人民幣實(shí)際有效匯率對(duì)廣西—東盟貿(mào)易收支影響的實(shí)證研究
本文選題:中國(guó)—東盟自由貿(mào)易區(qū) + 東盟 ; 參考:《南京財(cái)經(jīng)大學(xué)》2013年碩士論文
【摘要】:人民幣實(shí)際有效匯率是衡量人民幣與“一籃子”貨幣(通常包括:日本、美國(guó)、香港、臺(tái)灣省、英國(guó)、韓國(guó)、新加坡、瑞士、澳大利亞、加拿大、西班牙、法國(guó)、比利時(shí)、荷蘭、意大利等國(guó)家)的一個(gè)比率。有效匯率是一個(gè)非常重要的綜合性經(jīng)濟(jì)指標(biāo),因此通常被一個(gè)國(guó)家用來(lái)衡量該國(guó)貿(mào)易商品在國(guó)際市場(chǎng)上的競(jìng)爭(zhēng)力和該國(guó)貨幣對(duì)外價(jià)值與其相對(duì)購(gòu)買(mǎi)力。 人類(lèi)文明發(fā)展到某一階段時(shí)必然會(huì)產(chǎn)生邊境貿(mào)易,長(zhǎng)期以來(lái)的實(shí)踐證明,邊境貿(mào)易的發(fā)展對(duì)國(guó)與國(guó)之間的經(jīng)濟(jì)起到了重要的推動(dòng)作用。根據(jù)2002年11月在柬埔寨舉行的中國(guó)與東盟(10+1)領(lǐng)導(dǎo)會(huì)議上各國(guó)領(lǐng)導(dǎo)共同簽署的《中國(guó)—東盟全面經(jīng)濟(jì)合作框架協(xié)議》的協(xié)議,中國(guó)—東盟自由貿(mào)易區(qū)于2010年建成。自由貿(mào)易區(qū)的建立可以使中國(guó)與東盟各國(guó)相互取消或減免關(guān)稅,成員國(guó)的廠商可以自由地輸出和輸入自己的商品,使商品真正實(shí)現(xiàn)了自由貿(mào)易。 廣西是中國(guó)—東盟自由貿(mào)易區(qū)發(fā)展的核心地區(qū),但也還是一個(gè)比較貧困的地區(qū)。自古以來(lái)廣西與各個(gè)東盟國(guó)家都有邊境貿(mào)易往來(lái),尤其是廣西與越南、緬甸和泰國(guó)等國(guó)家在農(nóng)業(yè)、服務(wù)業(yè)上合作更是頻繁。廣西與東盟各國(guó)有著天然的地理聯(lián)系,無(wú)論是從陸地還是海上來(lái)看,廣西與東盟都有密切的聯(lián)系,廣西首府南寧更是成為中國(guó)—東盟貿(mào)易博覽會(huì)的常設(shè)會(huì)址。近年來(lái)人民幣匯率節(jié)節(jié)高升,對(duì)廣西與東盟貿(mào)易進(jìn)出口有一定的影響,因?yàn)槿嗣駧艆R率波動(dòng),東盟國(guó)貨幣與人民幣的相對(duì)匯率也會(huì)變動(dòng)。本文通過(guò)對(duì)人民幣實(shí)際有效匯率與廣西和東盟進(jìn)出口貿(mào)易的關(guān)系進(jìn)行實(shí)證分析,結(jié)果證明人民幣實(shí)際有效匯率與廣西對(duì)東盟的進(jìn)口和出口都不存在協(xié)整關(guān)系。另外,通過(guò)對(duì)三者進(jìn)行差分平穩(wěn)化分析發(fā)現(xiàn)人民幣實(shí)際有效匯率波動(dòng)在短期對(duì)廣西—東盟出口波動(dòng)有影響,且存在因果決定關(guān)系,但影響效果不明顯。人民幣實(shí)際有效匯率波動(dòng)在短期與廣西—東盟的進(jìn)口波動(dòng)存在線性關(guān)系,但不存在因果決定關(guān)系。
[Abstract]:The real effective exchange rate of the RMB is a measure of the RMB and a "basket" of currencies (usually including Japan, the United States, Hong Kong, Taiwan Province, the United Kingdom, South Korea, Singapore, Switzerland, Australia, Canada, Spain, France, Belgium, A ratio for the Netherlands, Italy, etc. The effective exchange rate is a very important comprehensive economic indicator, so it is usually used by a country to measure the competitiveness of its trade goods in the international market and the external value of the country's currency and its relative purchasing power. The development of human civilization to a certain stage will inevitably produce border trade. The development of border trade has played an important role in promoting the economy between countries. The China-ASEAN Free Trade area (CAFTA) was established in 2010 in accordance with the Agreement on the Framework Agreement on Comprehensive Economic Cooperation between China and ASEAN, which was signed by the leaders of all countries at the China-ASEAN leadership meeting held in Cambodia in November 2002. The establishment of free trade zone can make China and ASEAN countries cancel or reduce tariffs, and the manufacturers of member countries can export and import their own goods freely, so that the goods can realize free trade. Guangxi is the core of the development of China-ASEAN Free Trade area, but also a relatively poor region. Since ancient times, Guangxi has had border trade with all ASEAN countries, especially with Vietnam, Myanmar, Thailand and other countries. Guangxi and ASEAN countries have natural geographical ties, both on land and sea, Guangxi and ASEAN have close ties, Guangxi capital Nanning has become the permanent site of China-ASEAN Trade Fair. The rise of the RMB exchange rate in recent years has a certain impact on the import and export of trade between Guangxi and ASEAN, because the RMB exchange rate fluctuates, and the relative exchange rate of the ASEAN currency and RMB will also change. Through the empirical analysis of the relationship between the real effective exchange rate of RMB and the import and export trade between Guangxi and ASEAN, the results show that there is no cointegration relationship between the real effective exchange rate of RMB and the import and export of Guangxi to ASEAN. In addition, it is found that the fluctuation of the real effective exchange rate of RMB has an impact on the fluctuation of Guangxi-ASEAN export in the short term, and there is a causal relationship, but the effect is not obvious. There is a linear relationship between the fluctuation of RMB real effective exchange rate in the short term and the fluctuation of Guangxi-ASEAN import, but there is no causal relationship.
【學(xué)位授予單位】:南京財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】:碩士
【學(xué)位授予年份】:2013
【分類(lèi)號(hào)】:F832.6;F752.8
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