人民币实际有效汇率变动对中国进出口贸易额及结构影响的实证分析

发布时间：2018-12-15 00:07

【摘要】：在国际贸易中,汇率变动对一国进出口贸易的影响十分重要。随着经济全球化的趋势愈来愈明显,中国经济的对外开放程度不断加深、对外贸易依存度也持续增高,因此,人民币汇率变动对中国对外贸易的影响也日益成为社会关注的重点。而2008年爆发的金融危机以及由此引发的欧债危机严重破坏了我国对外贸易发展的外部环境,对我国对外贸易状况造成了恶劣的影响。因此,关于人民币实际有效汇率变动对我国进出口贸易额及结构影响的研究是十分有必要的。本文采用季度数据研究了人民币实际有效汇率变动对我国货物进出口贸易额的影响；使用年度数据研究了人民币实际有效汇率变动对我国服务进出口贸易额的影响；并分别研究了人民币实际有效汇率变动对我国货物贸易结构的影响和人民币实际有效汇率变动对我国服务贸易结构的影响。通过研究得出的结论主要有：(1)人民币实际有效汇率与进出口贸易额之间存在协整关系。(2)人民币实际有效汇率是货物贸易额的格兰杰原因但不是服务贸易额的格兰杰原因。(3)人民币实际有效汇率和初级产品贸易结构之间不存在协整关系,与工业制成品的贸易结构之间存在协整关系。(4)人民币实际有效汇率变动对服务贸易结构影响很小。最后,结合上述研究结论提出政策建议。
[Abstract]:In international trade, the influence of exchange rate change on a country's import and export trade is very important. With the trend of economic globalization becoming more and more obvious, the degree of China's economic opening to the outside world is deepening, and the degree of dependence on foreign trade continues to increase. The impact of RMB exchange rate change on China's foreign trade has become a focus of social concern. However, the financial crisis broke out in 2008 and the European debt crisis caused by it seriously damaged the external environment of China's foreign trade development and had a bad impact on China's foreign trade situation. Therefore, it is necessary to study the effect of RMB real effective exchange rate on China's import and export trade volume and structure. This paper uses quarterly data to study the effect of RMB real effective exchange rate change on China's import and export volume of goods, uses annual data to study the effect of RMB real effective exchange rate change on China's trade volume of import and export of services. The influence of the real effective exchange rate of RMB on the structure of China's trade in goods and the change of the real effective exchange rate of RMB on the structure of China's trade in services are studied respectively. The main conclusions are as follows: (1) there is a cointegration relationship between the real effective exchange rate of RMB and the volume of import and export trade. (2) the real effective exchange rate of RMB is the Granger cause of the trade in goods, but not the service. Granger reasons for trade volume. (3) there is no cointegration relationship between the real effective exchange rate of RMB and the trade structure of primary products. There is a cointegration relationship with the trade structure of manufactured goods. (4) the change of the real effective exchange rate of RMB has little effect on the structure of trade in services. Finally, combined with the above conclusions, policy recommendations are put forward.
【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F752.6;F832.6

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