本文關鍵詞：人民幣有效匯率、產(chǎn)業(yè)結構對我國通貨膨脹的影響分析　出處：《對外經(jīng)濟貿易大學》2017年碩士論文　論文類型：學位論文

  更多相關文章： 匯率 產(chǎn)業(yè)結構 通貨膨脹 VaR模型

【摘要】：我國改革開放后,逐步打開國際市場的大門,對外貿易成為我國產(chǎn)出的重要組成部分,至2006年我國貿易依存度達64.2%,之后有所回落。人民幣匯率的波動,對我國商品市場和貨幣市場均帶來一定的沖擊。在過高的貿易依存度下,匯率的波動勢必會對我國經(jīng)濟造成一定程度的影響。合理的安排產(chǎn)業(yè)結構或許能減緩輸入型通貨膨脹及預防供給失衡引起的通貨膨脹。另一方面我國自身產(chǎn)業(yè)結構發(fā)展歷程存在自身缺陷性,我國60年代到90年代均因為農(nóng)副產(chǎn)品及食品價格上漲造成嚴重的通貨膨脹。2000年后我國未曾發(fā)生惡性通貨膨脹,但2004年、2008年及2011年三次小幅度的通貨膨脹又都是因為食品價格的上漲。同時,由于通貨膨脹引起原材料及人工等成本價格上漲則又會引發(fā)行業(yè)內的格局發(fā)生變化,小企業(yè)及經(jīng)營不善的企業(yè)面臨破產(chǎn)和重組,大企業(yè)面臨轉型或升級,甚至引發(fā)行業(yè)間的格局變革。因此,研究產(chǎn)業(yè)結構與通貨膨脹的關系為我國預防供給側結構失衡引發(fā)的通貨膨脹及產(chǎn)業(yè)規(guī)劃布局具有一定的參考價值。本文選擇2000年-2016年的人民幣有效匯率、消費者價格指數(shù)、第三產(chǎn)業(yè)占比增加值共201個季度數(shù)據(jù)作為研究對象,對以上數(shù)據(jù)進行單位根檢驗,穩(wěn)定性檢驗并構建VaR模型。對三個變量進行格蘭杰因果檢驗及脈沖響應分析,最后對其做方差分解分析進行實證研究。實證結果顯示,人民幣匯率升值對我國第三產(chǎn)業(yè)占比增加值有正向的影響作用,且長期來看影響貢獻度增長較大;人民幣匯率波動對我國通貨膨脹有負向作用,但由方差分解結果來看貢獻度較低,解釋力度較小;第三產(chǎn)業(yè)占比增加值對通貨膨脹的影響效果為正,但貢獻度較低,基本不存在解釋力度。并結合實證結果針對改善匯率機制、治理通貨膨脹、規(guī)劃產(chǎn)業(yè)結構方面提出一些建議。
[Abstract]:After the reform and opening up, China gradually opened the door of the international market, foreign trade has become an important part of our output, by 2006, China's trade dependence reached 64.2%. The fluctuation of RMB exchange rate has brought a certain impact to both the commodity market and the money market of our country. The fluctuation of exchange rate is bound to have a certain impact on our economy. Reasonable arrangement of industrial structure may slow down the imported inflation and prevent the inflation caused by the imbalance of supply. On the other hand, China's own industrial structure may be able to reduce the inflation caused by the imbalance of supply. The process of structure development has its own defects. From 60s to 60s, China caused serious inflation due to the increase of agricultural and sideline products and food prices. After 2000, there was no hyperinflation in our country, but 2004. In 2008 and 2011, three small increases in inflation were due to rising food prices. At the same time. Due to inflation caused by the rise in raw materials and labor costs will lead to changes in the industry, small enterprises and poor management of enterprises facing bankruptcy and restructuring, large enterprises are faced with transformation or upgrading. Even led to a change in the structure of the industry. The study of the relationship between industrial structure and inflation has certain reference value for preventing inflation and industrial layout caused by supply-side structural imbalance in China. This paper chooses RMB from 2000 to 2016. Effective exchange rate. Consumer price index, the third industry added a total of 201 quarterly data as the research object, the above data unit root test. Stability test and construction of VaR model. Granger causality test and impulse response analysis of the three variables. Finally, the variance decomposition analysis of the empirical study. The empirical results show. The appreciation of RMB exchange rate has a positive effect on the added value of the tertiary industry in China, and in the long run, the contribution of the effect is greater. The fluctuation of RMB exchange rate has negative effect on inflation in China, but the contribution is low and the explanation is less according to the result of variance decomposition. The effect of the added value of tertiary industry on inflation is positive, but the contribution is low, and there is no explanation. Combined with the empirical results to improve the exchange rate mechanism, control inflation. Some suggestions on industrial structure planning are put forward.
【學位授予單位】：對外經(jīng)濟貿易大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F822.5;F121.3;F822.5
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本文編號：1430729