人民币汇率变动对广东省产业结构影响的实证分析

发布时间：2018-05-17 23:45

本文选题：汇率变动 + 产业结构　；参考：《广东外语外贸大学》2017年硕士论文

【摘要】：汇率作为宏观经济体系中重要的价格变量,对外影响各国之间的经济平衡,对内影响国内资源的分配、产业结构的整合和升级,是调节国民经济内外均衡的杠杆。在全球经济一体化与产业区间转移的大背景下,广东省位于中国对外经济开放的前沿地区,其产业结构也必将面临汇率变动等外部环境影响背景下的进一步的发展。本文以人民币实际有效汇率等因素对二、三次产业结构调整的影响为研究对象,利用2005-2015年21个广东省地级市地区的面板数据,从广东省以及省各区包括珠三角、粤东、粤西、粤北地区层面做了实证研究,系统地采用面板单位根检验、面板协整检验和固定效应估计法对人民币汇率与广东省及珠三角、粤东、粤西、粤北地区层面二、三次产业结构的关系进行了检验,得出以下结论:从汇率对不同产业的影响来看,人民币实际有效汇率与广东省及各地区第二产业比重均具有的负相关关系,对第三产业比重均具有的正相关关系,除粤东均表现显著。具体而言人民币实际有效汇率每升值1%,使得全省及珠三角、粤东、粤西、粤北地区第二产业比重分别下降0.381%、0.403%、0.068%、0.431%、0.545%;对各区域第三产业比重分别提升0.263%、0.311%、0.081%、0.433%、0.424%。人均收入的提高对广东省及珠三角、粤东、粤北地区第二产业比重具有抑制作用,对第三产业的比重则具有促进作用;而对于粤西地区而言则表现为相反。而人口数量增加对广东省及珠三角、粤东第二产业的比重具有抑制作用,对第三产业的比重则具有显著促进作用。而对于粤西、粤北地区而言则表现为相反,也并没有通过显著性检验。就对外经济开放度而言,对外经济开放度的提高使得全省及珠三角、粤西、粤北地区第二产业比重下降,第三产业比重上升,对于粤东第二、三产业比重则有着相反作用,全省和粤东、粤西均通过显著性检验。FDI对广东省及珠三角、粤东、粤西、粤北的第二产业的比重具有比较显著的抑制作用,而对第三产业结构具有促进作用,且均通过显著性检验。
[Abstract]:Exchange rate, as an important price variable in the macroeconomic system, affects the economic balance among countries, the internal distribution of domestic resources, the integration and upgrading of industrial structure, and is the lever to regulate the internal and external equilibrium of the national economy. Under the background of global economic integration and industrial interval transfer, Guangdong Province is located in the frontier area of China's foreign economic opening, and its industrial structure is bound to face further development under the background of external environment such as exchange rate change. This paper takes the real effective exchange rate of RMB and other factors as the research object, using the panel data of 21 prefecture-level cities in Guangdong Province from 2005 to 2015 to study the impact of the real effective exchange rate of RMB on the second and third industrial restructuring, from Guangdong Province and other provinces including the Pearl River Delta, East Guangdong, Western Guangdong. The empirical study on the regional level of northern Guangdong Province is carried out, and the panel unit root test, panel cointegration test and fixed effect estimation method are systematically used to study the RMB exchange rate in Guangdong Province and the Pearl River Delta, East Guangdong, Western Guangdong, and Northern Guangdong. The third industrial structure is tested, and the following conclusions are drawn: from the impact of exchange rate on different industries, there is a negative correlation between the real effective exchange rate of RMB and the proportion of secondary industry in Guangdong Province and other regions. There is a positive correlation to the proportion of tertiary industry except in eastern Guangdong. To be more specific, the actual effective exchange rate of RMB increases by 1%, making the second industry proportion of the whole province and the Pearl River Delta, eastern Guangdong, western Guangdong, and northern Guangdong drop by 0.3810.403N 0.0688.The proportion of the tertiary industry in each region is increased by 0.26310.3110.3110.0810.43333 and 0.42445, respectively. The increase of per capita income can inhibit the proportion of secondary industry and promote the proportion of tertiary industry in Guangdong and Pearl River Delta, eastern Guangdong and northern Guangdong, but the opposite is true for western Guangdong. The increase of population can inhibit the proportion of secondary industry and promote the proportion of tertiary industry in Guangdong and Pearl River Delta. For western Guangdong, northern Guangdong is the opposite, and has not passed the significance test. As far as the degree of foreign economic openness is concerned, the increase in the degree of foreign economic openness has led to a decrease in the proportion of secondary industries and an increase in the proportion of tertiary industries in the whole province and in the Pearl River Delta, western Guangdong, and northern Guangdong regions, which has the opposite effect on the proportion of the second and third industries in eastern Guangdong. Through the significance test, FDI has a significant inhibitory effect on the proportion of secondary industry in Guangdong and Pearl River Delta, eastern Guangdong, western Guangdong and northern Guangdong, but promotes the structure of the tertiary industry. All of them passed the significance test.
【学位授予单位】：广东外语外贸大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.6;F121.3

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