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研究生:储安然
研究生(外文):An-Ran CHU
論文名稱:人民幣匯率波動對中國大陸進出口貿易之影響
論文名稱(外文):The Impact of RMB Exchange Rate on The Foreign Trade of China
指導教授:陳思寬陳思寬引用關係
指導教授(外文):Shi-Kuan Chen
口試委員:萬哲鈺高一誠
口試委員(外文):JER-YUH WANYi-Cheng Kao
口試日期:2016-05-04
學位類別:碩士
校院名稱:國立臺灣大學
系所名稱:國際企業學研究所
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2016
畢業學年度:104
語文別:中文
論文頁數:44
中文關鍵詞:進出口貿易人民幣匯率面板資料單根檢定共整合性
外文關鍵詞:Import and Export TradeExchange Rate of RMBPanel DataADF TestCointergration Analysis
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人民幣的匯率問題一直是國際經濟學領域的熱點,其與中國對外貿易的關聯緊密。本文以2000年1月至2015年12月的資料為樣本,構建了以中國進出口貿易總量為被解釋變數,人民幣匯率、國民收入等數據為解釋變數的計量模型,分析探討這些變數之間的關係。研究結果顯示,在該時間段內,人民幣匯率升值會使得中國進口量與出口量發生不同程度的下降。與此同時,匯率以外,其他因素對進出口貿易量亦有重要影響,這包括GDP、外商投資、匯率波動率、金融風暴以及是否加入WTO等。
此後,本文選取了東南亞地區具有代表性的五個國家:印尼、馬來西亞、新加坡、台灣以及泰國,構建同一時間段內中國與這五國雙邊貿易量的的面板資料模型。通過固定效應模型得出的結論與前述進出口總量基本一致。
綜上,根據本文的實證結論,人民幣的升值短期不利於中國的淨出口貿易,對中國扭轉巨額貿易順差作用有限,但長期而言有助於中國在經濟結構上做出改革,促進總體經濟的健康運行。政府部門應當在人民幣匯率市場化的過程中就制度變化的幅度和速度做出權衡取捨,以保證向更高水準總體經濟結構轉型的平穩過度。


In the field of International Economics, the exchange rate of RMB has been a focus. What’s more, there is close connection between the exchange rate and the foreign trade of China. As a result, in this thesis we use econometric models to analyze the relationship between the import(or export) and some explaining variables, which include the exchange rate of RMB, the GDP, the volatility of exchange rate, FDI and some dummy variables such as WTO and financial crisis. The statistics in this model is based on a monthly sample between Jan 2000 and Dec 2015. As a result, both of the export and import would decrease when the exchange rate of RMB appreciates. Also, the other variables have significant effects on foreign trade of China.
Then a panel data model based on the statistics of five countries in Southeast Asia: Indonesia, Malaysia, Singapore, Taiwan and Thailand is established. The result of the panel data model agrees with that of the model above.
According to the empirical result of this thesis, the appreciation of RMB would have adversary impact on Chinese net export in the short run. However, the Chinese government would adjust the economic structure under the pressure of the appreciation of RMB in the long run, which does good to the sustained and sound development of Chines economy. In this process, the government should trade off the speed of the market-oriented reform of exchange rate to ensure the smooth transition of the economic transformation.


第一章、緒論 1
1.1 選題背景及研究目的 1
1.2 研究方法及結構安排 2
第二章、文獻綜述 3
第三章、人民幣匯率變革及中國與東南亞貿易的發展狀況 8
第四章、匯率及國際貿易相關理論 14
4.1 彈性方法 14
4.2 吸納方法 15
4.3 匯率不完全轉嫁方法 15
第五章、模型建立、數據處理及估計 18
5.1 模型建立 18
5.2數據處理及模型調整 19
5.3 單根檢定及共整合性檢定 22
5.4 模型估計與係數解釋 25
5.5誤差修正模型(ECM)的建立 29
5.6 面板資料模型建立 32
5.7面板資料的單根檢定及共整合性分析 33
5.8 面板資料模型的估計與係數解釋 34
第六章、結論及建議 39
6.1實證結果總結 39
6.2現實意義 40
6.3政策建議 41
參考文獻 43

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