人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易的影響分析

論文編號(hào):GM822  論文字?jǐn)?shù):20523.頁數(shù):34

人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易的影響分析
摘    要

自2005年7月21日，我國開始實(shí)行以市場(chǎng)供求為基礎(chǔ)、有管理的浮動(dòng)匯率制度以來，人民幣匯率彈性循序增加，金融市場(chǎng)這一新的變化，對(duì)于快速發(fā)展的珠海市出口貿(mào)易產(chǎn)生了較大的影響。珠海市在出口貿(mào)易保持持續(xù)增長的同時(shí)，支持對(duì)外貿(mào)易增長的因素也在不斷發(fā)生變化，這種變化體現(xiàn)在貿(mào)易方式、企業(yè)性質(zhì)、商品結(jié)構(gòu)等多個(gè)方面，在不同程度上影響著珠海市出口貿(mào)易的可持續(xù)發(fā)展。匯率變動(dòng)對(duì)出口貿(mào)易的影響主要是通過價(jià)格調(diào)節(jié)機(jī)制傳導(dǎo)的，人民幣強(qiáng)勢(shì)且不斷升值時(shí)代的到來，意味著過去通行的那種低價(jià)競爭、低成本優(yōu)勢(shì)的出口模式面臨著巨大的轉(zhuǎn)型壓力，長期以來習(xí)慣于在固定匯率條件下做貿(mào)易的企業(yè)，不得不開始學(xué)習(xí)面對(duì)匯率風(fēng)險(xiǎn)帶來的不確定性。
本文在分析珠海市近30年出口貿(mào)易發(fā)展情況的基礎(chǔ)上，剖析了人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易的有利和不利影響，運(yùn)用實(shí)證分析的方法驗(yàn)證了人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易結(jié)構(gòu)的影響，最后針對(duì)珠海市的出口貿(mào)易實(shí)際情況，從政府和企業(yè)兩個(gè)層面提出了應(yīng)對(duì)人民幣匯率變動(dòng)風(fēng)險(xiǎn)的對(duì)策建議。

關(guān)鍵詞：人民幣匯率變動(dòng) 出口貿(mào)易 匯率風(fēng)險(xiǎn) 對(duì)策

The Analysis of the effect of RMB exchange rate variation on the export trade in ZHUHAI
Abstract

Since July 21st, 2005, when China began to carry out the floating exchange rate system which was based on the market supply and demand and was managed, the flexibility of RMB exchange rate was increased progressively. This new change of the financial markets produced a greater effect on the rapid development of the export trade in ZHUHAI. The ZHUHAI City kept increasing of its export, at same time the factors of supporting external trade increased was changing. This change was embodied in the mode of trade, the nature of business, composition of commodities and so on, which affected sustainable development of ZHUHAI export trade in different extent. The influence of fluctuation of exchange rate on export trade was controlled by the price adjustment system. The age of RMB kept rising was coming. It means the past mode of low price competition faced a big pressure of transformation. The companies which were used to doing business under the fixed exchange rate had to learn to face the uncertainty of exchange rate risks.    This article analyzed the positive and negative effects of ZHUHAI export by the changing of RMB exchange rate which based on the analysis of ZHUHAI city, where have nearly 30 years export trade history. Using empirical analysis method to verify the effect of changing RMB exchange rate on the structure of export trade in ZHUHAI City At last, according to the actual situation of ZHUHAI export trade, author renders countermeasures to the risk of changing RMB exchange rate from government and enterprises two planes.

Keywords: RMB exchange rate variation  export trade  exchange rate risk  countermeasure
目    錄
摘    要 I
Abstract II
目    錄 III
1. 前言 1
 1.1 選題的目的及意義 1
 1.2 研究的現(xiàn)狀 1
 1.3 研究的基本思路 2
 1.4 研究的方法 2
2. 珠海市出口貿(mào)易的現(xiàn)狀 3
 2.1 珠海市近30年的出口貿(mào)易發(fā)展概況 3
 2.2 珠海市出口貿(mào)易結(jié)構(gòu)的變化 1
 2.2.1 產(chǎn)品構(gòu)成的變化 1
2.2.2 貿(mào)易形式的變化 1
2.2.3 貿(mào)易主體的變化 2
3. 人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易的影響 3
 3.1 匯率變動(dòng)對(duì)進(jìn)出口影響的相關(guān)理論問題 3
 3.2 人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易發(fā)展的影響 4
3.2.1 對(duì)珠海市外貿(mào)出口的增長有直接影響 4
3.2.2 增加珠海市出口企業(yè)的經(jīng)營風(fēng)險(xiǎn) 4
3.2.3 對(duì)珠海市中小出口企業(yè)的發(fā)展影響較大 5
3.2.4 有利于加快珠海市外貿(mào)的轉(zhuǎn)型升級(jí) 6
4. 人民幣匯率變動(dòng)對(duì)珠海市出口貿(mào)易影響的實(shí)證分析 7
 4.1 回歸分析模型 7
 4.2協(xié)整檢驗(yàn) 10
 4.3 誤差修正模型 10
 4.4 結(jié)果分析 13
5. 應(yīng)對(duì)人民幣匯率變動(dòng)風(fēng)險(xiǎn)的對(duì)策 15
 5.1 政府層面 15
5.1.1 加快轉(zhuǎn)變外貿(mào)增長方式 15
5.1.2 加大對(duì)私營企業(yè)的扶持力度，促進(jìn)對(duì)外貿(mào)易主體的多元化發(fā)展 15
5.1.3 調(diào)整外貿(mào)出口產(chǎn)業(yè)的結(jié)構(gòu) 16
 5.2 企業(yè)層面 16
5.2.1 加強(qiáng)企業(yè)的自主創(chuàng)新能力 16
5.2.2 積極實(shí)施市場(chǎng)多元化戰(zhàn)略，大力開拓新市場(chǎng) 17
5.2.3 加強(qiáng)財(cái)務(wù)管理和匯率風(fēng)險(xiǎn)管理，適當(dāng)分散交易風(fēng)險(xiǎn) 18
5.2.4 有效運(yùn)用金融衍生工具，降低匯率變動(dòng)風(fēng)險(xiǎn) 18
6. 結(jié)論 19
6.1 研究的成果 19
6.2 尚存在的問題 19
6.3 進(jìn)一步開展研究的展望與設(shè)想 19
參考文獻(xiàn) 20
附    錄 21
1 一元線性回歸分析法 21
2 ADF檢驗(yàn) 22
3高新技術(shù)產(chǎn)品出口額占出口總額的比重的ADF單位根檢驗(yàn) 23
4 序列相關(guān)性及其消除 24
謝    辭 26