人民币汇率变动与中国出口商品结构的相关关系研究
发布时间：2019-01-12 14:15
【摘要】：2005年以来,人民币兑美元汇率连续升值,5年中累计升值22%。汇率升值对出口商品价格从而出口规模的显著影响已为大量的理论和实证分析所证明。那么,人民币汇率的变动尤其是升值预期的增强是否会影响中国出口商品结构的变动?在人民币升值可能造成劳动密集型出口企业利润骤减、金融风险不断加剧,但也可能引起中国转变经济结构、推动人民币国际化的背景下,本文着重从人民币汇率影响出口商品结构方面进行了研究,从而探讨未来人民币汇率政策的取向。 本文采用人民币实际有效汇率指数来衡量人民币汇率的变化对中国出口商品结构的影响,认为汇率影响商品结构变动主要从商品的国外需求弹性及本身生产要素投入两个方面,描绘了汇率影响出口结构的传导路径。本文对出口商品结构衡量有别于大多数文献采用的SITC5类、7类和SITC6类、8类分类方法,而是以产品的附加值含量为分类基础,采用Lall(2002,2005)的复杂性指数,建立了Lall出口商品结构指标体系,并研究了人民币汇率对其的短期影响和长期影响；且为了更好地观察短期影响,丁文还根据中国统计数据的特殊性,分析高新产品的出口结构,以便观察人民币汇率对出口商品结构的短期影响。 研究结果发现,短期内人民币升值对中国Lall出口商品结构产生的影响是非常微小的,但是长期情况下,汇率对出口商品结构变动的影响效果开始凸显。随着中国逐渐实行更灵活和富有竞争力的人民币汇率制度,未来人民币的升值趋势对优化出口商品结构将产生越来越明显的推进作用。 本文第1章提出研究的背景及其研究意义。第2章梳理了汇率影响出口商品结构的研究文献及相关数理基础,给出了汇率影响中国出口商品结构的影响路径。第3章介绍关于人民币汇率制度的改革成果并分析了中国的出口商品现状,在此基础上构造了出口商品结构指标,并分别做了相应的定性分析。第4章对两种出口商品结构进行了实证研究,做出了结果分析。最后是本文的政策建议。
[Abstract]:Since 2005, the RMB has continuously appreciated against the US dollar, with a cumulative appreciation of 22% in five years. The significant influence of exchange rate appreciation on export commodity price and export scale has been proved by a large number of theoretical and empirical analysis. So, will the change of RMB exchange rate, especially the increase of appreciation expectation, affect the change of China's export commodity structure? At a time when the appreciation of the RMB may cause a sharp drop in the profits of labor-intensive export enterprises and an increasing financial risk, it may also cause China to transform its economic structure and promote the internationalization of the renminbi. In this paper, the influence of RMB exchange rate on the structure of export commodities is studied, and the orientation of RMB exchange rate policy in the future is discussed. This paper uses the real effective exchange rate index of RMB to measure the influence of the change of RMB exchange rate on the structure of China's export commodities, and points out that the influence of exchange rate on the change of commodity structure is mainly from two aspects: the elasticity of foreign demand of commodities and the input of its own factors of production. The transmission path of exchange rate influencing export structure is described. In this paper, the structure of export commodities is different from the SITC5, 7, SITC6 and 8 classification methods used in most literature, but based on the added value content of the product, the complexity index of Lall (20022005) is used. This paper establishes the index system of Lall export commodity structure, and studies the short-term and long-term influence of RMB exchange rate on it. In order to better observe the short-term effects, Ding Wen also analyzes the export structure of high-tech products according to the particularity of China's statistical data, in order to observe the short-term impact of RMB exchange rate on the export commodity structure. The results show that the impact of RMB appreciation on China's Lall export commodity structure is very small in the short term, but in the long run, the effect of exchange rate on the change of export commodity structure is becoming prominent. As China gradually implements a more flexible and competitive RMB exchange rate regime, the trend of RMB appreciation in the future will play a more and more obvious role in promoting the optimization of export commodity structure. Chapter 1 presents the background and significance of the research. Chapter 2 combs the research literature and related mathematical basis of the influence of exchange rate on the structure of export commodities, and gives the influence path of exchange rate on the structure of export commodities of China. Chapter 3 introduces the results of the reform of RMB exchange rate system and analyzes the current situation of China's export commodities. On this basis, it constructs the structural indicators of export commodities, and makes corresponding qualitative analysis. Chapter 4 makes an empirical study on the structure of two kinds of export commodities and makes an analysis of the results. The last part is the policy suggestion of this paper.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.6;F752.62;F224
本文编号：2407871
[Abstract]:Since 2005, the RMB has continuously appreciated against the US dollar, with a cumulative appreciation of 22% in five years. The significant influence of exchange rate appreciation on export commodity price and export scale has been proved by a large number of theoretical and empirical analysis. So, will the change of RMB exchange rate, especially the increase of appreciation expectation, affect the change of China's export commodity structure? At a time when the appreciation of the RMB may cause a sharp drop in the profits of labor-intensive export enterprises and an increasing financial risk, it may also cause China to transform its economic structure and promote the internationalization of the renminbi. In this paper, the influence of RMB exchange rate on the structure of export commodities is studied, and the orientation of RMB exchange rate policy in the future is discussed. This paper uses the real effective exchange rate index of RMB to measure the influence of the change of RMB exchange rate on the structure of China's export commodities, and points out that the influence of exchange rate on the change of commodity structure is mainly from two aspects: the elasticity of foreign demand of commodities and the input of its own factors of production. The transmission path of exchange rate influencing export structure is described. In this paper, the structure of export commodities is different from the SITC5, 7, SITC6 and 8 classification methods used in most literature, but based on the added value content of the product, the complexity index of Lall (20022005) is used. This paper establishes the index system of Lall export commodity structure, and studies the short-term and long-term influence of RMB exchange rate on it. In order to better observe the short-term effects, Ding Wen also analyzes the export structure of high-tech products according to the particularity of China's statistical data, in order to observe the short-term impact of RMB exchange rate on the export commodity structure. The results show that the impact of RMB appreciation on China's Lall export commodity structure is very small in the short term, but in the long run, the effect of exchange rate on the change of export commodity structure is becoming prominent. As China gradually implements a more flexible and competitive RMB exchange rate regime, the trend of RMB appreciation in the future will play a more and more obvious role in promoting the optimization of export commodity structure. Chapter 1 presents the background and significance of the research. Chapter 2 combs the research literature and related mathematical basis of the influence of exchange rate on the structure of export commodities, and gives the influence path of exchange rate on the structure of export commodities of China. Chapter 3 introduces the results of the reform of RMB exchange rate system and analyzes the current situation of China's export commodities. On this basis, it constructs the structural indicators of export commodities, and makes corresponding qualitative analysis. Chapter 4 makes an empirical study on the structure of two kinds of export commodities and makes an analysis of the results. The last part is the policy suggestion of this paper.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.6;F752.62;F224
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