影响中国对韩国出口的若干宏观因素的实证检验  

An Empirical Study of the Impact of Some Macroeconomic Factors on China's Export to Korea

作　　者：陈睿[1] 黄冠钥[1] 

机构地区：[1]华中科技大学经济学院

出　　处：《国际贸易问题》2007年第4期55-59,共5页Journal of International Trade

摘　　要：本文采用协整研究和方差分解等计量经济学方法,就韩国实际收入、相对价格和汇率风险等宏观因素影响中国对韩国出口进行了详细的实证检验。检验结果表明,从长期看,上述因素与中国对韩国出口之间存在着稳定的均衡关系,韩国实际收入和汇率风险的增加会导致中国对韩国出口的增加,而相对价格的上升则会引起中国对韩国出口的下降。By using of the analysis tools of cointegration and variance decomposition, this paper empirically analyzes the impact of macro-economic factors, such as real income, relative price and exchange rate, on export from China to South Korea detailedly. The results reveals that： in the long run, there exists stable equilibrium relationships between factors pointed above and Sino-Korea ex- port; the increase of real income and exchange rate risk will lead to the expanding of Sino-Korea export, and the rise of relative price will reduce Sino-Korea exoort.

关 键 词：汇率风险 出口 协整研究 方差分解 

分 类 号：F832.5[经济管理—金融学]