文档介绍：苏州大学
硕士学位论文
人民币汇率变动对出口的影响研究——以江苏机电产业为例
姓名:郭杨
申请学位级别:硕士
专业:工商管理
指导教师:罗正英
20100301
摘要人民币汇率变动对出口的影响研究
人民币汇率变动对出口的影响研究
——以江苏机电产业为例
摘要
自 2005 年 7 月 21 日起,我国改革“盯住美元”的汇率制度,开始实行以市场供
求为基础、参考一篮子货币进行调节、有管理的浮动汇率制度,人民币汇率不再盯住
单一美元,形成更富弹性的人民币汇率机制。中国的汇率制度改革迈出了重要的一步。
此次汇率机制改革,在国内外引起了广泛的关注,其中的焦点在于人民币升值对中国
经济的负面影响。
本文围绕人民币升值对江苏机电产业出口影响这一主题,以 2002 年 1 月-2009
年 6 月江苏机电业为研究样本,首先从出口产品价格和出口增速两个方面分析了人民
币汇率升值对机电产业出口影响的特征化事实;然后采用 Johansen 协整检验、误差
修正模型,检验了人民币实际汇率变动与机电出口之间的长、短期动态关系,实证结
果表明人民币实际汇率变动与机电出口之间存在着长期稳定的关系,而短期内人民币
实际汇率变动对机电出口影响不显著。在此基础上,本文分析了当前江苏机电产业规
避汇率风险的现状及存在的问题,进而研究出应对汇率改革风险的策略。

关键词:人民币汇率机电产业出口协整检验

作者:郭杨
指导老师:罗正英
II
人民币汇率变动对出口的影响研究摘要
The influence of the exchange rate change on the export
---A study about the Jiangsu Mechanical & Electrical Industry
Abstract
Starting from July 21, 2005, China reformed the exchange rate regime by moving into
a managed floating exchange rate regime based on market supply and demand with
reference to a basket of currencies. RMB will no longer be pegged to the US dollar and the
RMB exchange rate regime will be improved with greater flexibility. China's exchange rate
system reform made a significant step. The reform of its exchange rate mechanism has
aroused wide concern in around China and abroad, the discussion is focus on the negative
impact on the Chinese economy since RMB appreciation.
This paper focuses on the theme of RMB appreciation on export trade of Jiangsu
mechanical and electrical industry, select the data from January 2002 – to June 2009
Jiangsu Province to study the mechanical and electrical industry samples using Johansen
co-integration test, error correction model and impulse response analysis, testing of the real
exchange rate between mechanical and electrical exports, changes in long-and short-term
dynamics. On this basis, analyzes the current situation in how to avoid the exchange rate
risks and existing problems of Jiangsu mechanical and elect