中国经济正向冲击对RCEP其他成员国经济影响的动态实证分析——基于GVAR模型  

On the Positive Impact of China’s Economy on Other RCEP Members Based on GVAR Model

作　　者：李娜丽沙 黄宁[1] Li Nalisha;Huang Ning(Economics School,Yunnan University,Kunming 650504,China)

机构地区：[1]云南大学经济学院,云南昆明650504

出　　处：《当代经济管理》2022年第4期49-57,共9页Contemporary Economic Management

基　　金：国家自然科学基金项目《我国国内价值链与全球价值链互动研究——基于投入产出模型的双重扩展》(71963036)。

摘　　要：文章利用2000—2019年RCEP15个经济体的相关统计数据,在考虑中国与RCEP其余成员国经济关联的基础上,构建全球向量自回归(GVAR)模型实证考察境外直接投资(FDI)、通货膨胀率、实际进出口额、实际汇率和经济增长六者之间的动态关系。从国家层面与产业层面上实证分析了中国经济增长对RCEP其余成员国的经济影响等相关问题。研究发现,中国经济增长对RCEP其余成员国的整体经济发展有着积极的正向溢出影响,且不同成员国受中国经济增长影响大小存在着异质性表现。具体而言,中国经济正向冲击对东盟经济体的经济增长影响更大,对发达国家的正向溢出反应则相对较小;东盟10国中较发达经济体如泰国、新加坡、马来西亚、印度尼西亚、越南的经济发展存在显著的正向影响,这种积极影响主要通过工业与服务业两个产业路径导致,而对文莱、缅甸、老挝、菲律宾等东盟国家经济的促进作用主要通过农业与服务业这两个产业路径导致;中国进出口贸易体量的增加会对RCEP贸易网络的经济贡献率不断提高,RCEP各成员国对中国的贸易依赖度也呈逐年不断增强趋势。To examine the dynamic relationship among Foreign Direct Investment(FDI),inflation rate,actual import and export volume,exchange rate and economic growth,this paper,by using the statistical data of the 15 RCEP economies from 2000 to 2019,constructs a global vector autoregressive(GVAR)model.It studies the economic impact of China’s economic growth on other RCEP members.The study found that China’s economic growth has a positive impact on other members,and the impact is different on different members.To be specific,China has a greater impact on the economic growth of ASEAN economies,while on developed countries it is relatively small;however,there is a significant positive impact on the more developed economies of the 10 ASEAN countries,such as Thailand,Singapore,Malaysia,Indonesia,and Vietnam.This is mainly resulted from industry and service,while this positive impact on the small ASEAN countries such as Brunei,Myanmar,Laos,and the Philippines is mainly resulted from agriculture and service.The increase of China’s import and export trade volume will continue to increase the economic contribution to the RCEP trade,and the trade in other RCEP members will depend more on China.

关 键 词：区域全面经济伙伴协定 GVAR模型 经济增长 进出口贸易 

分 类 号：F744[经济管理—国际贸易]