汇率变动对我国进口农产品价格的传递效应研究

发布时间：2018-01-09 11:24

本文关键词：汇率变动对我国进口农产品价格的传递效应研究　出处：《安徽财经大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来,随着人民币逐渐走向国际化,人民币汇率的变动受到国内外的密切关注。在经济日益开放化的今天,汇率作为影响一国价格水平的重要因素,其变动及其价格传递效应必然会导致一国进出口商品价格的变动,进而对该国内商品价格产生重要的影响。我国是一个人口众多的农业大国,同时又是世界上重要农产物的出产国和需求国,农产品的进出口贸易在我国国际贸易中占有很大的比重。农产品价格波动剧烈,对农民收入和农业发展将会产生重大的影响,农产品价格的稳定是关系到国计民生的大事,研究人民币汇率变动对进出口农产品价格的影响具有十分重要的理论意义和现实意义。根据传统的国际贸易理论,在满足马歇尔-勒纳条件的前提下,汇率变动影响进出口商品价格的程度取决于汇率变动对进出口商品价格的传递程度。在同样的条件下,汇率变动的价格传递程度越低,则其变动对进出口商品价格的影响就越小。因此,研究人民币汇率变动对我国农产品价格变动的影响,不仅要研究人民币汇率变动是否为我国进出口农产品价格变动的重要影响因素,更要研究其变动能否完全、及时地反映到国内农产品价格上来,即人民币汇率变动的传递效应问题。本文研究汇率变动对我国农产品进口价格的传递效应。在对国内外研究文献进行梳理和我国进口农产品现状分析的基础上,选取2007年1月至2016年1月的人民币汇率和我国农产品进口价格的月度数据,借鉴汇率变动对产品价格的传递效应理论,运用协整检验、格兰杰因果关系检验、脉冲响应分析和方差分解等多种计量经济方法,对人民币汇率变动对我国农产品进口价格的传递效应进行了实证分析。结果表明:一国货币的实际有效汇率在很长期间内都与农产品进口价格保持着稳定的均衡关系,且两者之间是单向的关系,不会出现交叉影响。为了更全面的分析人民币汇率变动对我国农产品进口价格的传递效应,本文还选取人民币对澳大利亚和美国两国汇率作为典型代表,进一步实证分析了汇率变动对我国农产品进口价格传递效应的国别差异。结果显示:人民币汇率变动对农产品进口价格的影响因国家而异,但传递效应的结果基本相同,都离不开汇率传递的规律。本文最后对全文进行了总结并提出了促进我国农产品贸易发展的相关政策建议。
[Abstract]:In recent years, with the gradual internationalization of RMB, the change of RMB exchange rate has been paid close attention at home and abroad. In the increasingly open economy today, the exchange rate as an important factor affecting the price level of a country. Its change and its price transfer effect will inevitably lead to the change of the import and export commodity price of a country, and then have an important influence on the domestic commodity price. China is a large agricultural country with a large population. At the same time, it is also an important agricultural products production and demand countries in the world, the import and export of agricultural products in China's international trade occupies a large proportion, the price of agricultural products fluctuate sharply. It will have a great impact on farmers' income and agricultural development, and the stability of agricultural product prices is a major event related to the national economy and people's livelihood. It is of great theoretical and practical significance to study the influence of RMB exchange rate changes on the prices of import and export agricultural products. According to the traditional international trade theory, under the premise of meeting the Marshall-Lerner condition. The degree of exchange rate change affects the price of import and export commodities depends on the degree of transmission of exchange rate change to the price of import and export commodity. Under the same conditions, the degree of price transfer of exchange rate change is lower. Therefore, the influence of RMB exchange rate on the price of agricultural products in China is studied. It is necessary not only to study whether the RMB exchange rate change is an important factor affecting the price change of China's import and export agricultural products, but also to study whether the changes can be completely and timely reflected on the prices of domestic agricultural products. Namely, the transfer effect of RMB exchange rate change. This paper studies the transfer effect of exchange rate change on the import price of agricultural products in China. On the basis of combing the domestic and foreign research literature and analyzing the current situation of imported agricultural products in China. Based on the monthly data of RMB exchange rate from January 2007 to January 2016 and the import price of agricultural products in China, this paper applies the theory of transfer effect of exchange rate change to product price and applies cointegration test. Granger causality test impulse response analysis and variance decomposition and other econometric methods. This paper makes an empirical analysis on the transfer effect of RMB exchange rate changes on the import prices of agricultural products in China. The results show that:. The real effective exchange rate of a country's currency has maintained a stable equilibrium relationship with the import price of agricultural products for a long period of time. And the relationship between the two is one-way, there will not be a cross-impact. In order to more comprehensive analysis of the RMB exchange rate changes on China's agricultural import price transmission effect. This paper also selects the RMB exchange rate against Australia and the United States as a typical representative. Further empirical analysis of the impact of exchange rate changes on the price transfer of agricultural products in China, the results show that: the impact of RMB exchange rate changes on the prices of agricultural imports varies from country to country. However, the result of transmission effect is basically the same, which can not be separated from the law of exchange rate transmission. Finally, this paper summarizes the full text and puts forward some relevant policy suggestions to promote the development of agricultural trade in China.
【学位授予单位】：安徽财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.6;F323.7

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