短期国内外经济冲击对浙江出口贸易的脉冲效果分析  

On Impulse Effect of Short-run Economic Shocks on Zhejiang Export

作　　者：包晓东[1] 马淑琴[1] 

机构地区：[1]浙江工商大学经济学院,浙江杭州310035

出　　处：《国际商务（对外经济贸易大学学报）》2009年第6期11-18,共8页INTERNATIONAL BUSINESS

基　　金：2009年教育部人文社会科学研究项目"世界经济危机对我国出口贸易的影响机理及冲击效应研究";浙江省哲学社会科学规划课题"影响浙江贸易水平升级相关因子的作用机理研究"(项目编号:08CGYD028YB)的阶段性成果

摘　　要：源于美国次贷危机引致世界经济发展减速、国外需求减少、国内生产要素价格上涨及人民币升值等一系列国内外因素的集中影响,浙江省出口贸易呈现增速下滑态势。本文基于月度数据,通过向量自回归理论的脉冲响应函数,选择短期国内外经济冲击对浙江省出口贸易影响的主要因素建立冲击反应模型,实证分析了各种因素对浙江出口的冲击效果,并利用方差分解技术分析了其影响程度。结果显示:银行贷款、进口及贸易伙伴国收入对浙江出口的冲击效果非常显著。而解决问题的基本思路为加强国际经济合作共度金融危机,分散市场风险,加大对中小民营出口企业的财政支持及适度扩大进口。Under the centralized influence from a series of domestic and oversea factors： slowdown of world economy owing to American subprime mortgage crisis, declining in foreign demand, rising price of domestic producing materials, RMB appreciation and so on, Zhejiang export faces the declining trend on growth rate. By using impulse-response function based on VAR theory and setting up a shock-response model of the main short-run effect factors on Zhejiang export, this paper uses monthly data to analyze empirically the impulse effect of these factors on Zhejiang export and their contribution through variance decomposition technology. The result shows that bank loan and income of trading partners have a notable impact on Zhejiang export. Basic methods dealing with these issues are enhancing international economic cooperation for getting through financial crisis together, dispersing market risk, increasing financial support for medium and small sized private-run export enterprises and expanding exports appropriately.

关 键 词：浙江出口贸易 短期因素 协整检验 脉冲响应 方差分解 

分 类 号：F752.62[经济管理—国际贸易] F224[经济管理—产业经济]