基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究  

Regional Structure of Chinese Export Trade Based on Bayesian Dynamic Panel Data Model

作　　者：朱慧明[1] 欧阳文静[1] 游万海[1] 

机构地区：[1]湖南大学工商管理学院,湖南长沙410082

出　　处：《财经理论与实践》2014年第2期109-115,共7页The Theory and Practice of Finance and Economics

基　　金：国家自然科学基金创新研究群体项目(71221001);国家自然科学基金项目(71171075;71031004);教育部博士点基金项目(20110161110025);湖南省自然科学基金项目(11JJ3090)

摘　　要：运用贝叶斯动态面板数据模型考量中国出口贸易的地区结构差异性,结果表明:基于Gibbs抽样算法的贝叶斯动态面板回归模型能有效刻画各地区出口竞争力的路径依赖特征;FDI对出口竞争力的影响具有一定的时滞性,而汇率波动对出口竞争力的影响则具有明显的地域差异性。This paper constructs a Bayesian dynamic panel data model to address uncertain risk of inference in random coefficient, sets the corresponding prior distribution, and uses the Bayesian theorem to infer the posterior distribution of the parameters. In order to investigate the regional structure of China＇s export trade, we calculate the indicators export competitiveness （ECI） to measure the regional structure of China＇s export trade, and then conduct an empirical analysis. The results show that the Bayesian dynamic panel regression model based on Gibbs sampling algorithm can effectively capture the characteristics of the path dependence in export competitiveness of all regions. In addition, the effect of the FDI on the export competitiveness will have a lag, while the impact of the exchange rate fluctuations on the export competitiveness has obvious regional differences.

关 键 词：出口贸易 动态随机效应 贝叶斯分析 FDI 汇率波动 

分 类 号：F746.12[经济管理—国际贸易] O212.8[经济管理—产业经济]