外贸冲击对工业行业增长传导效应研究——基于行业用电量的VAR分析  

Research on the conduction effect of foreign trade shockson industrial growth——VAR analysis based on industry electricity consumption

作　　者：王向 吴国维 吴姗姗 WANG Xiang;WU Guo-wei;WU Shan-shan(State Grid Energy Research Institute Co.,Ltd.,Beijing 102209;School of Economics,Peking University,Beijing 100871)

机构地区：[1]国网能源研究院有限公司,北京102209 [2]北京大学经济学院,北京100871

出　　处：《价格月刊》2022年第1期72-77,共6页

基　　金：国家电网公司科技项目(编号:1400-202157207A-0-0-00)。

摘　　要：当前,贸易冲击依然是中国宏观经济波动的重要来源。利用全国工业分行业用电量,基于向量自回归模型,分析了进出口贸易冲击对各行业的影响。研究发现,贸易冲击只对一般工业行业产生显著性影响;劳动密集型行业对外贸冲击的响应快于重工业;出口冲击对行业普遍产生正向影响,进口冲击会先产生负向、后出现正向影响;出口冲击的传导效应主要从上游到下游、进口冲击的传导效应主要从下游到上游。Currently,trade shocks are still an important source of China’s macroeconomic fluctuations.Based on the vector autoregression model,this paper analyzed the impact of import and export trade shocks on various industries by using the electricity consumption data of the national industrial sectors.The study found that trade shocks only have a significant impact on general industrial industries,labor-intensive industries respond faster to foreign trade shocks than heavy industries,export trade shocks generally have a positive impact on the industry,and import trade shocks first produce negative and then positive effects.The conduction effects of export trade shocks are mainly from upstream industries to downstream industries,and the conduction effects of import trade shocks are mainly from downstream industries to upstream industries.

关 键 词：外贸冲击 工业 传导效应 用电量 VAR 

分 类 号：F741.1[经济管理—国际贸易]