發(fā)布時(shí)間：2018-10-15 11:48

【摘要】：由于我國(guó)經(jīng)濟(jì)的對(duì)外開放度和貿(mào)易依存度越來越高,人民幣作為國(guó)內(nèi)外貿(mào)易的媒介，其匯率的變動(dòng)將對(duì)我國(guó)進(jìn)出口貿(mào)易產(chǎn)生重要的影響。此次美國(guó)次貸危機(jī)引起的全球金融危機(jī)使得全球經(jīng)濟(jì)又一次陷入了大蕭條之中，我國(guó)的對(duì)外貿(mào)易狀況也因此受到影響。持續(xù)的巨額貿(mào)易順差以及外匯儲(chǔ)備的快速增長(zhǎng)使得人民幣面臨巨大的升值壓力。國(guó)際市場(chǎng)需求不振、全球性通貨膨脹蔓延、貿(mào)易保護(hù)主義再度抬頭等,也無疑使我國(guó)外貿(mào)發(fā)展面臨的外圍環(huán)境將更加復(fù)雜、惡劣。因此,在當(dāng)前經(jīng)濟(jì)環(huán)境下,研究人民幣實(shí)際有效匯率對(duì)我國(guó)進(jìn)出口貿(mào)易差額以及結(jié)構(gòu)的影響就具有非常重要的現(xiàn)實(shí)意義。 本文分別采用2005年8月-2013年6月的月度數(shù)據(jù)以及1980年到2012年的年度數(shù)據(jù)為樣本,將人民幣實(shí)際有效匯率變動(dòng)對(duì)我國(guó)進(jìn)出口貿(mào)易的影響進(jìn)行了研究。為了增強(qiáng)研究結(jié)論的針對(duì)性和說服力,在實(shí)證分析時(shí),本文使用了ADF檢驗(yàn)、Johansen協(xié)整檢驗(yàn)、Granger因果關(guān)系檢驗(yàn)的方法,分別將人民幣實(shí)際有效匯率對(duì)貿(mào)易收支和貿(mào)易結(jié)構(gòu)的影響做了相關(guān)的研究。 通過研究得出的結(jié)論主要有：（1）人民幣實(shí)際有效匯率與進(jìn)出口總額、出口額之間存在一個(gè)協(xié)整關(guān)系，人民幣實(shí)際有效匯率與進(jìn)口額之間沒有協(xié)整關(guān)系；人民幣實(shí)際有效匯率和進(jìn)出口貿(mào)易額互為格蘭杰原因。（2）人民幣實(shí)際有效匯率與進(jìn)口結(jié)構(gòu)之間不存在協(xié)整關(guān)系，人民幣實(shí)際有效匯率與出口結(jié)構(gòu)之間也不存在協(xié)整關(guān)系。工業(yè)制成品貿(mào)易結(jié)構(gòu)的變動(dòng)是人民幣實(shí)際有效匯率變動(dòng)的格蘭杰原因。實(shí)證分析說明人民幣升值對(duì)我國(guó)進(jìn)出口貿(mào)易沒有明顯影響。因此，，我們不能認(rèn)為人民幣升值就是解決我國(guó)對(duì)外貿(mào)易問題的唯一對(duì)策,也要通過其他有效措施來改善我國(guó)的貿(mào)易狀況，以此保證我國(guó)進(jìn)出口貿(mào)易的均衡發(fā)展。本文還分析了人民幣實(shí)際有效匯率對(duì)我國(guó)進(jìn)出口貿(mào)易影響的評(píng)價(jià),并結(jié)合上述分析，提出了促進(jìn)我國(guó)進(jìn)出口貿(mào)易良好發(fā)展的對(duì)策與建議。此外，美國(guó)已經(jīng)計(jì)劃逐漸退出QE，這將對(duì)人民幣實(shí)際匯率帶來怎樣的影響，有待繼續(xù)研究。
[Abstract]:As China's economy is opening to the outside world and the degree of dependence on trade is becoming higher and higher, the change of exchange rate of RMB, as the medium of domestic and foreign trade, will have an important impact on China's import and export trade. The global financial crisis caused by the American subprime mortgage crisis once again plunged the global economy into the Great Depression, and the foreign trade situation of our country was also affected as a result. The sustained huge trade surplus and the rapid growth of foreign exchange reserves put the RMB under great pressure of appreciation. The sluggish demand of international market, the spread of global inflation and the resurgence of trade protectionism will undoubtedly make the external environment for the development of China's foreign trade more complex and abominable. Therefore, in the current economic environment, it is of great practical significance to study the impact of the real effective exchange rate of RMB on the balance and structure of China's import and export trade. Based on the monthly data from August 2005 to June 2013 and the annual data from 1980 to 2012, this paper studies the effect of the real effective exchange rate of RMB on China's import and export trade. In order to enhance the pertinence and persuasiveness of the conclusions, we use ADF test, Johansen cointegration test and Granger causality test in the empirical analysis. The effects of RMB real effective exchange rate on trade balance and trade structure 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 total amount of imports and exports, but there is no cointegration relationship between the real effective exchange rate of RMB and the amount of imports; (2) there is no cointegration relationship between the real effective exchange rate of RMB and the import structure, and there is no cointegration relationship between the real effective exchange rate of RMB and the export structure. The change of trade structure of manufactured goods is the Granger reason for the change of RMB real effective exchange rate. The empirical analysis shows that RMB appreciation has no obvious influence on China's import and export trade. Therefore, we can not think that the appreciation of RMB is the only countermeasure to solve the foreign trade problem of our country, and we should improve the trade situation of our country through other effective measures so as to ensure the balanced development of our country's import and export trade. This paper also analyzes the impact of RMB real effective exchange rate on China's import and export trade, and puts forward some countermeasures and suggestions to promote the good development of China's import and export trade. In addition, the impact of the gradual withdrawal of the United States from QE, on the real exchange rate of the yuan remains to be further studied.
【學(xué)位授予單位】：山西財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.6;F752.6

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