本文選題：外匯儲備　切入點：因子分析　出處：《河北經(jīng)貿(mào)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：自1994年中國外匯外貿(mào)管理體制改革以來，中國外匯儲備持續(xù)增加，其規(guī)模每年都刷新歷史記錄。即使在2008年爆發(fā)國際金融危機(jī)的情況下，中國外匯儲備仍保持高位增長的態(tài)勢。截止2011年末，中國外匯儲備已高達(dá)31811億美元。在中國外匯儲備不斷積累的過程中，社會各界對高額外匯儲備的關(guān)注也水漲船高。目前，高額外匯儲備已經(jīng)成為社會各界關(guān)注的焦點。面對如此之高的外匯儲備，疑慮難免會產(chǎn)生，對中國外匯儲備相關(guān)各方面的研究也紛至沓來。國內(nèi)各學(xué)者也從各個角度對中國外匯儲備進(jìn)行了相關(guān)研究。本文在辯證研究相關(guān)文獻(xiàn)的基礎(chǔ)上，試圖從統(tǒng)計視角對中國外匯儲備各方面進(jìn)行系統(tǒng)而全面的研究，以期實現(xiàn)以下三方面的研究目的。第一，本文期望讀者能通過本文對中國外匯儲備有一個全面而系統(tǒng)的認(rèn)識；第二，本文試圖在相關(guān)領(lǐng)域提出創(chuàng)新，以期豐富相關(guān)領(lǐng)域的研究角度；第三，本文期望通過統(tǒng)計分析，揭示數(shù)據(jù)背后存在的規(guī)律，發(fā)現(xiàn)中國外匯儲備中存在的問題，并據(jù)此提出相關(guān)政策建議，為制定與外匯儲備相關(guān)的政策提供指導(dǎo)依據(jù)。 基于以上分析，本文運(yùn)用與中國外匯儲備相關(guān)的最新樣本數(shù)據(jù)，結(jié)合歷年國際收支平衡表統(tǒng)計數(shù)據(jù)，運(yùn)用統(tǒng)計分析方法對中國外匯儲備各方面進(jìn)行了統(tǒng)計分析。首先，結(jié)合國際收支平衡表相關(guān)數(shù)據(jù)和歷年外匯儲備規(guī)模數(shù)據(jù)，運(yùn)用描述統(tǒng)計量，解析了中國外匯儲備的現(xiàn)狀及成因。其次，闡述了中國外匯儲備的現(xiàn)狀及成因之后，本文順勢對中國外匯儲備的影響因素進(jìn)行了理論分析，，并在理論分析基礎(chǔ)上，結(jié)合中國實際情況，選取相關(guān)因素作為自變量，對中國外匯儲備及其影響因素之間的關(guān)系進(jìn)行了統(tǒng)計分析。具體來講，本文利用1994-2011年樣本數(shù)據(jù)，運(yùn)用SPSS16.0統(tǒng)計分析軟件和Eviews6.0統(tǒng)計分析軟件，使用相關(guān)分析、因子分析法、多元線性回歸等多元統(tǒng)計方法以及向量誤差修正模型(VEC)對中國外匯儲備及其影響因素進(jìn)行統(tǒng)計分析，以使讀者從統(tǒng)計角度審視中國外匯儲備及其影響因素之間的關(guān)系并更進(jìn)一步地了解中國外匯儲備。再次，在對中國外匯儲備的影響因素進(jìn)行了統(tǒng)計分析之后，本文運(yùn)用基于因子分析的綜合評價方法，將中國外匯儲備的影響因素指標(biāo)化，從中國外匯儲備的影響因素角度對中國外匯儲備進(jìn)行綜合評價，進(jìn)而評價中國外匯儲備的綜合狀況，而不僅僅從中國外匯儲備的巨額數(shù)字角度來評價中國外匯儲備。接下來，本文解析了中國外匯儲備背后存在的問題。最后，本文根據(jù)對中國外匯儲備統(tǒng)計分析所得的結(jié)論以及中國外匯儲備存在的問題，提出政策建議以供參考。
[Abstract]:Since the reform of China's foreign exchange foreign trade management system in 1994, China's foreign exchange reserves have continued to increase, and their size has set a new record every year. Even under the circumstances of the international financial crisis that broke out in 2008, China's foreign exchange reserves are still growing at a high level. As of end of 2011, China's foreign exchange reserves have reached US $three trillion one hundred and eighty-one billion one hundred million. In the course of the continuous accumulation of China's foreign exchange reserves, the attention of all sectors of the community to high foreign exchange reserves has also risen. At present, High foreign exchange reserves have become the focus of attention from all walks of life in the community. Faced with such a high level of foreign exchange reserves, doubts will inevitably arise. Studies on China's foreign exchange reserves have been carried out in succession. Domestic scholars have also carried out relevant studies on China's foreign exchange reserves from various angles. This paper is based on the dialectical study of relevant literature. This paper attempts to make a systematic and comprehensive study on the various aspects of China's foreign exchange reserves from a statistical perspective in order to achieve the following three research purposes: first, this paper expects readers to have a comprehensive and systematic understanding of China's foreign exchange reserves through this paper; Second, this paper tries to put forward innovation in related fields in order to enrich the research angle of related fields. Thirdly, this paper hopes to reveal the laws behind the data through statistical analysis, and find the problems in China's foreign exchange reserves. Based on this, some policy suggestions are put forward to provide guidance for the formulation of policies related to foreign exchange reserves. Based on the above analysis, this paper uses the latest sample data related to China's foreign exchange reserves, combined with the statistical data of the balance of payments statements over the years, and uses the statistical analysis method to analyze the various aspects of China's foreign exchange reserves. Based on the relevant data of balance of payments and the scale data of foreign exchange reserves over the years, this paper analyzes the current situation and causes of China's foreign exchange reserves by using descriptive statistics. Secondly, the paper expounds the present situation and causes of China's foreign exchange reserves. This paper makes a theoretical analysis on the influencing factors of China's foreign exchange reserves, and on the basis of theoretical analysis, selects the relevant factors as independent variables in combination with the actual situation in China. This paper makes a statistical analysis of the relationship between China's foreign exchange reserves and their influencing factors. Specifically, this paper uses the sample data from 1994 to 2011, uses SPSS16.0 statistical analysis software and Eviews6.0 statistical analysis software, uses correlation analysis, factor analysis, and so on. Multivariate statistical methods such as multivariate linear regression and vector error correction model (VEC) are used to analyze China's foreign exchange reserves and their influencing factors. In order to enable readers to examine the relationship between China's foreign exchange reserves and their influencing factors from a statistical point of view, and to further understand China's foreign exchange reserves. Thirdly, after a statistical analysis of the influencing factors of China's foreign exchange reserves, In this paper, the comprehensive evaluation method based on factor analysis is used to index the influencing factors of China's foreign exchange reserves, and to evaluate China's foreign exchange reserves comprehensively from the perspective of the influencing factors of China's foreign exchange reserves. Then we evaluate the comprehensive situation of China's foreign exchange reserves, not only from the point of view of the huge numbers of China's foreign exchange reserves. Next, this paper analyzes the problems behind China's foreign exchange reserves. Based on the conclusion of the statistical analysis of China's foreign exchange reserves and the problems existing in China's foreign exchange reserves, this paper puts forward some policy suggestions for reference.
【學(xué)位授予單位】：河北經(jīng)貿(mào)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F223;F832.6

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