日元汇率与日本经济及贸易的稳定

发布时间：2018-03-29 21:29

本文选题：日元汇率　切入点：实际有效汇率　出处：《华东师范大学》2012年硕士论文

【摘要】：在国际观察与比较中,我们发现,当前中国遇到的很多贸易、汇率方面的压力与指责,与20世纪七八十年代日本所遭遇的问题极其相似。本文旨在通过一系列文献的比较与提炼,回答以下问题：日元大幅的升值为什么没有拖垮日本贸易?日本贸易的结构变化究竟给经济带来了什么样的影响? 本文从日本汇率政策、日元实际有效汇率的动态、实际有效汇率对贸易总体、不同种类贸易类别的影响以及汇率对日元的传导效应等方面,都进行了较为全面的梳理,尤其是独创性的引入日本的贸易分类,通过VAR检验,对日元实际有效汇率对于贸易结构的影响进行了初探,继而从贸易类别的比较入手,阐释了日元升值为何未对日本经济产生摧毁性的影响。最后得到结论,日元升值之所以没有对日本经济产生毁灭性的打击,因为实际有效汇率的变动不足以对整个贸易产生过大的冲击(弹性较小),由于产业结构的调整和贸易结构的升级,日本经济尽管受到一定负面影响,还是能保持较为坚挺的走势。本文通过一系列对日元实际有效汇率对日本经济与贸易稳定的理论与实证分析,对人民币升值问题起到了一定借鉴。
[Abstract]:In international observation and comparison, we have found that there are a lot of trade and exchange rate pressures and accusations that China is currently facing. Similar to the problems encountered by Japan in the 1970s and 1980s, this paper aims to answer the following questions by comparing and refining a series of documents: why did the sharp appreciation of the yen not slow down Japan's trade? What kind of impact has the structural change of Japan's trade brought to the economy? This paper makes a comprehensive analysis of the Japanese exchange rate policy, the dynamics of the actual effective exchange rate of the yen, the effect of the real effective exchange rate on the overall trade, the influence of different types of trade types, and the transmission effect of the exchange rate on the yen, etc. In particular, the original introduction of Japan's trade classification, through the VAR test, the actual effective exchange rate of the yen on the impact of trade structure was explored, and then from the comparison of trade categories, Explained why the appreciation of the yen did not have a devastating impact on the Japanese economy. Finally, it was concluded that the appreciation of the yen did not have a devastating impact on the Japanese economy. Because the changes in the real effective exchange rate are not sufficient to have an excessive impact on the overall trade (relatively small elasticity), because of the adjustment of the industrial structure and the upgrading of the trade structure, the Japanese economy has been adversely affected to a certain extent. Still can maintain more firm trend. Through a series of theoretical and empirical analysis on the real effective exchange rate of yen to the stability of Japanese economy and trade, this paper provides some references to the appreciation of RMB.
【学位授予单位】：华东师范大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F823.13;F131.3;F753.13

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