论文 陈火云.docVIP

漳州师范学院 毕业论文 人民币汇率变动对中国出口贸易的影响分析 An Analysis on the Effects of RMB Exchange Rate’s Changes on Chinese Export 姓 名： 陈火云 学 号： 081107254 系 别： 经济学系 专 业： 统计学 年 级： 08 级 指导教师： 林和森 2011年 11 月14日 摘要 汇率变动对一国贸易的影响一直是国际贸易领域研究的热点问题之一。人民币汇率变动对我国对外贸易到底存在什么样的影响关系，本文在前人的理论分析和实证研究的基础上，选取1994-2010年间的人民币汇率和中国对外出口贸易总额数据，通过时间序列协整模型，运用Eviews进行平稳性检验、格兰杰因果检验以及协整检验的实证分析来探究汇率变动对我国出口贸易的影响。结果表明人民币汇率变动与我国对外贸易之间存在某种长期动态均衡机制。从最小二乘回归估计的回归结果中可以看出人民币升值对我国出口贸易存在负面影响关系。在此基础上，就当前人民币升值压力再起，提出了若干应对汇率变动、保障出口的建议。 关键词：人民币汇率变动；出口贸易总额；协整分析；保障出口 Abstract Exchange rate changes on a countrys trade impact of international trade has been a hot topic of research in the field. RMB exchange rate changes on Chinas foreign trade in the end there is any kind of impact the relationship, this analysis in the previous theoretical and empirical research, based on selected years 1994-2010 RMB exchange rate and Chinas export trade volume data, through the time series cointegration model, using Eviews smooth test, Granger causality test and cointegration test of empirical analysis to explore the exchange rate changes on Chinas export trade. The results show that the RMB exchange rate and Chinas foreign trade balance between the dynamics of a long-term mechanism. Least-squares regression estimates from the regression results in the RMB exchange rate changes can be seen there is negative impact on export trade relationships. On this basis, the RMB exchange rate appreciation pressures on the current resurgence, to upgrade Sino-US trade friction problems with Germany and Japan, the historical experience of success or failure of exchange rate changes made ??several exchange rate stability, to protect the export proposal. Key words: RMB exchange rate;Total export trad; cointegration; protect exports 目 录 中英文摘要 …………………………………………………………………………………Ⅰ 一、引言………………………………………………………………………………………1 二、文献回顾…………………………………………………………………………………2 （一）相关概念和基本理论介