摘要
本文运用三时期参数变结构协整方法,着重研究我国进出口对经济增长的间接作用,以及产生间接作用的介体与路径。协整结果发现,大多数考察变量与进出口之间存在显著的参数变结构现象。实证研究得出,进出口通过投资、人力资本、技术进步、消费与经济结构这些介体对经济增长的间接作用有正有负,而加总效应都是正值,出口间接作用的弹性测算值较大,而进口间接作用的弹性测算值较小。
This paper uses the variable structure co-integration of three-period parameters to focus on indirect effects of China^s import and export, and its mediators and the paths. This paper finds that there are significant variable structures for parameters between imports and exports and majority of variables. It also finds that investment, human capital, technological progress, consumption and economic structure are mediators; through these mediators, import and export have both positive and negative indirect effects on economic growth, but the total effect is positive; estimated elasticity of indirect effects of the export is large, while estimated elasticity for import is small.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2012年第2期68-83,共16页
Journal of Quantitative & Technological Economics
基金
中国人民大学科学研究基金(中央高校基本科研业务费专项资金资助)项目成果(批准号:11XNI001)
关键词
进出口
间接作用
介体路径
变结构协整
Import and Export
Indirect Effect
Mediator
Path
VariableStructure Co-integration
