人民币升值对韩国经济影响研究

发布时间：2018-04-24 16:10

本文选题：人民币升值 + 韩国经济　；参考：《延边大学》2013年硕士论文

【摘要】：本文采用具有外生自变量的向量自回归模型,对中韩建交以后1994—2012年期间人民币升值对韩国经济影响的实证分析。检验人民币升值对韩国主要的宏观经济数据总产出、通货膨胀、利率、资本账户等经济变量的影响。分别对整体样本数据及人民币汇率改革以后的经济数据进行深入分析,解决可能性误差,使结果具有真实性、可靠性。从而反映出人民币升值对国际经济社会所带来的影响。根据脉冲响应和方差分解的检验结果表明,人民币升值对韩国资本流动具有明显负向作用的影响,并且统计结果显著；对韩元汇率引起显著较为短暂的负向影响,说明人民币升值导致韩元对美元汇率升值；对韩国GDP和短期利率有较小的波动影响；对韩国通货膨胀几乎没有影响。根据检验结果所得结论是人民币升值对韩国经济是有显著影响的,人民币升值对韩国资本流动产生持久并显著的负方向影响,对韩国商品和劳务总量、通货膨胀等方面影响不为显著。根据本文所得结论,建议韩国作为亚洲发达国家,应建立国际经济合作的有效机制,在稳定本国资本流动、制定汇率制度时,应对人民币予以更多的重视。避免资本流动影响的风险和危害。本文研究成果不仅是人民币升值对他国经济影响的一次检验,也为更广泛的认识人民币升值的影响提供了分析视角,有助于正确认识人民币升值的国际影响,通过国际社会正确对待人民币升值问题,正确认识中国经济对世界经济的影响。
[Abstract]:This paper adopts the vector autoregressive model with exogenous independent variables to analyze the effect of RMB appreciation on Korean economy during 1994-2012 after the establishment of diplomatic relations between China and South Korea. To test the impact of RMB appreciation on South Korea's main macroeconomic data, such as total output, inflation, interest rates, capital account and other economic variables. The whole sample data and the economic data after the reform of RMB exchange rate are analyzed in order to solve the possibility error and make the results reliable and reliable. This reflects the impact of RMB appreciation on the international economy and society. According to the test results of impulse response and variance decomposition, the results show that RMB appreciation has a significant negative effect on Korean capital flows, and the statistical results are significant, while the Korean won exchange rate has a significant negative impact for a relatively short time. This suggests that the appreciation of the yuan has led to a stronger won against the dollar; less volatility to South Korea's GDP and short-term interest rates; and little impact on South Korean inflation. According to the test results, it is concluded that the appreciation of the RMB has a significant impact on the Korean economy, that the appreciation of the RMB has a lasting and significant negative impact on the capital flows of South Korea, and that it has a significant negative impact on the total amount of goods and services in South Korea. Inflation and other aspects of the impact is not significant. According to the conclusion of this paper, it is suggested that South Korea, as an Asian developed country, should establish an effective mechanism of international economic cooperation, and pay more attention to RMB when stabilizing its capital flow and formulating its exchange rate system. Avoid risks and hazards associated with capital flows. The research results of this paper are not only a test of the economic impact of RMB appreciation on other countries, but also provide an analytical perspective for a broader understanding of the impact of RMB appreciation, which is helpful to correctly understand the international impact of RMB appreciation. Through the international community to correctly deal with the issue of RMB appreciation, correctly understand the impact of China's economy on the world economy.
【学位授予单位】：延边大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F131.26;F832.6

【参考文献】