【摘要】：隨著經濟全球化、區(qū)域經濟一體化的不斷加快,各國和地區(qū)之間的經濟貿易聯(lián)系也越來越密切。匯率作為一國進行國際經濟貿易活動綜合性的價格指標,在國際金融與國際貿易活動中執(zhí)行著價格轉化職能,是國際價格與國內價格聯(lián)系的橋梁,對國際貿易的貨物和勞務之間相對價格的換算起決定作用,從而成為影響一國或地區(qū)經濟貿易發(fā)展的重要因素,其變動必然會對一國對外貿易的平衡和經濟發(fā)展產生深刻的影響。自2001年我國加入世界貿易組織之后,我國與世界經濟的融合性也越來越強,人民幣匯率變動對我國經濟運行的影響越發(fā)顯著和復雜,因此,匯率變動對一國或地區(qū)經濟的影響也受到各界關注和重視。近年來,在我國外向型經濟程度不斷增大以及中部崛起的背景下,作為農產品,紡織品,汽車及零部件以及高新技術產品為主要出口商品的中部省份,安徽參與國際經濟貿易活動日漸頻繁,安徽經濟的外向型程度也在不斷提高。因此,人民幣匯率的變動對安徽經濟的影響也將越來越大。 本文立足于安徽省的具體經濟發(fā)展情況,以外商直接投資、進出口貿易以及地區(qū)生產總值作為紐帶,采用理論分析和實證分析相結合的方法研究人民幣實際有效匯率的變動對安徽經濟發(fā)展的影響。文章總共分為五個部分,第一部分：緒論。通過閱讀國內外大量文獻和著作,綜合概述匯率的變化對進出口貿易以及外商直接投資的影響。第二部分從理論出發(fā),闡述了人民幣匯率的相關基本概念,并總結了我國人民幣匯率體制的發(fā)展歷程。第三部分,從理論上分析人民幣匯率的變動對安徽省經濟的影響。本章主要講述了安徽省近年來的經濟發(fā)展現(xiàn)狀,重點闡述了匯率影響經濟增長的兩個傳導路徑,即一方面匯率通過影響經常項目下的進出口貿易進而影響經濟增長,另一方面匯率通過影響資本金融項目下的外商直接投資進而影響經濟增長。第四部分以相關的宏觀經濟數(shù)據(jù)作為基礎,運用計量經濟學中的單位根檢驗、協(xié)整分析、格蘭杰因果檢驗以及方差分解分析等方法來分別探討人民幣匯率的變化對安徽省對外貿易收支、安徽省外商直接投資以及安徽經濟總量的影響。實證結果顯示人民幣實際有效匯率變動與安徽省對外貿易收支、安徽省外商直接投資以及安徽經濟總量之間均存在長期均衡的穩(wěn)定關系。人民幣匯率的變動對安徽省各個經濟指標有顯著的影響。人民幣實際有效匯率水平的上升或實際有效匯率波動的增加不僅不利于安徽省對外貿易的發(fā)展,而且也不利于安徽省引進外資。因此,從總體上也會對安徽經濟產生負面效應。第五部分對實證研究的結論進行了總結,并為安徽省經濟結構的調整、產業(yè)結構的優(yōu)化升級以及匯率風險的防范提出針對性的建議和政策。
[Abstract]:With the globalization of economy and the acceleration of regional economic integration, the economic and trade relations between countries and regions are getting closer and closer. Exchange rate, as a comprehensive price index for a country to carry out international economic and trade activities, performs the function of price transformation in international finance and international trade activities, and is a bridge between international price and domestic price. Plays a decisive role in the conversion of the relative prices of goods and services in international trade, thus becoming an important factor affecting the economic and trade development of a country or a region, Its changes will inevitably have a profound impact on the balance of a country's foreign trade and economic development. Since China's accession to the World Trade Organization in 2001, the integration of China and the world economy has become stronger and stronger, and the impact of RMB exchange rate changes on China's economic operation has become more and more significant and complex. Therefore, The impact of exchange rate changes on a country or regional economy has also been concerned and valued by all walks of life. In recent years, under the background of the increasing degree of export-oriented economy and the rise of central China, as agricultural products, textiles, cars and parts, as well as high-tech products as the main export commodities in the central provinces, Anhui participates in international economic and trade activities more and more frequently, and the export-oriented degree of Anhui economy is also increasing. Therefore, the change of RMB exchange rate will have a greater and greater impact on Anhui economy. Based on the specific economic development of Anhui Province, this paper takes foreign direct investment, import and export trade and regional gross domestic product as the link. The influence of the change of RMB real effective exchange rate on Anhui's economic development is studied by means of theoretical analysis and empirical analysis. The article is divided into five parts, the first part: introduction. Through reading a large number of domestic and foreign literature and works, this paper comprehensively summarizes the impact of exchange rate changes on import and export trade and foreign direct investment. The second part expounds the basic concepts of RMB exchange rate from the theory, and summarizes the development course of RMB exchange rate system in China. The third part, theoretically analyzes the impact of RMB exchange rate changes on the economy of Anhui Province. This chapter mainly describes the current situation of economic development in Anhui Province in recent years, focusing on the two transmission paths of exchange rate affecting economic growth, that is, on the one hand, the exchange rate affects economic growth by affecting import and export trade under the current account. On the other hand, the exchange rate affects the economic growth by affecting the foreign direct investment under the capital financial account. The fourth part is based on the relevant macroeconomic data, using the unit root test and cointegration analysis in econometrics. Granger causality test and variance decomposition analysis are used to explore the influence of RMB exchange rate on Anhui's foreign trade income and expenditure, Anhui's foreign direct investment and Anhui's total economic volume. The empirical results show that there is a long-term balanced and stable relationship between the real effective exchange rate of RMB and the foreign trade income and expenditure of Anhui Province, foreign direct investment in Anhui Province and the total economic volume of Anhui Province. The change of RMB exchange rate has a significant impact on various economic indicators in Anhui Province. The rise of the real effective exchange rate of RMB or the increase of the fluctuation of the real effective exchange rate is not only not conducive to the development of foreign trade in Anhui Province, but also unfavorable to the introduction of foreign capital in Anhui Province. Therefore, on the whole, it will also have a negative effect on Anhui economy. The fifth part summarizes the conclusions of the empirical study, and puts forward targeted suggestions and policies for the adjustment of economic structure, the optimization and upgrading of industrial structure and the prevention of exchange rate risk in Anhui Province.
【學位授予單位】：安徽大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F127;F832.6

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