汇率传递对中国出口美国电子产品价格的影响研究
发布时间：2018-12-30 12:24
【摘要】：2005年中国在汇率改革之后,人民币兑美元汇率持续升值,但是中国对美国制造业产品的出口额整体增加,这显然这有悖于国际经济学的一般理论。针对这一现象,相关的国内外学者和政策制定者都予以高度关注并进行研究,给出了一定的解释。本文选取中美制造业贸易中占比最大的电子产品作为研究对象,具体分析中国对美电子产品的出口贸易中人民币兑美元汇率与中国电子产品出口价格之间的传递关系以及相关的影响因素。在理论方面,本文在已有的汇率传递理论研究基础上,分析了中国对美电子产品贸易中影响电子产品出口价格的相关因素,例如人民币兑美元汇率、电子产品成本、美国市场需求以及在美电子产品的市场份额,从而使汇率传递理论研究深入到制造业中的电子产业。在实证方面,本文通过选取2006-2015年度八种电子产品的对美出口价格数据、人民币兑美元汇率数据、电子产品的生产者价格指数数据和中国电子产品在美的市场份额数据,通过构建拉式价格指数和面板回归模型,估计出电子产业中人民币兑美元汇率对电子产品出口价格的传递程度以及电子产品成本和市场需求对出口价格的影响程度,同时本文发现中国出口电子产品在美的市场份额并不直接影响电子产品的出口价格,而是通过汇率传递方式间接影响中国对美电子产品的出口价格。
[Abstract]:After China's currency reform in 2005, the yuan continued to appreciate against the dollar, but Chinese exports to the United States increased overall, which is clearly contrary to the general theory of international economics. In view of this phenomenon, scholars and policy makers at home and abroad pay close attention to this phenomenon and give some explanations. In this paper, the electronic products, which account for the largest proportion of the manufacturing trade between China and the United States, are selected as the research objects. This paper analyzes the transmission relationship between RMB / US dollar exchange rate and export price of Chinese electronic products in China's electronic products export trade to the United States and the related factors. In theory, based on the existing exchange rate transfer theory, this paper analyzes the related factors that affect the export price of electronic products in China's electronic products trade with the United States, such as RMB / US dollar exchange rate, electronic product cost. U.S. market demand and market share of electronic products in the United States, so that the exchange rate transfer theory into the manufacturing industry. On the empirical side, this paper selects the export price data of eight electronic products to the United States for 2006-2015, the RMB / US dollar exchange rate data, the producer price index data of electronic products and the market share data of Chinese electronic products in the United States. By constructing pull price index and panel regression model, the paper estimates the transmission degree of RMB / US dollar exchange rate to electronic export price, and the influence of electronic product cost and market demand on export price. At the same time, this paper finds that the market share of Chinese export electronic products in the United States does not directly affect the export price of electronic products, but indirectly affects the export price of Chinese electronic products to the United States through exchange rate transmission.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F752.62;F832.6;F426.6
本文编号：2395580
[Abstract]:After China's currency reform in 2005, the yuan continued to appreciate against the dollar, but Chinese exports to the United States increased overall, which is clearly contrary to the general theory of international economics. In view of this phenomenon, scholars and policy makers at home and abroad pay close attention to this phenomenon and give some explanations. In this paper, the electronic products, which account for the largest proportion of the manufacturing trade between China and the United States, are selected as the research objects. This paper analyzes the transmission relationship between RMB / US dollar exchange rate and export price of Chinese electronic products in China's electronic products export trade to the United States and the related factors. In theory, based on the existing exchange rate transfer theory, this paper analyzes the related factors that affect the export price of electronic products in China's electronic products trade with the United States, such as RMB / US dollar exchange rate, electronic product cost. U.S. market demand and market share of electronic products in the United States, so that the exchange rate transfer theory into the manufacturing industry. On the empirical side, this paper selects the export price data of eight electronic products to the United States for 2006-2015, the RMB / US dollar exchange rate data, the producer price index data of electronic products and the market share data of Chinese electronic products in the United States. By constructing pull price index and panel regression model, the paper estimates the transmission degree of RMB / US dollar exchange rate to electronic export price, and the influence of electronic product cost and market demand on export price. At the same time, this paper finds that the market share of Chinese export electronic products in the United States does not directly affect the export price of electronic products, but indirectly affects the export price of Chinese electronic products to the United States through exchange rate transmission.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F752.62;F832.6;F426.6
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