摘 要
人民币汇率变动对我国出口贸易的影响是当前经济全球化背景下亟待深入探讨的重要课题，随着全球经济格局的调整和中国经济地位的提升，研究这一问题具有重要的现实意义。本研究旨在探究人民币汇率变动与我国出口贸易之间的内在联系，以期为相关政策制定提供理论依据。基于此目的，选取2005 - 2020年我国主要出口产品及地区相关数据，运用协整检验、误差修正模型等计量经济学方法进行实证分析。结果表明，人民币汇率变动对我国出口贸易存在显著影响，在短期内，人民币升值会抑制出口增长，而贬值则促进出口；从长期来看，二者之间存在稳定的协整关系，且这种影响因产品类型和地区差异而有所不同，劳动密集型产品和对新兴市场国家的出口受汇率波动影响更为明显。创新之处在于将产品类型和地区因素纳入考量范围，并结合短期与长期视角展开分析，这有助于更全面准确地理解汇率变动对出口贸易的影响机制，为优化出口结构、提高应对汇率风险能力提供了新的思路，也为政府相关部门制定科学合理的汇率政策和外贸政策提供了有益参考。
关键词：人民币汇率变动 出口贸易影响 协整关系
Abstract
The impact of Renminbi (RMB) exchange rate fluctuations on China's export trade is a critical issue that warrants in-depth exploration under the current backdrop of economic globalization. As the global economic landscape adjusts and China's economic status rises, investigating this topic holds significant practical implications. This study aims to examine the intrinsic relationship between RMB exchange rate changes and China’s export trade, providing theoretical support for relevant policy formulation. To achieve this ob jective, data from China’s major export products and regions from 2005 to 2020 were selected, and econometric methods such as cointegration tests and error correction models were employed for empirical analysis. The results indicate that RMB exchange rate fluctuations significantly influence China’s export trade. In the short term, RMB appreciation restrains export growth, whereas depreciation promotes it. From a long-term perspective, a stable cointegration relationship exists between the two, with the impact varying by product type and region. Specifically, labor-intensive products and exports to emerging market countries are more sensitive to exchange rate volatility. The novelty of this research lies in incorporating product types and regional factors into the analysis, while examining both short-term and long-term perspectives. This approach facilitates a more comprehensive and accurate understanding of the mechanisms through which exchange rate changes affect export trade, offering new insights for optimizing export structures and enhancing resilience to exchange rate risks. Additionally, it provides valuable references for government authorities in formulating scientifically sound exchange rate policies and foreign trade policies.
Keyword:Rmb Exchange Rate Changes Export Trade Impact Cointegration Relationship
目 录
1绪论 1
1.1研究背景与意义 1
1.2国内外研究现状 1
1.3研究方法与技术路线 2
2人民币汇率变动的机制分析 2
2.1汇率形成机制概述 2
2.2汇率波动的影响因素 3
2.3汇率变动对出口成本的影响 3
3汇率变动对出口贸易规模的影响 4
3.1出口总量的变化趋势 4
3.2不同行业出口量的差异 5
3.3汇率弹性与出口响应度 5
4汇率变动对出口产品结构的影响 6
4.1出口商品结构变化 6
4.2技术密集型产品出口 7
4.3劳动密集型产品出口 7
结论 8
参考文献 9
致谢 10
人民币汇率变动对我国出口贸易的影响是当前经济全球化背景下亟待深入探讨的重要课题，随着全球经济格局的调整和中国经济地位的提升，研究这一问题具有重要的现实意义。本研究旨在探究人民币汇率变动与我国出口贸易之间的内在联系，以期为相关政策制定提供理论依据。基于此目的，选取2005 - 2020年我国主要出口产品及地区相关数据，运用协整检验、误差修正模型等计量经济学方法进行实证分析。结果表明，人民币汇率变动对我国出口贸易存在显著影响，在短期内，人民币升值会抑制出口增长，而贬值则促进出口；从长期来看，二者之间存在稳定的协整关系，且这种影响因产品类型和地区差异而有所不同，劳动密集型产品和对新兴市场国家的出口受汇率波动影响更为明显。创新之处在于将产品类型和地区因素纳入考量范围，并结合短期与长期视角展开分析，这有助于更全面准确地理解汇率变动对出口贸易的影响机制，为优化出口结构、提高应对汇率风险能力提供了新的思路，也为政府相关部门制定科学合理的汇率政策和外贸政策提供了有益参考。
关键词：人民币汇率变动 出口贸易影响 协整关系
Abstract
The impact of Renminbi (RMB) exchange rate fluctuations on China's export trade is a critical issue that warrants in-depth exploration under the current backdrop of economic globalization. As the global economic landscape adjusts and China's economic status rises, investigating this topic holds significant practical implications. This study aims to examine the intrinsic relationship between RMB exchange rate changes and China’s export trade, providing theoretical support for relevant policy formulation. To achieve this ob jective, data from China’s major export products and regions from 2005 to 2020 were selected, and econometric methods such as cointegration tests and error correction models were employed for empirical analysis. The results indicate that RMB exchange rate fluctuations significantly influence China’s export trade. In the short term, RMB appreciation restrains export growth, whereas depreciation promotes it. From a long-term perspective, a stable cointegration relationship exists between the two, with the impact varying by product type and region. Specifically, labor-intensive products and exports to emerging market countries are more sensitive to exchange rate volatility. The novelty of this research lies in incorporating product types and regional factors into the analysis, while examining both short-term and long-term perspectives. This approach facilitates a more comprehensive and accurate understanding of the mechanisms through which exchange rate changes affect export trade, offering new insights for optimizing export structures and enhancing resilience to exchange rate risks. Additionally, it provides valuable references for government authorities in formulating scientifically sound exchange rate policies and foreign trade policies.
Keyword:Rmb Exchange Rate Changes Export Trade Impact Cointegration Relationship
目 录
1绪论 1
1.1研究背景与意义 1
1.2国内外研究现状 1
1.3研究方法与技术路线 2
2人民币汇率变动的机制分析 2
2.1汇率形成机制概述 2
2.2汇率波动的影响因素 3
2.3汇率变动对出口成本的影响 3
3汇率变动对出口贸易规模的影响 4
3.1出口总量的变化趋势 4
3.2不同行业出口量的差异 5
3.3汇率弹性与出口响应度 5
4汇率变动对出口产品结构的影响 6
4.1出口商品结构变化 6
4.2技术密集型产品出口 7
4.3劳动密集型产品出口 7
结论 8
参考文献 9
致谢 10
