基于VAR模型对中国跨境电商和外贸经济关系的实证分析  

An Empirical Analysis of the Economic Relationship Between Chinese Cross-border E-commerce and Foreign Trade Based on the VAR Model

作　　者：高天惠[1] 刘文慧 朱家明[3] GAO Tianhui;LIU Wenhui;ZHU Jiaming(Library,Anhui University of Finance and Economics,Bengbu 233030,Anhui,China;School of International Economics and Trade,Anhui University of Finance and Economics,Bengbu 233030,Anhui,China;School of Statistics and Applied Mathematics,Anhui University of Finance and Economics,Bengbu 233030,Anhui,China)

机构地区：[1]安徽财经大学图书馆,安徽蚌埠233030 [2]安徽财经大学国际经济贸易学院,安徽蚌埠233030 [3]安徽财经大学统计与应用数学学院,安徽蚌埠233030

出　　处：《山西师范大学学报（自然科学版）》2023年第1期86-92,共7页Journal of Shanxi Normal University(Natural Science Edition)

基　　金：国家社科基金项目(21CTJ024);安徽财经大学教研项目(acxkjs2021005,acyljc2021002)。

摘　　要：针对中国跨境电商和外贸经济关系,选取2009年~2020年的跨境电商交易额与进出口总额的时间序列数据,通过Eviews 9.0,采用格兰杰因果检验、平稳性检验、基于VAR模型的应用等计量方法,实证分析研究两者之间的互动关系.研究得出结论:跨境电商与外贸经济之间有着重要的联系且互相影响,并对我国跨境电商和外贸经济的进一步发展提出建议.The purpose is to focus on the economic relationship between China's cross-border e-commerce and foreign trade.The method selects the time series data of cross-border e-commerce transaction volume and total import and export from 2009 to 2020.Test,based on the application of VAR model and other measurement methods,and empirically analyze the results to study the interaction between the two.The research concludes that there is an important connection and mutual influence between cross-border e-commerce and foreign trade economy,and puts forward suggestions for the further development of my country's cross-border e-commerce and foreign trade economy.

关 键 词：跨境电商 外贸经济 VAR模型 脉冲响应 计量方法 

分 类 号：F724.6[经济管理—产业经济] F752