摘要
基于协整方法和VAR模型对中国国内贸易、对外贸易与经济增长的关系进行脉冲响应分析,结果表明:在5%显著水平上,经济增长与国内贸易、国内贸易与对外贸易都具有双向因果格兰杰关系,经济增长是对外贸易的格兰杰原因,但对外贸易不是经济增长的格兰杰原因;从长期来看,经济增长不仅能自我促进而且对国内贸易和对外贸易发展具有显著正效应,国内贸易缺乏自组织能力且对经济增长的效应并不显著,对外贸易自身波动性强而对经济增长的效应虽显著但不稳定,而国内贸易与对外贸易二者则呈替代关系。
On the basis of the co-integration method and the VAR model, this paper analyzed the interactive relations among Chinese domestic trade, foreign trade and economic growth by impulse response faction, finding that at the 5 % significant level, the economic growth relates to the domestic trade and the domestic trade to the foreign trade both in the manner of the bidirectional Granger causality; however, economic growth Granger causes foreign trade but foreign trade does not Granger cause economic growth. In the long run, economic growth can not only have self-promotion, but also have remarkable positive effects on both domestic trade and foreign trade; the domestic trade lacks organizing faculty and has little effect on economic growth;the foreign trade itself has big fluctuations but its effects on economic growth are significant though unstable; the two kinds of trade are in the relation of mutual substitution.
出处
《南京师大学报（社会科学版）》
CSSCI
北大核心
2008年第5期43-48,共6页
Journal of Nanjing Normal University(Social Science Edition)
关键词
中国贸易
经济增长
互动
脉冲响应分析
Chinese trade
economic growth
interactive relations
impulse response analysis
