现阶段我国居民消费和外汇储备的关系研究

首都经济贸易大学硕士学位论文现阶段我国居民消费和外汇储备的关系研究姓名：乔姗姗申请学位级别：硕士专业：产业经济学指导教师：伍旭川2011-03IIIAbstractInlastthreedecadesofreformandopeningup,alongwithChina'saccessionWTO,Chineseeconomyisdevelopinginrapidpace,makingremarkableachievement.Theeconomicscalewasexpandedandindustrializationprocesswasputforward.However,nationaleconomygrowthisseriouslyunbalanced.Theexcessivedependenceoninvestmentandexportsledtosevereshortageofconsumerdemand.AtthesametimethescaleofChina'sforeignexchangereservesareconstantlyexpanding,notonlycausinghugecostsonforeignexchangereservesmanagement,butalsoinflationarypressure.Studyoftherelationshipbetweenconsumptionandforeignexchangereserveshasgreatsignificanceinpromotingconsumption,adjustingtherelationshipbetweeninternalandexternaldemands,andleadingnationaleconomydevelopedinhealthyandstableway.Basedonthedevelopmentprocessofconsumerdemandandforeignexchangereserves,thisthesiswillmainlydiscussthebasiccharacteristicsofhouseholdconsumptionandthemainfeaturesofforeignexchangereservesandanalyzetheinternalrelationsbetweenhouseholdconsumptionandforeignexchangereservesgrowth.ThroughtheestablishmenteconometricmodelandDiamondmodel,theanalysiswilldiscoverthelinkbetweenconsumptionandforeignexchange,factorsrestrictinghouseholdconsumptioninChina,andaddresspracticalpolicyrecommendationtoexpanddomesticdemand,promotehouseholdconsumption,andmaintaintheforeignexchangereservesinaappropriatescale.KeyWords:Consumption;Foreignexchangereserves;Propnsitytoconsume13810%2010GDP5878620072625302008,7(12)682007822014~1523820079.1998620293382007822014~152007,(2)515AzizJahanggir.LiCuiExplainingChina’sLowConsumption:TheNeglectedRoleofHouseholdIncome[R].IMFWorkingPaper,2007,181438PhilipR.Lane,DominicBurke.TheEmpiricsofForeignReservesOpenEconomiesReview,2001,12,(4).53830638738838tttYCmba++=Tt,....2,1=2.2.1.1ab938103860%60%~70%40%197862.1%200848.6%1978-0.3%20088.8%1138123813381438153816381738-500.000.00500.001000.001500.002000.002500.003000.003500.004000.004500.00-4-2024681012%18381938203821384.1.1.2SRFR*5%FRCR5%22382338tytytc1tc2ts1tr2tttysc=+114.3.1tttsrc122)1(+=4.3.2ttttycrc=++221114.3.3r++=1)()(21ttcucuu4.3.4r0)(′cu0)(′′cu0≥rbr=+1110bb10bqbqqq-+-=--111211ttccu0q4.3.52438Maxqbqqq-+-=--111211ttccu4.3.6s.t.ttttycrc=++221114.3.7⎥⎦⎤⎢⎣⎡++-+-+-=--)11(112211211ttttttcrcyccLlqbqqq4.3.8[]qb1212)1(tttrcc+=4.3.9tttyrcqqqqbb--++=12111)1(4.3.10tC1tYttttttYryrcCqqqqqqbqbbqb----++=++==∑∑12112111)1(1)1(14.3.11tC1tYtC1tYtYtC1tC1tYtC1tYFR=tY-tC1=tY-ttYrqqqqbb--++1211)14.3.121=q1+=bbtYFR4.3.13b0)1(12+=tYddFRbb4.3.142538FRbbFR0C1t(Y1,Y2)C1tC2tYt(C1t,C2t)2YtC1tC2tC1tYtYtC1bttCY1-bttCY1-bFRbb26382738283829383038313832383338343835382006,12198420012007,25(12)232007,(2)51532007,(11)12172007822014~152007818~2120077(10):7~15]20069(3):34~352007,1220086(18):5~10200792008,7(12)682008,(9)4045200836382007212010~152006102820051(15):9~12]200112(15):13~15]AmanoRobertA,TonySWirjanto.IntratemporalSubstitutionandgovernmentSpending,ReviewofeconomicsandStatistics,199779(18):6~10]AzizJahanggir.LiCuiExplainingChina’sLowConsumption:TheNeglectedRoleofHouseholdIncome[R].IMFWorkingPaper,2007,181]BlanchardOlivier,FrancescoGiavazzi.RebanlanceGrowthinChina:aThree-handApproach[R].MITDepartmentofEconomicsWorkingPaper,2005,5(32).]KuijsLouis.HowwillChina’sSaving-InvestmentBalanceEvolve[R].WorldBankResearchpaper,2006,5(May).Beijing:WorldBankChinaOffice.[35]FreddyVandenSpiegel.Willtheroleofthedollarastheinternationalreservecurrencybechallenged?InternationalEconomicsandEconomicPolicy,2005,1,(4).[36]PhilipR.Lane,DominicBurke.TheEmpiricsofForeignReservesOpenEconomiesReview,2001,12,(4).[37]J.P.Agarwal.OptimalmonetaryreservesfordevelopingcountriesWeltwirtschaftlichesArchiv,1971,107,(1).[38]J.P.Agarwal.OptimalmonetaryreservesfordevelopingcountriesOpenEconomiesReview,2001,12,(4).[39]DominiqueM.Guillaume,MichelM.Dacorogna,RakhalR.Davé,UlrichA.Müller,RichardB.Olsen,OlivierV.Pictet.Fromthebird'seyetothemicroscope:Asurveyofnewstylizedfactsoftheintra-dailyforeignexchangemarkets[J]FinanceandStochastics,1997,1,(2).[40]DavidDemery,NigelW.Duck.Savings–ageprofilesintheUKJournalofPopulationEconomics,2006,19,(3).[41]IraS.Saltz.AnexaminationofthecausalrelationshipbetweensavingsandgrowthinthethirdworldJournalofEconomicsandFinance,1999,23,(1).[42]DavidAlanAschauer.Dostatesoptimize?PubliccapitalandeconomicgrowthThe3738AnnalsofRegionalScience,2000,34,(3).[43]IraS.Saltz.AnexaminationofthecausalrelationshipbetweensavingsandgrowthinthethirdworldJournalofEconomicsandFinance,1999,23,(1).[44]TerenceC.Mills,PingWang.Pluckingmodelsofbusinesscyclefluctuations:EvidencefromtheG-7countriesEmpiricalEconomics,2002,27,(2).[45]Chang-JinKim,ChristianJ.Murray.PermanentandtransitorycomponentsofrecessionsEmpiricalEconomics,2002,27,(2).[46]FinnE.Kydland,EdwardC.Prescott.HoursandemploymentvariationinbusinesscycletheoryEconomicTheory,1991,1,(1).3838现阶段我国居民消费和外汇储备的关系研究作者：乔姗姗学位授予单位：首都经济贸易大学本文读者也读过(10条)1.李成亮苏鲁交界农村地区信仰基督教女性的婚育意愿研究[学位论文]20112.付菲菲地铁工程施工安全评价体系研究[学位论文]20113.杨欣我国外汇储备增长及其对货币政策的影响研究[学位论文]20124.刘晓丽艾滋病感染者和病人的社区关怀分析——以山西省为例[学位论文]20115.