人民币汇率变动对中日贸易的影响

发布时间：2018-03-31 18:58

本文选题：汇率　切入点：中日贸易　出处：《华南理工大学》2015年硕士论文

【摘要】：汇率作为一种价格转换指标,把国际市场上各个国家的经济紧密地联系在一起,在国际贸易市场上发挥着举足轻重的作用,它是调节一国贸易收支的最重要、最直接的手段之一。我国的汇率制度在不同的历史时期,对外贸发展发挥着不同的作用。人民币汇率制度对中日贸易的影响也在不同的时期呈现出不同的特点。随着2005年第三次“汇改”以来,人民币汇率形成机制越来越市场化,汇率的变动与外贸的发展关系日趋紧密,汇率制度将越来越深入地影响到国家的对外经济和中日贸易的发展。本文从理论和实证两方面来论述汇率变动对中日贸易的影响。理论部分首先按照时间的发展顺序,逐一论述各个历史时期影响最大的汇率贸易理论,并重点介绍分析了弹性理论;其次,论述了汇率变动的价格传导过程,分别从直接和间接两个角度探讨了汇率对进出口贸易的价格传导作用;最后,把我国自新中国成立以来的历史阶段分成几个不同的时期,并逐一梳理各个时期汇率和中日贸易的发展状况,可以看出我国的汇率制度对中日贸易的影响经历了从改革开放前的基本不关联到越来越紧密相关。实证部分搜集了中日两国自2005年7月至2013年12月的宏观经济数据,并对这些数据进行单位根检验、协整检验和格兰杰因果分析,并利用OLS法测算出进出口的汇率弹性,测试出的进出口汇率弹性分别为1.171577和-0.412189。在论文的最后,作者根据实证检验得出的结果,从国民收入、人民币实际汇率和弹性三个方面对实证结果进行分析和总结,在此基础上,论述了在人民币不断升值的背景下对我国对日贸易的正面影响和负面影响,并根据存在的负面影响,提出了相应的对策建议。
[Abstract]:As a price conversion index, the exchange rate closely links the economies of various countries in the international market and plays a pivotal role in the international trade market. It is the most important way to regulate a country's trade balance. One of the most direct means. China's exchange rate system has been in different historical periods. The influence of RMB exchange rate regime on Sino-Japanese trade also presents different characteristics in different periods. Since the third "exchange rate reform" in 2005, the RMB exchange rate formation mechanism has become more and more market-oriented. The change of exchange rate is closely related to the development of foreign trade. The exchange rate regime will affect the development of the country's foreign economy and Sino-Japanese trade more and more deeply. This paper discusses the influence of the exchange rate change on the Sino-Japanese trade from both theoretical and empirical aspects. The exchange rate trade theory, which has the greatest influence in each historical period, is discussed one by one, and the elasticity theory is emphatically introduced. Secondly, the price conduction process of exchange rate change is discussed. This paper discusses the price conduction effect of exchange rate on import and export trade from both direct and indirect angles. Finally, the historical stages of China since the founding of New China are divided into several different periods. And combing the exchange rate and the development of Sino-Japanese trade in each period one by one, It can be seen that the impact of China's exchange rate regime on Sino-Japanese trade has experienced more and more close correlation from the basic disconnection before the reform and opening up. The empirical part collects the macroeconomic data of China and Japan from July 2005 to December 2013. The data are tested by unit root test, cointegration test and Granger causality analysis, and the exchange rate elasticity of import and export is calculated by OLS method. The measured exchange rate elasticity of import and export is 1.171577 and -0.412189.In the end of this paper, According to the results of empirical test, the author analyzes and summarizes the empirical results from three aspects: national income, RMB real exchange rate and elasticity. This paper discusses the positive and negative effects on China's trade with Japan under the background of the continuous appreciation of RMB, and puts forward corresponding countermeasures and suggestions according to the existing negative effects.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F752.7;F832.6

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