金融危机对我国汽车出口贸易的影响  

Influence of financial crisis on car export of China

作　　者：万志华[1] 高丽峰[1] 宋连成[1] 李裕丰[1] 

机构地区：[1]沈阳工业大学经济学院,沈阳110870

出　　处：《沈阳工业大学学报（社会科学版）》2010年第4期330-334,共5页Journal of Shenyang University of Technology(Social Sciences)

基　　金：辽宁省教育厅项目(2009B138);沈阳工业大学博士启动基金项目

摘　　要：构建反映金融危机程度的综合指标,运用基于VAR模型的脉冲响应函数和方差分解法,考察2008年1月至2009年5月金融危机对我国汽车出口的动态影响特征。分析结果表明,我国汽车出口受到金融危机冲击之后不是立即减少,而是先在短期内有所上升,然后有所波动并呈下降趋势,该趋势不是一个平稳的过程;金融危机是预测汽车出口贸易方差的关键因素,但不是唯一因素,还有其他重要因素影响着汽车出口贸易。A synthetical indicator reflecting the degree of financial crisis is established, and the impulse response function and variance decomposition method based on VAR model are applied to investigate the dynamic influence characteristics of financial crisis on car export of China from January 2008 to May 2009. The results show that the car export of China rises in a short period rather than declines immediately after the impact of financial crisis, and then it fluctuates with a declining trend, which is an unstable course; Financial crisis is a key but not exclusive factor that forecasts the variance of car export trade, and there are still other important factors influencing car export trade.

关 键 词：金融危机 对外贸易 汽车出口贸易 VAR模型 脉冲响应 方差分解 

分 类 号：F752.62[经济管理—国际贸易] F830.99[经济管理—产业经济]