人民币汇率变动对珠三角九市出口贸易影响研究

发布时间：2018-06-03 13:59

本文选题：人民币汇率 + 出口　；参考：《五邑大学》2012年硕士论文

【摘要】：出口贸易是影响我国经济发展的重要部分,广东省作为我国的出口大省,近年来其出口贸易有着突飞猛进的发展.汇率作为影响出口贸易的重要因素,一直以来都是人们关注的重点,而汇率与出口贸易的关系并未得到统一的结论。对人民币面临持续升值的压力的今天,为保证广东省出口贸易持续稳定的发展,厘清出口与汇率之间的关系至关重要。本文首先回顾了汇率与贸易收支的一般理论,引用了广东省季度出口数据和珠三角九市的年度出阔数据对人民币汇率变动对广东省及珠三角地区出口贸易的影响进行实证分析。本文需要研究的问题主要有两个：第一,人民币汇率变动对广东省出口贸易是否有显著影响；第二,出口受汇率变动的影响,是否会因为出口结构的差异而存在显著差异。在汇率对东省出口影响的实证研究中,采用动态计量经济学模型中的面板向量自回归模型(针对平稳面板数据)来进行研究,并采用Granger因果检验、脉冲响应函数、方差分解等方法验证汇率与出口变量的关系,通过实证检验结论表明：汇率的变动能够在一定程度上解释出口的变动,汇率对广东省出口贸易的影响符合J曲线效应；在对出口结构差异性对出口与汇率关系影响的研究中,引入出口与出口结构交互项的随机效应模型进行实证分析,结果表明：各城市出口结构的不同会对出口与汇率之间的关系产生显著影响,加工贸易占比越大的地区,出口受同等幅度汇率变化的影响越大。最后,依据本文的实证分析结果,结合珠三角地区的实际发展情况,对珠三角地区的出口贸易发展从政府层面及企业层面给出相应的建议。本文的特色之处主要有三点：(1)研究视角和以往的研究较不同,本文区分人民币对不同出口目的国(地)汇率数据,考虑出口结构因素,分析出口结不同的城市,出口对于汇率变动的反应有何不同。(2)使用市级层面的面板数据研究区域因素对出口与汇率关系的影响：(3)引入更具解释力的面板数据模型,模型的解释力较以往的时间序列模型更强。
[Abstract]:Export trade is an important part of China's economic development. Guangdong Province, as a major export province of China, its export trade has been developing by leaps and bounds in recent years. Exchange rate, as an important factor affecting export trade, has always been the focus of attention, but the relationship between exchange rate and export trade has not been unified. In order to ensure the sustained and stable development of Guangdong's export trade, it is very important to clarify the relationship between export and exchange rate in order to ensure the sustainable development of Guangdong's export trade. This paper first reviews the general theory of exchange rate and trade balance, and uses the quarterly export data of Guangdong Province and the annual data of nine cities in the Pearl River Delta to make an empirical analysis on the impact of RMB exchange rate changes on export trade in Guangdong Province and the Pearl River Delta region. There are two main problems to be studied in this paper: first, whether the RMB exchange rate change has a significant impact on Guangdong's export trade; second, whether the export is affected by the exchange rate change, and whether there are significant differences because of the difference of export structure. In the empirical study of the effect of exchange rate on export of Eastern province, the panel vector autoregressive model of dynamic econometrics model (for stationary panel data) is used to study, and the Granger causality test and impulse response function are used. Variance decomposition and other methods to verify the relationship between the exchange rate and export variables through empirical testing results show that the exchange rate changes can explain the export changes to a certain extent the impact of exchange rate on Guangdong export trade in line with the J curve effect; In the study of the effect of export structure difference on the relationship between export and exchange rate, the stochastic effect model of the interaction between export and export structure is introduced to carry out empirical analysis. The results show that the different export structure of different cities will have a significant impact on the relationship between export and exchange rate. The greater the proportion of processing trade, the greater the influence of the same range of exchange rate changes on exports. Finally, according to the empirical results of this paper, combined with the actual development of the Pearl River Delta region, the development of export trade in the Pearl River Delta region from the government level and the enterprise level to give corresponding suggestions. The characteristics of this paper are mainly three points: 1) the research angle is different from previous studies. This paper distinguishes RMB exchange rate data from different export destination countries (places), considers the factors of export structure, and analyzes different cities with different export structure. What is the difference in the response of exports to exchange rate changes?) using panel data at the municipal level to study the impact of regional factors on the relationship between exports and exchange rates: 3) introducing a more explanatory panel data model. The explanatory power of the model is stronger than that of the previous time series model.
【学位授予单位】：五邑大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.6;F752.62;F224

【参考文献】