中国出口集装箱美东航线运价指数与中美贸易差额的相关性研究  

Research on the Correlation between China Containerized Freight Index of E/C America Service and China-US Trade Balance

作　　者：郑宇坤 柯菲 ZHENG Yukun;KE Fei(School of Economics and Trade,Hubei University of Economics Wuhan,Hubei 430205)

机构地区：[1]湖北经济学院经济与贸易学院,湖北武汉430205

出　　处：《中国商论》2022年第14期49-52,共4页China Journal of Commerce

摘　　要：中国出口集装箱运价指数是反映集装箱运价的指数,贸易差额是反映一定时期内一国对外贸易的重要指标。为研究中国出口集装箱市场与贸易不平衡的关系,本文选取2002年1月至2021年10月的CCFI美东航线和中美贸易差额的数据,进行差分平稳后确定最优滞后阶数,再构建VAR模型。结果表明:CCFI美东航线与中美贸易差额之间为双向格兰杰因果关系,但通过脉冲响应分析和方差分解发现,中美贸易差额对CCFI美东航线的冲击要大于CCFI美东航线对中美贸易差额的冲击;CCFI美东航线对中美贸易差额影响的贡献程度小于中美贸易差额对CCFI美东航线影响的贡献程度。通过以上分析,我们得出以下启示:运价指数在未来一段时间内仍居高位、政府要加强对集装箱生产的引导、企业要提升产品附加值。China Containerized Freight Index(CCFI)is an index reflecting containerized freight,and trade balance is an important indicator reflecting the foreign trade of a country in a certain period.To study the relationship between China’s containerized markets and trade imbalance,this article selects the data of CCFI E/C America Service and China-US trade balance from January 2002 to October 2021,conducts stationary difference calculation to determine the optimal lag order,and then constructs a VAR model.The results show that there is a two-way Granger causality between CCFI E/C America Service and US-China trade balance,but the impulse response analysis and variance decomposition reveal that the impact of US-China trade balance on CCFI E/C America Service is larger than the impact of CCFI E/C America Service on US-China trade balance;the contribution of CCFI E/C America Service to the impact of US-China trade balance is smaller than the contribution of US-China trade balance to CCFI E/C America Service.Through the above analysis,we draw the following conclusion that the freight index will remain high within a certain time in the future;the government should strengthen the guidance of container production,and enterprises should improve the added value of their products.

关 键 词：CCFI VAR模型 贸易不平衡 航运市场 脉冲响应 

分 类 号：F552.5[经济管理—产业经济]