中国外汇储备的统计解析

发布时间：2018-03-11 01:01

本文选题：外汇储备　切入点：因子分析　出处：《河北经贸大学》2013年硕士论文　论文类型：学位论文

【摘要】：自1994年中国外汇外贸管理体制改革以来，中国外汇储备持续增加，其规模每年都刷新历史记录。即使在2008年爆发国际金融危机的情况下，中国外汇储备仍保持高位增长的态势。截止2011年末，中国外汇储备已高达31811亿美元。在中国外汇储备不断积累的过程中，社会各界对高额外汇储备的关注也水涨船高。目前，高额外汇储备已经成为社会各界关注的焦点。面对如此之高的外汇储备，疑虑难免会产生，对中国外汇储备相关各方面的研究也纷至沓来。国内各学者也从各个角度对中国外汇储备进行了相关研究。本文在辩证研究相关文献的基础上，试图从统计视角对中国外汇储备各方面进行系统而全面的研究，以期实现以下三方面的研究目的。第一，本文期望读者能通过本文对中国外汇储备有一个全面而系统的认识；第二，本文试图在相关领域提出创新，以期丰富相关领域的研究角度；第三，本文期望通过统计分析，揭示数据背后存在的规律，发现中国外汇储备中存在的问题，并据此提出相关政策建议，为制定与外汇储备相关的政策提供指导依据。基于以上分析，本文运用与中国外汇储备相关的最新样本数据，结合历年国际收支平衡表统计数据，运用统计分析方法对中国外汇储备各方面进行了统计分析。首先，结合国际收支平衡表相关数据和历年外汇储备规模数据，运用描述统计量，解析了中国外汇储备的现状及成因。其次，阐述了中国外汇储备的现状及成因之后，本文顺势对中国外汇储备的影响因素进行了理论分析，，并在理论分析基础上，结合中国实际情况，选取相关因素作为自变量，对中国外汇储备及其影响因素之间的关系进行了统计分析。具体来讲，本文利用1994-2011年样本数据，运用SPSS16.0统计分析软件和Eviews6.0统计分析软件，使用相关分析、因子分析法、多元线性回归等多元统计方法以及向量误差修正模型(VEC)对中国外汇储备及其影响因素进行统计分析，以使读者从统计角度审视中国外汇储备及其影响因素之间的关系并更进一步地了解中国外汇储备。再次，在对中国外汇储备的影响因素进行了统计分析之后，本文运用基于因子分析的综合评价方法，将中国外汇储备的影响因素指标化，从中国外汇储备的影响因素角度对中国外汇储备进行综合评价，进而评价中国外汇储备的综合状况，而不仅仅从中国外汇储备的巨额数字角度来评价中国外汇储备。接下来，本文解析了中国外汇储备背后存在的问题。最后，本文根据对中国外汇储备统计分析所得的结论以及中国外汇储备存在的问题，提出政策建议以供参考。
[Abstract]:Since the reform of China's foreign exchange foreign trade management system in 1994, China's foreign exchange reserves have continued to increase, and their size has set a new record every year. Even under the circumstances of the international financial crisis that broke out in 2008, China's foreign exchange reserves are still growing at a high level. As of end of 2011, China's foreign exchange reserves have reached US $three trillion one hundred and eighty-one billion one hundred million. In the course of the continuous accumulation of China's foreign exchange reserves, the attention of all sectors of the community to high foreign exchange reserves has also risen. At present, High foreign exchange reserves have become the focus of attention from all walks of life in the community. Faced with such a high level of foreign exchange reserves, doubts will inevitably arise. Studies on China's foreign exchange reserves have been carried out in succession. Domestic scholars have also carried out relevant studies on China's foreign exchange reserves from various angles. This paper is based on the dialectical study of relevant literature. This paper attempts to make a systematic and comprehensive study on the various aspects of China's foreign exchange reserves from a statistical perspective in order to achieve the following three research purposes: first, this paper expects readers to have a comprehensive and systematic understanding of China's foreign exchange reserves through this paper; Second, this paper tries to put forward innovation in related fields in order to enrich the research angle of related fields. Thirdly, this paper hopes to reveal the laws behind the data through statistical analysis, and find the problems in China's foreign exchange reserves. Based on this, some policy suggestions are put forward to provide guidance for the formulation of policies related to foreign exchange reserves. Based on the above analysis, this paper uses the latest sample data related to China's foreign exchange reserves, combined with the statistical data of the balance of payments statements over the years, and uses the statistical analysis method to analyze the various aspects of China's foreign exchange reserves. Based on the relevant data of balance of payments and the scale data of foreign exchange reserves over the years, this paper analyzes the current situation and causes of China's foreign exchange reserves by using descriptive statistics. Secondly, the paper expounds the present situation and causes of China's foreign exchange reserves. This paper makes a theoretical analysis on the influencing factors of China's foreign exchange reserves, and on the basis of theoretical analysis, selects the relevant factors as independent variables in combination with the actual situation in China. This paper makes a statistical analysis of the relationship between China's foreign exchange reserves and their influencing factors. Specifically, this paper uses the sample data from 1994 to 2011, uses SPSS16.0 statistical analysis software and Eviews6.0 statistical analysis software, uses correlation analysis, factor analysis, and so on. Multivariate statistical methods such as multivariate linear regression and vector error correction model (VEC) are used to analyze China's foreign exchange reserves and their influencing factors. In order to enable readers to examine the relationship between China's foreign exchange reserves and their influencing factors from a statistical point of view, and to further understand China's foreign exchange reserves. Thirdly, after a statistical analysis of the influencing factors of China's foreign exchange reserves, In this paper, the comprehensive evaluation method based on factor analysis is used to index the influencing factors of China's foreign exchange reserves, and to evaluate China's foreign exchange reserves comprehensively from the perspective of the influencing factors of China's foreign exchange reserves. Then we evaluate the comprehensive situation of China's foreign exchange reserves, not only from the point of view of the huge numbers of China's foreign exchange reserves. Next, this paper analyzes the problems behind China's foreign exchange reserves. Based on the conclusion of the statistical analysis of China's foreign exchange reserves and the problems existing in China's foreign exchange reserves, this paper puts forward some policy suggestions for reference.
【学位授予单位】：河北经贸大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F223;F832.6

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