工资上升、国际油价上涨对中国出口绩效的动态冲击效应研究——基于非线性Granger检验和TVR-VAR模型的考察  

Dynamic Impulsive Effects of Rising Wage and International Oil Price on China's Export Performance:Based on Nonlinear Granger Test and TVP-VAR Model

作　　者：阙澄宇[1] 李金凯[1] 

机构地区：[1]东北财经大学国际经济贸易学院,辽宁大连116025

出　　处：《财贸研究》2017年第12期61-71,81,共12页Finance and Trade Research

基　　金：国家社会科学基金一般项目"人民币国际化对中国国际收支的动态影响及调节政策研究"(15BJY154);辽宁省高等学校创新团队"全球金融治理与区域经济合作"(WT2014008)

摘　　要：基于非线性Granger因果检验方法检验了各因素与出口绩效之间的互动关联,在此基础采用TVP-VAR模型考察不同时间点、不同提前期各变量对出口绩效的动态演变特征。最终得出以下主要结论:工资上升在短期内会促进出口增长,但并没有形成工资上升冲击对出口的"惯性效应",而中、长期冲击影响为负;国际油价的上涨冲击在短期内对出口额没有显著影响,在中、长期会通过出口价格上涨而抑制出口;此外,由于出口产品附加值低、出口需求弹性较大,使得实际有效汇率指数上升对出口产生了较为显著的抑制作用;"外需疲软、内需增强"的状况使得经济增长驱动型出口正效应逐渐减弱;中国经济已与世界经济具有很强的协同性,国际经济形势与中国出口显著正相关。In this paper,the linear Granger and nonlinear Granger causality tests are used to test the interaction between the various factors and export performance.A Time Varying Parameter Vector Auto Regression（TVP-VAR） is utilized to investigate dynamic evolution characteristics of variables on the export performance at different time points and different lead time.The main conclusions are as follows.Rising wages can promote export growth in the short term,but the ＂inertia effect＂of rising wages on exports has not been formed,and the long-term impact is negative.The rising international oil prices do not have significant or even increased affect on exports in the short term,which leading to higher export prices in the medium and long term.In addition,due to the lowvalue-added of export products and the elasticity of export demand,the increasing of real effective exchange rate index has produced a significant inhibitory effect on exports.＂The weaker external demand and stronger domestic demand＂makes the positive effect of ＂economic growth driven export＂gradually weaken.China＇s economy and the world economy has become a community of common destiny with powerful synergy,and foreign economic environment presents a notable positive correlation with China＇s export.

关 键 词：工资上升 国际油价 出口绩效 非线性Granger因果检验 TVR-VAR模型 

分 类 号：F752[经济管理—国际贸易]