中国大陆、日本、韩国和中国香港进出口贸易非均衡依赖关系的经验事实分析——基于VAR模型的实证检验  

Empirical Analysis of Unbalance International Trade Relationship between Japan,South Korea,Hong Kong and Chinese Mainland:Based on the VAR Model

作　　者：肖光恩[1] 陆诗婧[1] 王娟[1] 

机构地区：[1]武汉大学经济与管理学院

出　　处：《经济评论》2012年第6期109-118,共10页Economic Review

基　　金：国家社科基金重大攻关项目"后金融危机时代中国参与全球经济再平衡的战略与路径研究"(11&ZD008);国家社科基金项目"基于‘知识粘性’的我国外商直接投资地区集中研究"(07BJL044);武汉大学"70后"创新团队项目(105274191)的资助

摘　　要：根据相关贸易统计数据可知,中国大陆已经成为日本和韩国最大的出口市场,日本和韩国对中国大陆市场的依赖不断增强。通过运用向量自回归模型、脉冲响应与方差分解进行分析发现,虽然日本和韩国是中国大陆在亚洲的两个重要贸易伙伴,但是中国大陆对日本和韩国出口的依赖性不断下降。中国大陆对韩国出口贸易行为只受中国大陆对日本和中国香港出口贸易行为的影响,并且这种贸易依赖关系是单向的;同时中国大陆从日本和韩国的当期进口贸易行为只受中国大陆从中国香港进口贸易行为的影响,它并不依赖于中国大陆从日本和韩国的前期进口贸易行为。Through the analysis of the data from Ministry of Commerce of the P. R. C and the United Nations International Trade Statistics,we found that China has become the largest international market for Japan and South Korea, Japan and South Korea＇s international trade dependence on Chinese market is growing much stronger. However, using the vector autoregressive model, impulse response and variance decomposition,we＇ ve found that, although Japan and South Korea were one of the biggest trading partners in Asia for China,Chinese foreign trade dependences on these two export markets continued to decline recently. And while China＇ s export to South Korea is affected only by China＇ s exports to Japan and to Hong Kong,and this dependency is just one - way and irreversible. In the meantime, China＇ s current imports from Japan and South Korea can only be impacted by its import from Hong Kong,which does not rely on its early imports from Japan and South Korea.

关 键 词：中日韩自由贸易区 国际贸易关系 非均衡依赖 向量自回归模型 

分 类 号：F752.7[经济管理—国际贸易] F224[经济管理—产业经济]