中越边境贸易与人民币跨境流通的实证分析__以广西为例

华中科技大学硕士学位论文中越边境贸易与人民币跨境流通的实证分析--以广西为例姓名：黄雯雯申请学位级别：硕士专业：国际贸易学指导教师：许小平2010-05-13I95%18IIAbstractWiththeimprovementofChina'seconomicstrengthandinternationalstatus,moreandmorescholarsbegantostudytheissueofRMBinternationalization.TheRMBofinterstatecirculationisthebasisoftheinternationalizationofRMB.First,RMBshouldbeabletocirculateinneighboringcountriesandthenexpanditsscope.OnlyinthiswaycanwefinallyachievethecompletionofRMBinternationalization.TheincreaseofChina'sGDP,theexpansionofChina'sexportmarketshareandthestabilityofRMBareallthefineconditionsfortheinterstatecirculationofRMB.Atpresent,morethan95%ofbordertradebetweenChinaandVietnamissettledbyRMB.Therefore,theinterstatecirculationofRMBisaproblemworthyofstudy.VietnamandChinahavespecialgeographicalandeconomicrelationships.Theirforeigntradevolumeisrisingsignificantly.Therefore,thisthesisselectedVietnamasthesubjecttoillustratetherelationshipbetweenbordertradeandinterstatecirculationoftheRMB.Astoresearchingmethods,quantitativeandqualitativeanalysisisused.BordertradevolumestructurepatternareusedtoanalyzethecurrentsituationofbordertradebetweenVietnamandChina.CirculatingvolumeandsettlementofRMBareusedtoanalyzethecurrentsituationofcirculationofRMBbetweenVietnamandChina.Throughtheempiricalanalysis,wedrewtheconclusionthatbordertradeandinterstatecirculationoftheRMBhavelong-termbalanceandmutuallyGrangercausalrelationship.Therefore,theinterstatecirculationoftheRMBcanbeachievedwiththedevelopmentofbordertrade.WecanpromotethedevelopmentofbordertradetoimproveinterstatecirculationofRMB.ThereforeappropriatepolicymeasuresshouldbeadoptedtoexpandthescopeofinterstatecirculationoftheRMB.Keywords:BordertradeInterstatecirculationoftheRMBCurrencydenominationofinternationaltradetheory111.11.1.120081.431GDP4.2222008200720072006121200948199795%21.1.21.21.2.119973119942003200020062004200212002002140020081999-2005199920052502005200477151012172“”“”20022010152.82015224.6200942002“”2004200832002200920092009200720094200352007200920071.2.2WendyDobson,PaulR.2009Yin-WongCheungJudyYuen2004HiroyukiOi,AkiraOtani2007199920“”2001630200974·2070Giovannini19881GrassmanGrassman1973GrassmanGrassmanPage1977,GrassmanGrassmanGrassman72Giovannini1988“”,DonnenfeldZilcha1991GiovanniniDZ1Q2(pα)(pα∗)3θp∏l∏DD∗(((/()(((()lpDppDpCQαααθαααθ∗∗∗=))+)+))/(+))−∏1.1((((((()ppDpepDpCQαααα∗∗∗=))+))−∏1.2eDonnenfeldZilcha8SaeedSamiee1998Grassman1.1SaeedSamiee.CurrencyChoiceinIndustrialPricing:ACross-NationalEvaluation[J].JournalofMarketing,1998,623.58-67.3ObstfeldRogoff1995BacchettaPhilippe2002,9Hartmann1998,Shin-ichi,Fukuda2006DevereuxEngle20011Tavlas19912Bacchetta20023GoldbergLindaS.2005,,1.2//Tavals.OntheInternationalUseofCurrencies:TheCaseoftheD.M.IMFWorkingPaper,1990.1.310“--”:181.41.4.11111821.4.212122199111991-19961991921996-2002199832002-200211—20071112.12005200831250720200911132.1.1182.119914.1200831.25187.6216.9%20082297628571514107724%2.119952.11993199419925788219942828225.2%19972001200220%2006200750%1992-19961997-20042003200520081410772.1199250%1993199813%199920%142.119914133019925788245.13568622196-134901129500.51199349766-10.22798621781-62051496370.33199428282-151728310999-62842649750.111995318629.21776814094-36743211110.1019963771817.91982417894-19302937120.131997404556.91416526290121253179370.131998414072.21163529772181373087500.131999424022.41226230140178781814120.232000456687.71425931409171502037890.222001477464.51887028876100061797150.2720025709319.61849738596200992430320.2320036650016.53405814549-195093299750.202004687613.433904348579534432750.1620059874131.16438834353-300355182890.192006150000537497374057-9166673980.22200723772262.114237495348-470269276860.26200831250731.422679285715-14107713241790.24.02000004000006000008000001000000120000014000001991199319951997199920012003200520072.1.2.1.220082.31520086.0245.54%1994200829.481999200836.812.224.25%61.72%2.21.32067824.251.22307225.42.385212.912.20743623.693.304022.33.11060412.634.217531.654.276183.155.119090.95.140641.61.2.319922.140.998.857.152.180.9619932.433.048.55.721.851.4219942.781.063.495.324.862.1219958.51.863.765.592.331.5219965.234.253.775.746.342.5219971.672.410.489.453.736.5119981.652.561.546.856.1113.919992.462.251.75105.49.4520004.522.82.418.193.8812.920017.82.0939.764.097.620028.094.674.3213.92.913.3720039.749.976.4915.255.8914.92200411.629.5813.7216.182.769.33200515.487.4617.2522.4443.5119.89200728.9514.0435.7536.915.013.49200845.338.5230.7360.2111.5163.49.162.1.32.219961999-200160%200228.532007105.2853.6970%200769.18%31.74%50%2007105.28200643.2%1%0204060801001201996199719981999200020012002200320042005200620072.2.2.22.2.1171200962008195.6955102.2593.44558.8045200464.3200552.1200412.2200522004200459.8120.317.43613.660.4182.2.22.1.3“”2008“”400“”2.3200720.6719.7495.5%05010015020025020042005200620072.32004-2007..[M].2009.199619“”2.490%05101520253035404520052006200720082.4.203——183.160%2.12.121ln()ln()tttRMBMYEuαβ=++3.1RMBttMYEttβVAREViews6.0EViews6.03.22080“”“”3.2.1tY1tttYYuρ−=+3.21ρ=3.222tY1tY−ρ13.21tY−11(1)ttttYYYuρ−−−=−+3.31tttYYuδ−∆=+3.43.40δ=0