基于VAR模型的国际航空客运运输与旅游服务贸易关系的实证分析  

Empirical Study on Relationship between International Air Transport and Tourism Service Trade Based on VAR Model

作　　者：杨长春[1] 方玺[2,3] 

机构地区：[1]对外经济贸易大学,北京100029 [2]对外经济贸易大学国际经济贸易学院,北京100029 [3]国家邮政局发展研究中心,北京100868

出　　处：《国际商务（对外经济贸易大学学报）》2014年第6期49-58,共10页INTERNATIONAL BUSINESS

基　　金：教育部人文社科基金项目"绿色经济下的物流创新研究"(12YJC630026)的资助

摘　　要：本文基于时间序列数据研究了中国国际航空客运与入境旅游服务贸易的关系。根据改革开放以来35年的数据建立VAR模型,在此基础上利用协整分析和Granger因果检验的方法分析其长期均衡关系,然后利用脉冲响应函数和方差分解方法对系统进行动态变分析。研究结果表明,中国国际航空客运运输和入境旅游贸易之间存在长期稳定的关系,国际航空客运运输促进了入境旅游服务贸易的增长,且从短期看,国际航空客运的外生冲击对入境旅游服务贸易具有显著影响。With the development of tourism, as an important component of the international trade, the tourism service trade has become an important part of the export-oriented economy and has begun to play a contributive role in econom- ic development. Since China＇ s entry into the WTO, the tourism service trade has grown rapidly in China. The development of the inbound tourism service trade depends on the level of the international air transportation. In this paper, Granger causality test is employed to test the reciprocal causality between the international air transport and the inbound tourism service trade, and co-integration test is used to investigate their long-term relationship. The paper also uses the vector error correction model and impulse response function as well as the variance decomposition to examine the dynamic relationship between international air transport and inbound tourism service trade in the short tenn. The results indicate that the international air transport is the Granger cause of the inbound tourism service trade while the reverse does not hold, which implies that the international air transport favors the development of the inbound tourism service trade.

关 键 词：中国国际航空客运 入境旅游服务贸易 因果关系 脉冲响应 

分 类 号：F224[经济管理—国民经济] F562F752.68