽省引進(jìn)外資。因此,從總體上也會對安徽經(jīng)濟產(chǎn)生負(fù)面效應(yīng)。第五部分對實證研究的結(jié)論進(jìn)行了總結(jié),并為安徽省經(jīng)濟結(jié)構(gòu)的調(diào)整、產(chǎn)業(yè)結(jié)構(gòu)的優(yōu)化升級以及匯率風(fēng)險的防范提出針對性的建議和政策。
[Abstract]:With the globalization of economy and the acceleration of regional economic integration, the economic and trade relations between countries and regions are getting closer and closer. Exchange rate, as a comprehensive price index for a country to carry out international economic and trade activities, performs the function of price transformation in international finance and international trade activities, and is a bridge between international price and domestic price. Plays a decisive role in the conversion of the relative prices of goods and services in international trade, thus becoming an important factor affecting the economic and trade development of a country or a region, Its changes will inevitably have a profound impact on the balance of a country's foreign trade and economic development. Since China's accession to the World Trade Organization in 2001, the integration of China and the world economy has become stronger and stronger, and the impact of RMB exchange rate changes on China's economic operation has become more and more significant and complex. Therefore, The impact of exchange rate changes on a country or regional economy has also been concerned and valued by all walks of life. In recent years, under the background of the increasing degree of export-oriented economy and the rise of central China, as agricultural products, textiles, cars and parts, as well as high-tech products as the main export commodities in the central provinces, Anhui participates in international economic and trade activities more and more frequently, and the export-oriented degree of Anhui economy is also increasing. Therefore, the change of RMB exchange rate will have a greater and greater impact on Anhui economy. Based on the specific economic development of Anhui Province, this paper takes foreign direct investment, import and export trade and regional gross domestic product as the link. The influence of the change of RMB real effective exchange rate on Anhui's economic development is studied by means of theoretical analysis and empirical analysis. The article is divided into five parts, the first part: introduction. Through reading a large number of domestic and foreign literature and works, this paper comprehensively summarizes the impact of exchange rate changes on import and export trade and foreign direct investment. The second part expounds the basic concepts of RMB exchange rate from the theory, and summarizes the development course of RMB exchange rate system in China. The third part, theoretically analyzes the impact of RMB exchange rate changes on the economy of Anhui Province. This chapter mainly describes the current situation of economic development in Anhui Province in recent years, focusing on the two transmission paths of exchange rate affecting economic growth, that is, on the one hand, the exchange rate affects economic growth by affecting import and export trade under the current account. On the other hand, the exchange rate affects the economic growth by affecting the foreign direct investment under the capital financial account. The fourth part is based on the relevant macroeconomic data, using the unit root test and cointegration analysis in econometrics. Granger causality test and variance decomposition analysis are used to explore the influence of RMB exchange rate on Anhui's foreign trade income and expenditure, Anhui's foreign direct investment and Anhui's total economic volume. The empirical results show that there is a long-term balanced and stable relationship between the real effective exchange rate of RMB and the foreign trade income and expenditure of Anhui Province, foreign direct investment in Anhui Province and the total economic volume of Anhui Province. The change of RMB exchange rate has a significant impact on various economic indicators in Anhui Province. The rise of the real effective exchange rate of RMB or the increase of the fluctuation of the real effective exchange rate is not only not conducive to the development of foreign trade in Anhui Province, but also unfavorable to the introduction of foreign capital in Anhui Province. Therefore, on the whole, it will also have a negative effect on Anhui economy. The fifth part summarizes the conclusions of the empirical study, and puts forward targeted suggestions and policies for the adjustment of economic structure, the optimization and upgrading of industrial structure and the prevention of exchange rate risk in Anhui Province.
【學(xué)位授予單位】：安徽大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F127;F832.6

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