환율은 한 나라 자산의 가격으로 매개체 역할을 해 세계의 경제 무역이 순조롭게 진행되는 것에 공헌한다. 경제의 세계화가 한층 더 진행됨에 따라 각국 간의 경제는 서로 융합되고 서로 영향을 주고받으며 관계 역시 밀접해졌다. 중국의 수출입 무역에 미치는 위안화 환율 변동이 어떻게 중국의 거시경제에 영향을 주는지를 다루어 보고 특히, 중국 수출입 무역에 미치는 영향을 심도있게 연구하는데 의의가 있다고 할 수 있을 것이다. 이 논문에서는 이러한 중국 위안화 변동문제에 대해서 진지하게 연구해 봄으로써 중국이 위안화 변동에 따른 대처와 그에 따른 문제점 및 영향을 살펴볼 계획이다. 위안화 환율이 중국 수출입 무역에 미치는 영향을 실증적으로 분석하기 위해 시간열 데이터의 안정성을 검정한 단위근 검정을 사용하였다. 변수들이 불안정적인 경우, 즉 데이터가 단위근이 존재한 경우가 변수들의 장기적인 안정관계를 확인하기 위하여 공적분 검정을 사용하였다. 또한 변수들은 공적분 관계가 존재하지 않은 경우에 차분을 통하여 안정적인 변수로 전환해서 인과관계를 검정한 반면에 변수들 간에 공적분이 존재한 경우에는 모형을 전환해서 변수들의 인과관계를 존재하는지를 검정하였다. 마지막으로 인과관계를 검정한 기법은 Granger 인과성 검정법을 사용하여 관계성을 분석하였다.
Medium exchange rate is one of the country's role in asset prices and the world economic and trade will progress smoothly. Economic globalization progresses, the country is more convergence between the economies interact with each other to send and receive relationship became more and more closely. Before the reform and opening up of China in international trade reduced total impact of international trade on the Exchange Rate Changes anateuna seemingly clearly apparent since the reform and opening to foreign exchange management system for a major reform of the foreign exchange market exchange rates and the government all aspects combined single enemy and a floating exchange rate based on market supply and enforcement regime change in the exchange rate of China's foreign trade balance and the impact of domestic economic activity grew day by day. The purpose of research on the impact of China's import and export trade of China's RMB Exchange Rate Changes How to deal with an influence on macroeconomic and import and export trade, especially in China, to study the effect of depth that can be meaningful. G2 with the U.S. and China has an important role in the relationship as the impact on China's economy in the global economy, it is clear that the huge influence that. G20 summit was also raised issues of yuan appreciation, as well as other developed countries, China and other major countries have a problem of considerable interest. In this paper, the problem of these fluctuations on the Chinese yuan by looking seriously study the fluctuations in the yuan, China is coping with the resulting impact to look at the problem and think. This paper is mainly divided into eight parts: The first chapter of the thesis was "Introduction," primarily the choice of background papers, research papers, and how the choices are discussed. And previous studies to be described. Chapter 2 introduces the theory of the exchange rate of the international exchange rate system understands. Chapter 3 of the economic effects of exchange rate fluctuations. Chapter 4 summarizes the Chinese exchange rate regime of the transition process was a major factor in the renminbi exchange rate fluctuations were analyzed. Chapter 5 Operation of China's multi-currency basket system and the problem was the way. Chapter 6 Import and Export Status of China were studied. Chapter 7 describes the data and through the selection of the RMB exchange rate fluctuations on the impact of Chinese imports and exports empirical analysis. Finally, in Chapter 8, the conclusions are mainly chonggyeol study of China's exchange rate system, describe the problem and ways to improve. China import and export trade in the yuan exchange rate impact analysis of empirical data, the stability of time to heat the unit root tests were used to black. If the variables are unstable, i.e. there is a case that the data unit root long-term stability of parameters in order to confirm the relationship cointegration was used. In addition, the co-integration relationship between variables exist throughout the difference if you do not switch to a reliable variable, while black causality cointegration exists among the variables if you have to switch to a variable model exists of a causal relationship was black. Finally, the scheme is black Granger causality using causal relationships assays were analyzed.