“汇改”以来人民币汇率变动对我国进出口贸易影响研究

发布时间：2018-06-23 09:38

本文选题：人民币汇率 + 进出口贸易　；参考：《华东师范大学》2013年硕士论文

【摘要】：汇率作为联系国际市场的纽带把各国的经济联系为一体,在经济全球化的今天,汇率起着举足轻重的作用,是调节国际经济的最有效的方式之一,也是最直接的手段之一。我国2005年7月进行汇率制度改革之后,有管理的浮动汇率制度使汇率的不确定性以及复杂性加重,对我国的进出口贸易产生的影响也进一步加大。本文主要是针对“汇改”之后人民币汇率变动对我国进出口贸易影响进行研究。基于汇率变动对进出口贸易影响的一般机理,首先对在我国不同经济发展时期、不同汇率制度下的汇率变化进行分析,主要阐述2005年“汇改”后人民币升值对我国进出口贸易的积极和消极影响。然后采用计量经济学方法进行实证分析,分别研究了人民币汇率变动与我国进、出口额、我国分类商品进、出口额之间的关系,充分地揭示人民币汇率变动与我国进出口贸易之间的关系。得出以下结论：第一,我国商品的进出口弹性之和大于ML条件的临界值1,说明我国进出口贸易商品符合马歇尔-勒纳条件,就是说人民币实际汇率升高,会使出口额增加,进口额减少,能够改善我国的进出口贸易状况；实际汇率变动对我国的进口额和出口额都会产生影响；从相关变量系数上看,美国国民收入对出口量的影响程度比人民币实际汇率变动对进口额的影响程度大很多,并且进出口额是人民币实际汇率的Granger原因。第二,我国不同类别商品的进出口弹性有的满足ML条件,有的不满足,并且汇率变动对不同类别商品的进、出口额的影响程度也不尽相同。最后根据实证检验的结果给出了在当前环境下我国应采取的措施来应对人民币持续升值对进出口的影响,进一步扩大我国的进出口贸易。
[Abstract]:Exchange rate, as a link to the international market, integrates the economic ties of various countries. Today, with the economic globalization, the exchange rate plays an important role, and is one of the most effective ways to regulate the international economy, and also one of the most direct means. After the reform of the exchange rate system in July 2005, the uncertainty and complexity of the exchange rate are aggravated by the managed floating exchange rate system, and the influence on China's import and export trade is further increased. This paper mainly focuses on the impact of RMB exchange rate change on China's import and export trade. Based on the general mechanism of the effect of exchange rate change on import and export trade, this paper first analyzes the exchange rate changes under different exchange rate regimes in different economic development periods of China. This paper mainly expounds the positive and negative effects of RMB appreciation on China's import and export trade after "exchange rate reform" in 2005. Then using the econometrics method to analyze the relationship between RMB exchange rate change and China's import, export, classified commodity import and export, respectively. Fully reveal the relationship between RMB exchange rate change and China's import and export trade. The conclusions are as follows: first, the sum of the import and export elasticity of Chinese commodities is greater than the critical value of ML condition, which indicates that the import and export commodities of our country conform to the Marshall-Lerner condition, that is to say, the increase in the real exchange rate of RMB will increase the export value. The decrease in import volume can improve the situation of China's import and export trade; the change of real exchange rate will have an impact on both the import value and the export value of our country; from the perspective of the coefficient of relevant variables, The influence of American national income on export volume is much greater than that of RMB real exchange rate, and the import and export value is the Granger reason of RMB real exchange rate. Secondly, the elasticity of import and export of different categories of commodities in China meets the ML condition or not, and the impact of exchange rate changes on the import and export of different categories of commodities is different. Finally, according to the results of empirical test, the measures that China should take in the current environment to deal with the impact of RMB appreciation on imports and exports, and further expand China's import and export trade.
【学位授予单位】：华东师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F752.6;F832.6

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