中美经济互动的贸易传导与影响——基于一种协动指数新测算方法的SAVR验证  

Trade Transmission and Influence of Sino-US Economic Interaction-SAVR Verification Based on a New Method of Measuring Co-movement Index

作　　者：熊豪[1] 

机构地区：[1]河南科技大学经济学院,河南洛阳471023

出　　处：《贵州财经大学学报》2013年第4期66-71,共6页Journal of Guizhou University of Finance and Economics

基　　金：作者主持的国家社科基金项目"金融危机背景下世界经济波动对中国经济影响的贸易传导路径研究"资助;项目编号(12CJL052)

摘　　要：目前计算变量相关系数的方法需要设定滚动窗口,导致不能测算时点相关度,进而引发实证分析存在自相关、自由度减少等内在不足。在重新测度中美两国时点经济协动度基础上,利用SVAR模型分析1978—2011年中美双边贸易和两国经济协动的相互影响。结果显示:从相互影响来看,二者存在相互明显的短期正向冲击,长期内冲击作用较弱;从影响程度来看,二者主要受自身水平影响的短期强正向冲击。The method used presently to calculate correlation coefficient of variables requires the setting of a rolling window and is unable to measure the correlation at any appointed time, causing autocorrelation and the lower degree of freedom in empirical analyses. The present thesis proposes a new method that can measure the correlation at any appointed time. Using the proposed new method and based on the re-measurement of co-movement degree of Sino-US economy from 1978 to 2011, the thesis utilizes SVAR model to analyze Sino-US bilateral trade and economic co-movement. Following results are shown： Sino-US trade and economic co-movement has obvious short-term sagittal impact, and long term impact tends to be weaker; Sino-US economic co-movement and Sino-US trade are mainly affected by its own economic level and shows strong positive impact in short term.

关 键 词：经济协动 贸易结合度 中美 双边贸易 贸易传导 SVAR模型 

分 类 号：F752.7[经济管理—国际贸易]