中美贸易与美国经济增长的共生性实证研究——基于广义脉冲响应函数法与方差分析法  

Empirical Study on Mutual Interaction of Chinese-US Trade and U.S.Economic Growth——Based on Generalized Impulse Response Function and Analysis of Variance

作　　者：沈雪潋[1] 刘砺[2] 

机构地区：[1]宁波工程学院,浙江宁波315211 [2]深圳职业技术学院,广东深圳518055

出　　处：《宁波工程学院学报》2013年第1期16-21,共6页Journal of Ningbo University of Technology

基　　金：浙江省社科规划课题(12XKGJ19);2012年校科研启动经费项目

摘　　要：本文根据1995年至2011年第四季度中国向美国出口、美国GDP的季度数据,建立VAR模型,并运用广义脉冲响应函数以及方差分析方法,考察中美贸易与美国经济增长的共生性。实证研究结果显示:中国向美国出口与美国经济增长存在协整性,有着较强的正向响应作用,而且两者长期的响应关系更加稳定、显著。故本文得出结论:次贷危机所带来的美国经济增长率的降低,对中国向美国出口的增长起到了负面的影响;同时中国向美国出口的降低又会影响到美国经济的全面复苏。因此,美国试图通过借助"Buy America"等贸易保护主义措施来单方面地转嫁次贷危机所引发的不利影响实非明智之举,其结果只能进一步加剧危机。According to the exports of China to the U.S.from 1995 to the fourth quarter of 2010 and the quarterly data of the US GDP as well,this paper intends to analyze the mutual interaction of the US economy and the Chinese economy in terms of China＇s exports to the U.S.by applying pulse-response function and analysis of variance of VAR models,etc..The empirical studies reveal that there exist some co-integration and positive effects between the exports of China to the U.S.and the growth of the U.S.economy,which becomes more and more stable and noticeable in the long run.As a result,a conclusion comes out that the decrease of the U.S.economic growth rate caused by sub-prime mortgage loan crisis surely exerts a negative influence on the increase of China＇s exports to the U.S.,and the decrease of China＇s exports to the U.S.slows down the recovery of the U.S.economy at the same time.Therefore,it is unwise for the U.S.government to shift the adverse effects caused by sub-prime mortgage loan crisis unilaterally by passing the so-called ＂buy America＂ in that it will trigger off more critical world trade crises.

关 键 词：VAR模型 中美贸易 美国经济增长 

分 类 号：F752.7[经济管理—国际贸易]