摘 要
在全球经济一体化不断深化的背景下，汇率波动作为影响国际贸易的重要因素，其对各国贸易竞争力的作用机制日益受到关注。本研究旨在探讨汇率波动对国际贸易竞争力的影响路径及其作用机理，通过构建理论模型并结合实证分析，揭示汇率波动如何通过价格效应、成本效应和市场结构等渠道作用于国际贸易竞争力。研究采用面板数据模型，选取2010年至2020年间涵盖全球主要经济体的贸易与汇率数据进行分析，并引入动态面板回归方法以克服传统模型可能存在的内生性问题。结果表明，汇率波动对国际贸易竞争力的影响具有非线性和异质性特征：短期内，汇率波动主要通过价格效应影响出口竞争力，而长期中则更多依赖于成本效应和产业结构调整；此外，不同国家和地区由于经济开放程度、产业技术水平及金融市场发展水平的差异，其受汇率波动的影响程度存在显著区别。本研究的创新点在于将汇率波动的多维效应纳入统一框架，并通过分行业、分区域的异质性分析进一步验证了其复杂作用机制。研究的主要贡献在于为政策制定者提供了更为精准的决策依据，同时丰富了汇率波动与国际贸易竞争力关系的理论体系，为相关领域的后续研究奠定了基础。
关键词：汇率波动；国际贸易竞争力；价格效应与成本效应；动态面板回归；异质性分析
Abstract
In the context of deepening global economic integration, exchange rate fluctuations, as a critical factor influencing international trade, have increasingly drawn attention regarding their mechanisms affecting countries' trade competitiveness. This study aims to explore the pathways and underlying mechanisms through which exchange rate volatility impacts international trade competitiveness. By constructing a theoretical model and combining it with empirical analysis, the study reveals how exchange rate fluctuations influence international trade competitiveness via channels such as price effects, cost effects, and market structure. A panel data model is employed, utilizing trade and exchange rate data from major global economies between 2010 and 2020. To address potential endogeneity issues in traditional models, a dynamic panel regression method is introduced. The findings indicate that the impact of exchange rate volatility on international trade competitiveness exhibits non-linear and heterogeneous characteristics. In the short term, exchange rate fluctuations primarily affect export competitiveness through price effects, whereas in the long term, they rely more on cost effects and industrial structural adjustments. Moreover, due to differences in economic openness, industrial technology levels, and financial market development, the degree to which various countries and regions are affected by exchange rate volatility varies significantly. The innovation of this study lies in integrating the multidimensional effects of exchange rate volatility into a unified fr amework and further validating its complex mechanisms through heterogeneity analyses across industries and regions. The primary contribution of this research is to provide policymakers with more precise decision-making references while enriching the theoretical system concerning the relationship between exchange rate volatility and international trade competitiveness, thereby laying a foundation for subsequent studies in related fields.
Keywords: Exchange Rate Fluctuation; International Trade Competitiveness; Price Effect And Cost Effect; Dynamic Panel Regression; Heterogeneity Analysis
目 录
1绪论 1
1.1汇率波动与国际贸易竞争力的研究背景 1
1.2研究汇率波动对国际贸易竞争力的意义 1
1.3国内外研究现状综述 1
1.4本文研究方法与技术路线 2
2汇率波动对国际贸易竞争力的理论基础 2
2.1汇率波动的基本概念与分类 2
2.2国际贸易竞争力的核心指标分析 3
2.3汇率波动影响国际贸易的传导机制 3
2.4相关理论模型及其应用评析 4
2.5理论框架的构建与验证 4
3汇率波动对国际贸易竞争力的实证分析 5
3.1数据来源与样本选择标准 5
3.2实证模型的设计与变量选取 5
3.3汇率波动对出口竞争力的影响分析 6
3.4汇率波动对进口替代效应的作用机制 6
3.5实证结果解读与政策启示 7
4汇率波动影响国际贸易竞争力的对策研究 7
4.1提升企业应对汇率风险的能力 7
4.2完善汇率形成机制的政策建议 8
4.3加强国际贸易多元化战略布局 8
4.4推动金融工具创新以稳定汇率波动 9
4.5构建长期稳定的国际竞争优势 9
结论 10
参考文献 11
致 谢 12
