基于卡尔曼滤波的中美贸易收支分析——兼论人民币实际汇率波动对两国贸易收支的影响

作为在世界经济中扮演重要角色的两个大国,中国和美国间的贸易发展对世界经济有着重要影响。本文在分析了中美贸易动态影响因素的基础上,使用卡尔曼滤波对模型进行了估计,并进一步分析了各种影响因素对中美贸易差额的影响作用。

Analysis on the Sino-US Trade Balance Based on Kalman Filter

As two countries playing important roles in the world economy, the trade between China and the USA has great influence to the world economy. By analyzing the dynamic factors influencing Sino-US trade balance, this paper estimates the time-varying parameter model through Kalman filter, and analyzes how these factors influenced the Sino-US trade balance.