本文選題：人民幣實際有效匯率 + 高新技術(shù)行業(yè)�。� 參考：《上海社會科學(xué)院》2014年碩士論文

【摘要】：2013年,在日元、盧布、泰銖紛紛貶值的情況下,人民幣兌美元卻持續(xù)升值,年升值幅度達(dá)到3%,是2012年升值幅度的三倍之多。2014年1月,人民幣升值幅度更是屢破記錄。但是從2014年2月以來,人民幣匯率卻一反常態(tài)的持續(xù)下跌。截至3月20日,人民幣即期匯率相較1月14日的歷史高點貶值幅度達(dá)2.99%。有學(xué)者認(rèn)為這是央行有意引導(dǎo),人民幣貶值實則可控；也有學(xué)者認(rèn)為這是人民幣匯率彈性增強(qiáng)的表現(xiàn),未來仍有貶值可能。無論是哪種市場猜測是真,我們都可以判斷未來匯率的波動性將變的更大、波動程度也將變得更不可測。 影響一個行業(yè)對外貿(mào)易的因素有很多,例如：產(chǎn)品的自身競爭實力、海外市場需求、替代品行業(yè)供需情況、稅負(fù)、補(bǔ)貼、匯率等。從購買力平價的視角來看,匯率反映了國與國之間價格的變化,匯率的變動將直接影響到兩國商品的相對價格,最后也終將反映到一國進(jìn)出口額的變化上。一般來講,本幣升值,本國貿(mào)易品的競爭力下降,本國出口減小,進(jìn)口增加,匯率變動對行業(yè)進(jìn)出口影響亦如此。但是匯率變動對不同行業(yè)的影響程度是否相同,作用的時間是否一樣有待具體分析。 本文通過運用VAR模型考察了2005年匯率制度改革以后人民幣實際有效匯率對紡織服裝行業(yè)進(jìn)出口和高新技術(shù)行業(yè)進(jìn)出口的影響。實證結(jié)果證明：人民幣實際有效匯率變動對紡織服裝行業(yè)和高新技術(shù)行業(yè)出口的沖擊方向相同,但是沖擊程度不同、沖擊快慢也不盡相同。具體來說,勞動密集型的紡織服裝行業(yè)進(jìn)出口對匯率的敏感性較高,高新技術(shù)行業(yè)進(jìn)出口對匯率的敏感性較低。 最后,結(jié)合兩個行業(yè)的對外貿(mào)易特點和未來發(fā)展需求,從宏觀層面、產(chǎn)業(yè)層面和企業(yè)層面三個角度分別提出對策建議。
[Abstract]:In 2013, as the yen, rouble and baht depreciated, the yuan continued to appreciate against the dollar, rising by 3 times a year, more than three times the rate in 2012. In January 2014, the yuan rose to a record level. But since February 2014, the yuan has been falling uncharacteristically. As of March 20, the spot value of the yuan fell by 2.99 from its record high on January 14. Some scholars believe that this is the intention of the central bank to guide, but the depreciation of the renminbi is actually controllable; others believe that this is an increase in the exchange rate elasticity of the yuan, and that there is still a possibility of depreciation in the future. Whatever the market speculation is true, we can judge that the volatility of the future exchange rate will become greater and the volatility will become more unpredictable. There are many factors that influence the foreign trade of an industry, such as the competitive strength of products, the demand of overseas market, the supply and demand of substitute industry, tax burden, subsidy, exchange rate and so on. From the point of view of purchasing power parity, the exchange rate reflects the change of price between countries. The change of exchange rate will directly affect the relative price of goods between the two countries, and finally, it will also reflect the change of import and export value of one country. Generally speaking, with the appreciation of the local currency, the competitiveness of domestic trade products decreases, domestic exports decrease, imports increase, and so does the exchange rate change on the import and export of the industry. But whether the influence of exchange rate changes on different industries is the same, and whether the time of action is the same, needs to be analyzed in detail. In this paper, the VAR model is used to investigate the effect of the real effective exchange rate of RMB on the import and export of textile and garment industry and the import and export of high-tech industry after the exchange rate system reform in 2005. The empirical results show that the real effective exchange rate changes of RMB have the same impact direction on textile and garment industry and high-tech industry export, but the impact degree is different, the impact speed is also different. Specifically, the labor-intensive textile and clothing industry is more sensitive to the exchange rate, and the high-tech industry is less sensitive to the exchange rate. Finally, according to the characteristics of foreign trade and the future development demand of the two industries, the countermeasures and suggestions are put forward from the macro level, the industrial level and the enterprise level.
【學(xué)位授予單位】：上海社會科學(xué)院
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.6;F752.6

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