文档介绍：河北大学
硕士学位论文
人民币汇率变动对河北省经济影响的实证研究
姓名:张达
申请学位级别:硕士
专业:统计学
指导教师:刘福印
20100501
摘要
摘要
随着全球经济一体化的不断深入,各国对外贸易日益频繁。汇率作为影响对外贸易
的一个重要因素,其变动必然会影响一国的经济发展,因此,汇率变动对经济的影响一
直受到各界的高度重视。河北省参与国际经济贸易日益频繁,规模越来越大,河北省经
济受人民币汇率变动的影响程度也将越来越大,河北省经济的外向型程度不断提高。
本文利用理论分析和实证分析相结合的方法,分别从经常项目和资本项目下分析了
人民币实际有效汇率变动对河北省对外贸易收支和外商直接投资的影响,发现河北省对
外贸易收支和外商直接投资都与人民币实际有效汇率之间存在均衡稳定的长期关系;人
民币实际有效汇率上升不利于河北省对外贸易发展,也不利于河北省引进外资。随后,
本文从总体上分析了人民币汇率变动对河北省经济总量的影响,发现了人民币汇率变动
与河北省经济总量之间存在均衡稳定的长期关系,人民币实际有效汇率上升会导致河北
省经济总量的减少,从而不利于河北省经济的发展。最后,本文对研究的结论进行了总
结并提出了对策建议。

关键词人民币汇率变动对外贸易收支外商直接投资经济总量
I
Abstract
Abstract
With the development of global economic integration,various countries’ foreign trade
has e more and more frequent. As one of the important factors of influencing foreign
trade, the exchange rate inevitably has a significant impact on national economic growth, so
the research of economic impact of the exchange rate volatility is paid close attention to all
countries. HeBei Province participate in international economic and trade e more and
more frequent, scale e more and more large, the impact degree of RMB exchange rate’s
volatility on HeBei economic will e more and more large, HeBei’s export-oriented
economy is also growing up.
In the method of theoretical analysis and empirical analysis, this paper analyzes the
impact of RMB exchange rate volatility on HeBei import and export trade and foreign direct
investment from the current account and the capital account, and draws a conclusion the RMB
real effective exchange rate has a stable long term equilibrium with HeBei foreign trade
payment and foreign direct investment. The rising of RMB real effective exchange rate is
unfavorable for developing HeBei’s foreign trade and attracting foreign investment. In
addition, this paper also analyzes the impact of RMB real effective exchange rate volatility on
HeBei GDP, and draws a conclusion the RMB real effective exchange rate has a stable long
term e