中国对外贸易的影响因素研究  

Research on the Influencing Factors of China's Foreign Trade

作　　者：张菀洺[1] 张珊珊 Zhang Wanming;Zhang Shanshan(University of Chinese Academy of Social Sciences;Shanghai University)

机构地区：[1]中国社会科学院大学 [2]上海大学

出　　处：《数量经济技术经济研究》2020年第11期81-98,共18页Journal of Quantitative & Technological Economics

摘　　要：研究目标:通过向量自回归模型实证评估中国对外贸易的影响因素,为促进对外贸易发展提供建议。研究方法:通过ADF检验、协整检验、方差分解、误差修正模型等方法对中国对外贸易的影响因素进行实证分析。研究发现:经济发展水平是影响中国对外贸易的主要因素;汇率下降短期内会对中国的出口额产生负向影响,对进口额产生正向影响,但这种影响效果会随时间的推移而减弱,且汇率波动对出口影响更大,贸易摩擦对出口的负向影响更大。研究创新:在传统的贸易模型中根据宏观环境加入新的因素——贸易摩擦;在实证中,不仅分析变量之间的长期均衡关系,还对变量之间短期动态关系进行说明。研究价值:为改善中国对外贸易环境、扩大贸易额提供参考。Research Objectives:Empirically evaluate the influencing factors of China's foreign trade through the vector autoregressive model,and provide suggestions for promoting the development of foreign trade.Research Methods:Empirical analysis of the influencing factors of China's foreign trade through ADF test,cointegration test,variance decomposition,error correction model and other methods.Research Findings:The level of economic development is the main factor affecting China's foreign trade.The decline in the exchange rate will have a negative impact on China's export volume in the short term,and a positive impact on China's import volume,but this effect will weaken over time.Moreover,exchange rate fluctuations have a greater impact on exports,and trade frictions have a greater negative impact on exports.Research Innovations:In the traditional trade model,a new factor-trade friction is added based on the macro environment.In the empirical study,not only the long-term equilibrium relationship between variables is analyzed,but also the short-term dynamic relationship between variables is explained.Research Value:Provide reference for improving China's foreign trade environment and expanding trade volume.

关 键 词：中国对外贸易 影响因素 ADF检验 协整检验 

分 类 号：F752[经济管理—国际贸易]