人民币汇率对中美贸易影响的实证研究

摘要根据有关数据显示，即便受大宗商品价格下跌和全球制造业增长乏力的影响，全球贸易处于艰难的复苏进程，中国在对外贸易中依然保持出超地位。对外经贸中美经贸关系饱受争议。从1993年以来中国对美方一直是贸易逆差，随着时间的推移，逆差的绝对值和相对值都有不断扩大的趋势。这种情况下，美方多次将中美贸易逆差归咎于人民币被显著低估，并不断要求人民币升值。但是自2005年汇改，人民币采取弹性汇率制度以来，人民币兑美元汇率已升值25%，但是贸易失衡的情况并没有得到改善。因此本文针对人民币汇率变动对中美贸易关系，在对相关文献进行综述的基础上，结合国际贸易理论，选取月度数据，建立不完全替代的计量模型，进行了单位根检验、协整检验、因果检验，得出人民币实际汇率和中美贸易差额有长期均衡关系但没有因果关系的结论。最后探讨了影响中美贸易的因素以及从中得到的启示。83145

毕业论文关键字中美贸易汇率波动人民币

毕业论文外文摘要

Title The empirical research of exchange rate and US-China trade

Abstract According to the data, even effected by falling commodity prices and weak global manufacturing growth, and the global trade in a difficult recovery process, China's foreign trade remained in surplus position。 Foreign trade economic and trade relations with America are controversial。 Since 1993, China has been on the US trade deficit。 the absolute and relative deficit has continued to expand over time。 In this case, the United States has repeatedly attributed the US trade deficit to the significantly undervalued RMB, and request to revalue its currency。 However, since 2005, the exchange rate reform to adopt a flexible exchange rate regime, the RMB has appreciated against the dollar by 25%, but the situation of trade imbalance has not improved。 Therefore, this article concentrates on the RMB exchange rate movements against the US-China trade relations on the basis of relevant literature review, combined with international trade theory, selecting data from 2010 to 2015 monthly。 By the establishment of incompletely replaced model, unit root test, cointergration, causality test, concluding that the real exchange rate of RMB and Sino-US trade balance have long-run equilibrium relationship but there is no causal conclusions。 Finally, we discuss the factors affecting bilateral trade and inspiration derived from it。

Keywords US-China trade exchange rate RMB

1 导言 1

1。1 研究背景与研究意义 1

1。2文献综述 2

1。3研究思路与研究方法 4

2汇率与贸易收支相关理论 5

2。1购买力平价理论 5

2。2贸易收支的弹性分析理论 5

3 人民币汇率与中美贸易收支的基本情况 8

3。1人民币汇率的变动路径 8

3。2中美贸易收支的发展 9

3。3人民币汇率与中美贸易失衡的比较分析 11

4人民币汇率与中美贸易关系的实证分析 14

4。1理论模型设定 14

4。2数据选择 14

4。3计量检验人民币汇率对中美贸易影响的实证研究:http://www.youerw.com/jingji/lunwen_97845.html