人民币汇率波动对我国出口产品结构的影响研究

发布时间：2017-12-26 17:44

本文关键词：人民币汇率波动对我国出口产品结构的影响研究　出处：《广东财经大学》2015年硕士论文　论文类型：学位论文

【摘要】：本文主要是从理论和实证两个方面进行分析,本文的框架是建立在人民币升值变动后对我国出口产品结构产生怎样影响的理论逻辑上,结合比较优势理论、汇率弹性分析理论等来进行理论分析,接着,通过数据进行VAR实证研究,根据SITC分类,通常情况下将出口产品SITCO-SITC4类初级产品定义为资源密集型产品,SITC6和SITC8类制成品定义为劳动密集型产品,SITC5和SITC7类制成品定义为资本技术密集型产品,来说明人民币汇率升值对我国出口产品结构的影响,分别以劳动密集型产品在出口总额里的占比、资本技术密集型产品在出口总额里的占比、资源密集型产品在出口总额里的占比为被解释变量,国内生产总值、外商直接投资、人民币实际汇率、出口退税为解释变量进行实证分析,以实证结果来验证理论分析。最后得出结论,人民币汇率变动对我国出口产品结构有显著性的影响,其影响程度按汇率波动系数的大小依次为劳动密集型产品、资本技术密集型产品和资源密集型产品。所以,在人民币升值和汇率波动性增强的背景下,我国不能忽视汇率变动对传统优势产品产生的巨大冲击,不同类别商品的出口要根据自身产品的情况,考虑长期短期动态影响。短期内积极利用金融工具等措施规避汇率波动带来的风险,长期来看,仍需积极提升产品的技术含量、增强产品国际竞争力和议价能力,减少人民币升值带来的不利影响。
[Abstract]:This paper is mainly analyzed from two aspects of theory and empirical, this framework is based on the structure of China's export products in the appreciation of the renminbi after a change in how to influence on the logic of theory, combined with the theory of comparative advantage, the exchange rate elasticity analysis theory to make a theoretical analysis and empirical research through VAR data, according to the SITC classification under normal circumstances, exports of primary products of class SITCO-SITC4 is defined as the resource intensive products, SITC6 and SITC8 types of manufactured goods is defined as labor intensive products, SITC5 and SITC7 types of manufactured goods is defined as the capital technology intensive products, to illustrate the impact of RMB appreciation on China's export structure, with labor intensive products in total exports in the proportion of capital intensive products in total exports in the proportion of resource intensive products in total exports accounted for. The explanatory variables, gross domestic product, foreign direct investment, RMB real exchange rate and export tax rebate are explanatory variables. Empirical analysis is used to verify the theoretical analysis. Finally, it is concluded that the change of RMB exchange rate has a significant impact on the structure of China's export products, and the degree of its influence is labor intensive, capital intensive, and resource intensive products according to the coefficient of exchange rate fluctuation. Therefore, under the background of increasing RMB appreciation and exchange rate volatility, China cannot ignore the huge impact of exchange rate fluctuation on the traditional superior products. The export of different categories of commodities should consider long-term and short-term dynamic effects based on the situation of their products. In the short term, we should take advantage of financial instruments and other measures to avoid risks brought by exchange rate fluctuations. In the long run, we need to actively improve the technological content of products, enhance the competitiveness and bargaining power of products, and reduce the adverse effects brought by RMB appreciation.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F752.62;F832.6

【参考文献】