本文選題：人民幣匯率 + 出口　； 參考：《五邑大學(xué)》2012年碩士論文

【摘要】：出口貿(mào)易是影響我國經(jīng)濟(jì)發(fā)展的重要部分,廣東省作為我國的出口大省,近年來其出口貿(mào)易有著突飛猛進(jìn)的發(fā)展.匯率作為影響出口貿(mào)易的重要因素,一直以來都是人們關(guān)注的重點(diǎn),而匯率與出口貿(mào)易的關(guān)系并未得到統(tǒng)一的結(jié)論。對人民幣面臨持續(xù)升值的壓力的今天,為保證廣東省出口貿(mào)易持續(xù)穩(wěn)定的發(fā)展,厘清出口與匯率之間的關(guān)系至關(guān)重要。 本文首先回顧了匯率與貿(mào)易收支的一般理論,引用了廣東省季度出口數(shù)據(jù)和珠三角九市的年度出闊數(shù)據(jù)對人民幣匯率變動對廣東省及珠三角地區(qū)出口貿(mào)易的影響進(jìn)行實(shí)證分析。本文需要研究的問題主要有兩個(gè)：第一,人民幣匯率變動對廣東省出口貿(mào)易是否有顯著影響；第二,出口受匯率變動的影響,是否會因?yàn)槌隹诮Y(jié)構(gòu)的差異而存在顯著差異。在匯率對東省出口影響的實(shí)證研究中,采用動態(tài)計(jì)量經(jīng)濟(jì)學(xué)模型中的面板向量自回歸模型(針對平穩(wěn)面板數(shù)據(jù))來進(jìn)行研究,并采用Granger因果檢驗(yàn)、脈沖響應(yīng)函數(shù)、方差分解等方法驗(yàn)證匯率與出口變量的關(guān)系,通過實(shí)證檢驗(yàn)結(jié)論表明：匯率的變動能夠在一定程度上解釋出口的變動,匯率對廣東省出口貿(mào)易的影響符合J曲線效應(yīng)；在對出口結(jié)構(gòu)差異性對出口與匯率關(guān)系影響的研究中,引入出口與出口結(jié)構(gòu)交互項(xiàng)的隨機(jī)效應(yīng)模型進(jìn)行實(shí)證分析,結(jié)果表明：各城市出口結(jié)構(gòu)的不同會對出口與匯率之間的關(guān)系產(chǎn)生顯著影響,加工貿(mào)易占比越大的地區(qū),出口受同等幅度匯率變化的影響越大。最后,依據(jù)本文的實(shí)證分析結(jié)果,結(jié)合珠三角地區(qū)的實(shí)際發(fā)展情況,對珠三角地區(qū)的出口貿(mào)易發(fā)展從政府層面及企業(yè)層面給出相應(yīng)的建議。 本文的特色之處主要有三點(diǎn)：(1)研究視角和以往的研究較不同,本文區(qū)分人民幣對不同出口目的國(地)匯率數(shù)據(jù),考慮出口結(jié)構(gòu)因素,分析出口結(jié)不同的城市,出口對于匯率變動的反應(yīng)有何不同。(2)使用市級層面的面板數(shù)據(jù)研究區(qū)域因素對出口與匯率關(guān)系的影響：(3)引入更具解釋力的面板數(shù)據(jù)模型,模型的解釋力較以往的時(shí)間序列模型更強(qiáng)。
[Abstract]:Export trade is an important part of China's economic development. Guangdong Province, as a major export province of China, its export trade has been developing by leaps and bounds in recent years. Exchange rate, as an important factor affecting export trade, has always been the focus of attention, but the relationship between exchange rate and export trade has not been unified. In order to ensure the sustained and stable development of Guangdong's export trade, it is very important to clarify the relationship between export and exchange rate in order to ensure the sustainable development of Guangdong's export trade. This paper first reviews the general theory of exchange rate and trade balance, and uses the quarterly export data of Guangdong Province and the annual data of nine cities in the Pearl River Delta to make an empirical analysis on the impact of RMB exchange rate changes on export trade in Guangdong Province and the Pearl River Delta region. There are two main problems to be studied in this paper: first, whether the RMB exchange rate change has a significant impact on Guangdong's export trade; second, whether the export is affected by the exchange rate change, and whether there are significant differences because of the difference of export structure. In the empirical study of the effect of exchange rate on export of Eastern province, the panel vector autoregressive model of dynamic econometrics model (for stationary panel data) is used to study, and the Granger causality test and impulse response function are used. Variance decomposition and other methods to verify the relationship between the exchange rate and export variables through empirical testing results show that the exchange rate changes can explain the export changes to a certain extent the impact of exchange rate on Guangdong export trade in line with the J curve effect; In the study of the effect of export structure difference on the relationship between export and exchange rate, the stochastic effect model of the interaction between export and export structure is introduced to carry out empirical analysis. The results show that the different export structure of different cities will have a significant impact on the relationship between export and exchange rate. The greater the proportion of processing trade, the greater the influence of the same range of exchange rate changes on exports. Finally, according to the empirical results of this paper, combined with the actual development of the Pearl River Delta region, the development of export trade in the Pearl River Delta region from the government level and the enterprise level to give corresponding suggestions. The characteristics of this paper are mainly three points: 1) the research angle is different from previous studies. This paper distinguishes RMB exchange rate data from different export destination countries (places), considers the factors of export structure, and analyzes different cities with different export structure. What is the difference in the response of exports to exchange rate changes?) using panel data at the municipal level to study the impact of regional factors on the relationship between exports and exchange rates: 3) introducing a more explanatory panel data model. The explanatory power of the model is stronger than that of the previous time series model.
【學(xué)位授予單位】：五邑大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.6;F752.62;F224

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