摘要随着跨境贸易人民币结算试点的设立和扩张,跨境人民币结算规模正在日益增长,对 人民币成为主要国际结算货币和人民币国际化的进程有重要推动作用。本文结合已有文献, 对人民币跨境结算规模的影响因素先进行理论分析,再进行实证研究,在进行单位根检验、 协整检验和格兰杰因果关系检验后,运用 VAR 模型,通过脉冲响应分析和方差分解,对狭 义的人民币跨境结算即跨境贸易人民币结算的影响因素进行研究,总结出人民币汇率、我 国贸易竞争力和人民币离岸市场发展水平对跨境贸易人民币结算规模都产生不同程度的影 响,其中人民币汇率的影响最为显著。最后,结合理论和实证结果,从维持人民币坚挺、 提升我国贸易竞争力和完善人民币离岸市场这些方面为推动人民币跨境结算提出有关对策 建议。77170
毕业论文关键词 人民币跨境结算 影响因素 VAR 模型
Title The Study on The Influential Factors of RMB Cross-border Settlement
Abstract With the establishment and expansion of cross-border trade RMB settlement pilots,Cross- border RMB settlement scale is growing,which has an important role in promoting the p rocess of RMB being the main international settlement currency and RMB internationali zation。Combining the existing literature,the article makes the theoretical analysis of the i nfluential factors of the scale of RMB cross-border settlement。After unit root test,cointeg ration test and Granger causality test,builds VAR model。By impulse responses analysis a nd variance decomposition,conducts research on the influential factors of RMB settlemen t of cross-border trade ,which means the cross-border RMB settlement in the narrow se nse。The conclusion is that RMB exchange rate,China's trade competitiveness and the dev elopment of RMB offshore market have different effects on the scale of cross-border tra de RMB settlement,and the RMB exchange rate has the most significant impact。Finally,c ombining the results of the theoretical and empirical research,the article puts forward rel evant countermeasures and suggestion on promoting the development of RMB cross-bord er settlement from the angle of maintaining RMB stength,enhancing China's trade compe titiveness and improving the RMB offshore market。
Keywords RMB Cross-border Settlement Influential Factors VAR Model
本 科 毕 业 论 文 第 I 页
目 次
1 引言 1
2 文献综述 2
2。1 跨境贸易结算货币选择的研究 2
2。1。1 国外学者的研究 2
2。1。2 国内学者的研究 2
2。1。3 相关研究小结 2
2。2 人民币跨境结算制约因素的研究 3
2。2。1