人民币实际有效汇率对广西—东盟贸易收支影响的实证研究

发布时间：2018-06-13 07:32

本文选题：中国—东盟自由贸易区 + 东盟　；参考：《南京财经大学》2013年硕士论文

【摘要】：人民币实际有效汇率是衡量人民币与“一篮子”货币(通常包括：日本、美国、香港、台湾省、英国、韩国、新加坡、瑞士、澳大利亚、加拿大、西班牙、法国、比利时、荷兰、意大利等国家)的一个比率。有效汇率是一个非常重要的综合性经济指标,因此通常被一个国家用来衡量该国贸易商品在国际市场上的竞争力和该国货币对外价值与其相对购买力。人类文明发展到某一阶段时必然会产生边境贸易,长期以来的实践证明,边境贸易的发展对国与国之间的经济起到了重要的推动作用。根据2002年11月在柬埔寨举行的中国与东盟(10+1)领导会议上各国领导共同签署的《中国—东盟全面经济合作框架协议》的协议,中国—东盟自由贸易区于2010年建成。自由贸易区的建立可以使中国与东盟各国相互取消或减免关税,成员国的厂商可以自由地输出和输入自己的商品,使商品真正实现了自由贸易。广西是中国—东盟自由贸易区发展的核心地区,但也还是一个比较贫困的地区。自古以来广西与各个东盟国家都有边境贸易往来,尤其是广西与越南、缅甸和泰国等国家在农业、服务业上合作更是频繁。广西与东盟各国有着天然的地理联系,无论是从陆地还是海上来看,广西与东盟都有密切的联系,广西首府南宁更是成为中国—东盟贸易博览会的常设会址。近年来人民币汇率节节高升,对广西与东盟贸易进出口有一定的影响,因为人民币汇率波动,东盟国货币与人民币的相对汇率也会变动。本文通过对人民币实际有效汇率与广西和东盟进出口贸易的关系进行实证分析,结果证明人民币实际有效汇率与广西对东盟的进口和出口都不存在协整关系。另外,通过对三者进行差分平稳化分析发现人民币实际有效汇率波动在短期对广西—东盟出口波动有影响,且存在因果决定关系,但影响效果不明显。人民币实际有效汇率波动在短期与广西—东盟的进口波动存在线性关系,但不存在因果决定关系。
[Abstract]:The real effective exchange rate of the RMB is a measure of the RMB and a "basket" of currencies (usually including Japan, the United States, Hong Kong, Taiwan Province, the United Kingdom, South Korea, Singapore, Switzerland, Australia, Canada, Spain, France, Belgium, A ratio for the Netherlands, Italy, etc. The effective exchange rate is a very important comprehensive economic indicator, so it is usually used by a country to measure the competitiveness of its trade goods in the international market and the external value of the country's currency and its relative purchasing power. The development of human civilization to a certain stage will inevitably produce border trade. The development of border trade has played an important role in promoting the economy between countries. The China-ASEAN Free Trade area (CAFTA) was established in 2010 in accordance with the Agreement on the Framework Agreement on Comprehensive Economic Cooperation between China and ASEAN, which was signed by the leaders of all countries at the China-ASEAN leadership meeting held in Cambodia in November 2002. The establishment of free trade zone can make China and ASEAN countries cancel or reduce tariffs, and the manufacturers of member countries can export and import their own goods freely, so that the goods can realize free trade. Guangxi is the core of the development of China-ASEAN Free Trade area, but also a relatively poor region. Since ancient times, Guangxi has had border trade with all ASEAN countries, especially with Vietnam, Myanmar, Thailand and other countries. Guangxi and ASEAN countries have natural geographical ties, both on land and sea, Guangxi and ASEAN have close ties, Guangxi capital Nanning has become the permanent site of China-ASEAN Trade Fair. The rise of the RMB exchange rate in recent years has a certain impact on the import and export of trade between Guangxi and ASEAN, because the RMB exchange rate fluctuates, and the relative exchange rate of the ASEAN currency and RMB will also change. Through the empirical analysis of the relationship between the real effective exchange rate of RMB and the import and export trade between Guangxi and ASEAN, the results show that there is no cointegration relationship between the real effective exchange rate of RMB and the import and export of Guangxi to ASEAN. In addition, it is found that the fluctuation of the real effective exchange rate of RMB has an impact on the fluctuation of Guangxi-ASEAN export in the short term, and there is a causal relationship, but the effect is not obvious. There is a linear relationship between the fluctuation of RMB real effective exchange rate in the short term and the fluctuation of Guangxi-ASEAN import, but there is no causal relationship.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.6;F752.8

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