| 本文彩器具有外生自变量的向量自回归模子，对中韩建交今后1994—2012年时代国民币贬值对韩国经济作用的实证剖析。磨练国民币贬值对韩国重要的微观经济数据总产出、通货收缩、利率、本钱账户等经济变量的作用。分离对全体样本数据及国民币汇率改造今后的经济数据停止深刻剖析，处理能够性误差，使成果具有真实性、靠得住性。从而反应出国民币贬值对国际经济社会所带来的作用。依据脉冲呼应和方差分化的磨练成果注解，国民币贬值对韩国本钱活动具有显著负向感化的作用，而且统计成果明显；对韩元汇率惹起明显较为长久的负向作用，免费韩语论文，解释国民币贬值招致韩元对美元汇率贬值；对韩国GDP和短时间利率有较小的动摇作用；对韩国通货收缩简直没有作用。依据磨练成果所得结论是国民币贬值对韩国经济是有明显作用的，国民币贬值对韩国本钱活动发生耐久并明显的负偏向作用，对韩国商品和劳务总量、通货收缩等方面作用不为明显。依据本文所得结论，建议韩国作为亚洲蓬勃国度，应树立国际经济协作的有用机制，在稳固本国本钱活动、制订汇率轨制时，韩语论文网站，应对国民币予以更多的看重。防止本钱活动作用的风险和伤害。本文研究结果不只是国民币贬值对他国经济作用的一次磨练，也为更普遍的熟悉国民币贬值的作用供给了剖析视角，有助于准确熟悉国民币贬值的国际作用，经由过程国际社会准确看待国民币贬值成绩，准确熟悉中国经济对世界经济的作用。 Abstract: In this paper, the model of vector auto regression model with exogenous variables, the empirical analysis of the impact of the national currency devaluation of China and Korea in the next 1994 to 2012. To test the impact of the national currency devaluation on the economic variables such as total output, inflation, interest rate, cost account and so on. Separation of all sample data, and the national currency exchange rate reform future economic data to stop the profound analysis and processing can error and make the result is true and reliable. So as to reflect the impact of the devaluation of the international economic and social. According to the pulse echo and the variance of the differentiation of hone results notes, the national currency devaluation of Korea capital mobility has a significant negative to action, and the statistical results significantly; of won exchange rate provoke had more long-term negative effect to explain national currency devaluation leads to a depreciation of the won against the US dollar; sway effect on South Korea's GDP, and short-term interest rates have smaller; to South Korea inflation almost had no effect on. According to the results of the test results, the devaluation of the national currency has a significant impact on the economy of South Korea, the devaluation of the national currency has a significant negative impact on the cost of South Korea, the impact of the total number of South Korean goods and services, such as inflation and other aspects of the impact is not obvious. According to the conclusion of this paper, it is suggested that South Korea as Asia's booming country should set up a useful mechanism for international economic cooperation, and more attention should be given to the national currency in the stability of its capital activities and the development of exchange rate system. Risk and damage to prevent cost activities. This paper is not only a national currency devaluation of the economic impact of a test, but also a more common understanding of the impact of the devaluation of the national currency, which helps to accurately understand the international impact of devaluation of the national currency, through the international community accurate view of the value of the national currency devaluation, accurate knowledge of China's economic impact on the world economy. 目录: 摘要 6-7 Abstract 7-8 目录 9-11 第一章 绪论 11-15 1.1 选题的背景 11 1.2 选题的目的与意义 11-12 1.3 文献综述 12-14 1.3.1 人民币升值的作用探讨 12-13 1.3.2 人民币升值对韩国经济的作用 13-14 1.4 探讨内容及措施 14 1.5 论文结构 14-15 第二章 相关理论与模型建立 15-22 2.1 总需求理论 15-16 2.2 总供给理论 16 2.3 货币市场均衡理论 16-17 2.4 本文理论模型 17-18 2.5 平稳性检验措施 18-22 2.5.1 单位根检验法 19-21 2.5.2 PP检验的法 21-22 第三章 人民币汇率变化及其中韩经贸关系 22-29 3.1 人民币汇率改革的发展与近况 22-24 3.2 人民币汇率变化 24-26 3.3 中韩经贸关系 26-29 3.3.1 中韩贸易近况 26-27 3.3.2 中韩投资近况 27-29 第四章 人民币升值对韩国经济作用的实证略论 29-47 4.1 模型的设定与变量选择 29-30 4.1.1 本文建模思路 29 4.1.2 实证模型 29 4.1.3 参数估计措施 29-30 4.1.4 变量的选择 30 4.2 平稳性检验略论 30-31 4.2.1 平稳性检验的结果 30-31 4.3 整体样本期间略论 31-39 4.3.1 以资本账户作为整体的向量自回归 31-34 4.3.1.1 脉冲响应 31-33 4.3.1.2 方差分解 33-34 4.3.2 引入长期资本的向量自回归 34-36 4.3.2.1 脉冲响应 34-35 4.3.2.2 方差分解 35-36 4.3.3 引入短期资本的向量自回归 36-38 4.3.3.1 脉冲响应 36-37 4.3.3.2 方差分解 37-38 4.3.4 实证略论结论 38-39 4.4 稳健性检验略论 39-47 4.4.1 人民币汇率改革以后的向量自回归 39-41 4.4.1.1 脉冲响应 39-40 4.4.1.2 方差分解 40-41 4.4.2 人民币汇改后引入长期资本的向量自回归 41-43 4.4.2.1 脉冲响应 41-43 4.4.2.2 方差分解 43 4.4.3 人民币汇改后引入短期资本的向量自回归 43-45 4.4.3.1 脉冲响应 43-44 4.4.3.2 方差分解 44-45 4.4.4 实证略论结论 45-47 第五章 对策与建议 47-49 结论 49-51 参考文献 51-54 致谢 54 |
