人民币实际有效汇率波动对我国贸易收支的影响研究

发布时间：2018-06-19 16:03

本文选题：人民币实际有效汇率 + 贸易收支　；参考：《天津财经大学》2014年硕士论文

【摘要】：自1994年以来,我国的贸易收支几乎一直处于顺差状态,外汇储备越来越多,人民币升值压力也越来越大,同时也给我国的宏观经济调控和与贸易伙伴国的关系带来了负面的影响。一国的贸易收支情况与很多因素有关：人民币实际有效汇率、国外收入、出口产品价格水平、出口产品需求弹性等因素。人民币实际有效汇率反映的是在国际市场上人民币的真实价值,其波动能改变中国贸易商品在国际市场上的竞争力,影响中国贸易收支,因此加强对人民币实际有效汇率的调整对改善中国贸易收支很有必要。本文主要研究人民币实际有效汇率的波动对贸易收支平衡的影响,并根据所得结论提出相关对策建议。本文首先是对所研究问题进行理论分析,介绍了实际有效汇率的构建,并阐述了国际贸易理论中的弹性论和乘数论。其次,重点描述了人民币实际有效汇率和我国贸易收支的现状。再次,基于对目前现状的分析和相关的理论研究,本文采用2003-2013年的季度数据,并选用国内实际收入、人民币实际有效汇率、国外实际收入和贸易收支共同构建理论模型,通过建立计量模型对人民币实际有效汇率波动对我国贸易收支的影响进行实证分析。最后,根据分析结果,提出调整我国贸易收支的对策建议。通过本文的研究可以得出我国的贸易收支是受多种因素的影响,证明出,人民币实际有效汇率变动对中国贸易收支平衡有一定影响,在调解过程当中短期内有很明显的J曲线效应,同时得出国外的实际收入对我国的贸易收支影响最大。
[Abstract]:Since 1994, China's trade balance has been in a surplus state, with more and more foreign exchange reserves and more pressure on the appreciation of the RMB. At the same time, it has brought negative influence to our country's macroeconomic regulation and relations with our trading partners. The trade balance of a country is related to many factors: real effective exchange rate of RMB, foreign income, price level of export products, elasticity of demand for export products, and so on. The real effective exchange rate of RMB reflects the real value of RMB in the international market, and its fluctuation can change the competitiveness of Chinese trade goods in the international market and affect China's trade balance. Therefore, it is necessary to improve China's trade balance by adjusting the real effective exchange rate of RMB. This paper mainly studies the effect of the fluctuation of RMB real effective exchange rate on the balance of trade balance, and puts forward relevant countermeasures and suggestions according to the conclusions. This paper first analyzes the problems studied, introduces the construction of real effective exchange rate, and expounds the elasticity theory and multiplier theory in the theory of international trade. Secondly, it describes the actual effective exchange rate of RMB and the current situation of China's trade balance. Thirdly, based on the analysis of the current situation and related theoretical research, this paper adopts the quarterly data from 2003 to 2013, and selects the real domestic income, the real effective exchange rate of RMB, the real income of foreign countries and the trade balance to build a theoretical model together. An empirical analysis is made on the effect of RMB real effective exchange rate fluctuation on China's trade income and expenditure through the establishment of econometric model. Finally, according to the analysis results, the countermeasures and suggestions to adjust China's trade income and expenditure are put forward. Through the research of this paper, we can draw the conclusion that China's trade balance is influenced by many factors, and proves that the real effective exchange rate of RMB has a certain influence on China's trade balance. In the process of mediation, there is obvious J curve effect in the short term. At the same time, it is concluded that the real income of foreign countries has the greatest influence on China's trade balance.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.6;F752.6

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