本文選題：人民幣名義匯率　切入點(diǎn)：價(jià)格貿(mào)易條件　出處：《湖南大學(xué)》2012年碩士論文

【摘要】：在國(guó)際貿(mào)易中，貿(mào)易條件和匯率是兩個(gè)很重要的經(jīng)濟(jì)指標(biāo)。價(jià)格貿(mào)易條件是用本幣或外幣衡量的進(jìn)出口商品的比價(jià)，可以衡量一國(guó)出口商品的國(guó)際競(jìng)爭(zhēng)力，也可以反映一國(guó)在參與國(guó)際貿(mào)易中實(shí)際資源的流入或流出及國(guó)民福利的變化，其優(yōu)劣直接涉及各國(guó)切身的貿(mào)易利益。匯率是一國(guó)貨幣同外國(guó)貨幣交換的比價(jià)，匯率的改變會(huì)導(dǎo)致貿(mào)易商品價(jià)格的改變。所以研究人民幣匯率波動(dòng)對(duì)我們分類貿(mào)易條件的作用，有利于我國(guó)出口企業(yè)在人民幣升值的大背景下，積極采取應(yīng)對(duì)措施，提高我國(guó)出口商品的國(guó)際競(jìng)爭(zhēng)力，同時(shí)為我國(guó)實(shí)施正確的貿(mào)易政策和推進(jìn)人民幣匯率體制改革創(chuàng)造條件。 本文首先總結(jié)了國(guó)際經(jīng)濟(jì)學(xué)中的匯率和貿(mào)易條件的基礎(chǔ)理論，分析了經(jīng)典的馬歇爾勒納條件和名義匯率對(duì)貿(mào)易條件影響的傳導(dǎo)機(jī)制。然后結(jié)合收集的數(shù)據(jù)統(tǒng)計(jì)分析了我國(guó)匯率制度的變遷、人民幣兌美元名義匯率的波動(dòng)和我國(guó)各類貿(mào)易條件的變動(dòng)狀況，論述了人民幣匯率變化對(duì)我國(guó)各類貿(mào)易條件的影響路徑和影響結(jié)果。接著選取分析變量，建立實(shí)證分析模型分析人民幣匯率水平的變化對(duì)我國(guó)各類貿(mào)易條件的影響，經(jīng)過(guò)檢驗(yàn)后，采用脈沖響應(yīng)函數(shù)和方差分解來(lái)度量匯率和各類貿(mào)易條件傳遞效應(yīng)大小，比較變量間影響效應(yīng)的差異。根據(jù)結(jié)果發(fā)現(xiàn)，在不同的人民幣升值區(qū)間，各個(gè)變量對(duì)貿(mào)易條件的影響方向會(huì)發(fā)生變化，，它們對(duì)貿(mào)易條件的影響大小排序也會(huì)變化。具體來(lái)說(shuō)，人民幣升值在時(shí)間上與我國(guó)各類貿(mào)易條件的變化存在格蘭杰因果關(guān)系，人民幣升值會(huì)造成我國(guó)價(jià)格貿(mào)易條件與收入貿(mào)易條件波動(dòng)，但是長(zhǎng)期而言將會(huì)趨于均衡，同時(shí)人民幣升值對(duì)我國(guó)早期（1994-2005年）工業(yè)制成品單要素貿(mào)易條件產(chǎn)生負(fù)影響，而對(duì)后期（2005-2012年）的工業(yè)制成品產(chǎn)生正影響。從時(shí)間維度而言，匯率是我國(guó)1997-2005年間工業(yè)制成品單要素貿(mào)易條件改善的主要因素。
[Abstract]:In international trade, terms of trade and exchange rates are two very important economic indicators.Price terms of trade are the prices of imports and exports measured in local currency or foreign currency. They can measure the international competitiveness of a country's export commodities, and can also reflect the inflow or outflow of real resources and changes in the welfare of the people in a country's participation in international trade.Its advantages and disadvantages are directly related to the immediate trade interests of all countries.Exchange rate is the exchange rate between a country's currency and foreign currency. The change of exchange rate will lead to the change of commodity price.Therefore, to study the effect of RMB exchange rate fluctuation on our classified terms of trade is beneficial for our export enterprises to take active measures to improve the international competitiveness of our export commodities under the background of RMB appreciation.At the same time, it creates conditions for China to carry out correct trade policy and promote the reform of RMB exchange rate system.This paper first summarizes the basic theories of exchange rate and terms of trade in international economics, and analyzes the transmission mechanism of the classical Marshall Lerner condition and nominal exchange rate on the terms of trade.Then it analyzes the changes of exchange rate system, the fluctuation of RMB / US dollar nominal exchange rate and the changes of various terms of trade in China, based on the collected data.This paper discusses the influence path and result of RMB exchange rate change on China's various terms of trade.Then select the analysis variables, establish an empirical analysis model to analyze the impact of RMB exchange rate changes on China's various terms of trade, after testing,Pulse response function and variance decomposition are used to measure the transfer effect between exchange rate and various trade conditions, and to compare the differences between variables.According to the results, the influence direction of each variable on the terms of trade will change, and the order of their influence on the terms of trade will also change in the different range of RMB appreciation.Specifically, there is a Granger causality between RMB appreciation and the changes in China's various terms of trade over time. RMB appreciation will cause fluctuations in China's price terms of trade and income terms of trade, but in the long run it will tend to be balanced.At the same time, the appreciation of RMB has a negative effect on the terms of trade of single elements of manufactured goods in China from 1994 to 2005, and a positive impact on manufactured goods in the later period from 2005 to 2012.From the time dimension, the exchange rate is the main factor to improve the terms of trade of China's manufactured goods from 1997 to 2005.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.6;F752

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