摘 要
本研究聚焦于汇率变动对国际贸易竞争力的影响机制，采用2000-2022年全球主要经济体的面板数据，构建动态面板模型和门槛回归模型进行实证分析。研究发现，汇率波动对贸易竞争力的影响呈现显著的非线性特征，且存在明显的国别差异。具体而言，对于出口导向型经济体，适度的本币贬值能够提升其贸易竞争力，但贬值幅度超过15%时反而会产生抑制作用；对于进口依赖型经济体，汇率波动对贸易竞争力的影响则相对有限。研究进一步揭示了汇率传递效应的异质性特征：在制造业领域，汇率变动的传递效应较为充分；而在服务业领域，汇率变动的影响则相对滞后且不显著。
关键词：汇率波动 贸易竞争力 非线性效应
Abstract
This study focuses on the impact mechanism of exchange rate fluctuations on international trade competitiveness, and uses the panel data of major global economies from 2000 to 2022 to construct a dynamic panel model and a threshold regression model for empirical analysis. The study found that the influence of exchange rate fluctuations on trade competitiveness showed significant non-linear characteristics, and there are obvious country differences. Specifically, for export-oriented economies, moderate currency depreciation can enhance their trade competitiveness, but when the depreciation exceeds 15%; for import-dependent economies, the impact of exchange rate fluctuations on trade competitiveness is relatively limited. The study further reveals the heterogeneity characteristics of exchange rate transfer effect: in the manufacturing sector, the transmission effect of exchange rate fluctuations is relatively sufficient; while in the service sector, the influence of exchange rate fluctuations is relatively backward and not significant.
Keyword: exchange fluctuations Trade competitiveness nonlinear effect
目 录
1绪论 1
1.1研究背景 1
1.2研究现状 1
2汇率变动对出口竞争力的影响机制 2
2.1汇率波动对出口价格的影响分析 2
2.2汇率变动对企业利润空间的影响 2
2.3汇率风险对出口企业决策的影响 3
3汇率变动对进口竞争力的实证研究 4
3.1进口商品价格弹性的实证分析 4
3.2汇率传递效应的行业差异研究 5
3.3进口替代效应与产业升级的关系探讨 5
4汇率政策对国际竞争力的战略影响 6
4.1主要国家汇率政策比较研究 6
4.2人民币国际化进程中的竞争力提升策略 6
4.3汇率政策与贸易平衡的协同效应分析 7
5结论 8
参考文献 9
致谢 10
本研究聚焦于汇率变动对国际贸易竞争力的影响机制，采用2000-2022年全球主要经济体的面板数据，构建动态面板模型和门槛回归模型进行实证分析。研究发现，汇率波动对贸易竞争力的影响呈现显著的非线性特征，且存在明显的国别差异。具体而言，对于出口导向型经济体，适度的本币贬值能够提升其贸易竞争力，但贬值幅度超过15%时反而会产生抑制作用；对于进口依赖型经济体，汇率波动对贸易竞争力的影响则相对有限。研究进一步揭示了汇率传递效应的异质性特征：在制造业领域，汇率变动的传递效应较为充分；而在服务业领域，汇率变动的影响则相对滞后且不显著。
关键词：汇率波动 贸易竞争力 非线性效应
Abstract
This study focuses on the impact mechanism of exchange rate fluctuations on international trade competitiveness, and uses the panel data of major global economies from 2000 to 2022 to construct a dynamic panel model and a threshold regression model for empirical analysis. The study found that the influence of exchange rate fluctuations on trade competitiveness showed significant non-linear characteristics, and there are obvious country differences. Specifically, for export-oriented economies, moderate currency depreciation can enhance their trade competitiveness, but when the depreciation exceeds 15%; for import-dependent economies, the impact of exchange rate fluctuations on trade competitiveness is relatively limited. The study further reveals the heterogeneity characteristics of exchange rate transfer effect: in the manufacturing sector, the transmission effect of exchange rate fluctuations is relatively sufficient; while in the service sector, the influence of exchange rate fluctuations is relatively backward and not significant.
Keyword: exchange fluctuations Trade competitiveness nonlinear effect
目 录
1绪论 1
1.1研究背景 1
1.2研究现状 1
2汇率变动对出口竞争力的影响机制 2
2.1汇率波动对出口价格的影响分析 2
2.2汇率变动对企业利润空间的影响 2
2.3汇率风险对出口企业决策的影响 3
3汇率变动对进口竞争力的实证研究 4
3.1进口商品价格弹性的实证分析 4
3.2汇率传递效应的行业差异研究 5
3.3进口替代效应与产业升级的关系探讨 5
4汇率政策对国际竞争力的战略影响 6
4.1主要国家汇率政策比较研究 6
4.2人民币国际化进程中的竞争力提升策略 6
4.3汇率政策与贸易平衡的协同效应分析 7
5结论 8
参考文献 9
致谢 10
