贸易冲击与宏观经济波动:基于近两次金融危机数据的经验研究  

Trade Shocks and Macroeconomic Fluctuations: an Empirical Research Based on the Data of Two Nearly Financial Crisis

作　　者：徐毅[1] 张昕蔚 

机构地区：[1]安徽大学经济学院,安徽合肥230601

出　　处：《河北地质大学学报》2017年第1期120-127,共8页Journal of Hebei Geo University

基　　金：教育部人文社会科学研究青年基金项目(11YJC790221);安徽2014留学人员科技活动择优资助项目(J05015137);安徽大学学术学位硕士研究生学术创新研究扶持项目

摘　　要：以2008年的数据为实验组,1997年的数据为对照组,论文比较研究了两次国际金融危机期间贸易冲击对中国宏观经济的影响。研究结果表明,与1997年相比较,在2008年金融危机冲击下,贸易波动对于GDP和就业的影响均呈减弱趋势。贸易波动对GDP波动的解释力从30%下降到10%左右;对就业波动的解释力度从10%下降到0.35%左右。进一步的分析认为,随着中国经济内在增长动力的增强以及中国经济体量的不断加大,外需波动对中国经济的影响逐渐减弱,中国将向世界输出自己的经济周期。This paper uses the data in 2008 as the experimental group, the data in 1997 as the control group, to compare the impact of the two international financial crises on China＇s macroeconomic. The results show that the impact of trade fluctuations on the GDP and employment gradually become weaken from 1997 to 2008. The explanatory power of trade fluctuation to GDP fluctuation decreased from 30% to about 10%, and the explanation to the employment fluctuation decreased from 10% to 0.35%. The further analysis shows that, with the enhancement of China’s internal economic growth momentum and volume of China’s economy becoming larger and larger, the impact of fluctuations in external demand on China’s economy continuously wither. China will export its own economic business cycle to the world.

关 键 词：贸易冲击 宏观波动 VAR模型 

分 类 号：F746[经济管理—国际贸易]