| 我国进出口贸易关系的时间检验 |
| |
| 引用本文： | 刘富华,李国平.我国进出口贸易关系的时间检验[J].国际贸易问题,2006(1):10-13. |
| |
| 作者姓名： | 刘富华 李国平 |
| |
| 作者单位： | 西安交通大学经济与金融学院 |
| |
| 摘 要： | 本文运用E-G两步法,分析我国自1951年至2003年期间对外贸易出口总额和进口总额之间的关系。实证分析表明:进口总额和出口总额之间存在长期稳定的均衡关系,通过格兰杰检验发现,进口总额和出口总额之间还存在双向的格兰杰因果关系。本文在协整分析的基础上建立误差修正模型,分别从长期和短期对两者之间的关系进行定量分析。
|
| 关 键 词： | 出口贸易 进口贸易 协整 误差修正模型 |
Test of the Relation Between China's Import and Export |
| |
| LIU Fu-hua,LI Guo-ping.Test of the Relation Between China''''s Import and Export[J].Journal of International Trade,2006(1):10-13. |
| |
| Authors: | LIU Fu-hua LI Guo-ping |
| |
| Institution: | LIU Fu-hua LI Guo-ping |
| |
| Abstract: | On the basis of E-G and setting up ECM model, this paper tests the co-integration and causality between China's import and export according to the relevant data of 1951-2003. The result shows that between import and export, in addition to the co-integrated relation they are the mutual Granger cause of the latter when the number of the lagging period is 2. As a result, this paper advances some corresponding propositions. |
| |
| Keywords: | Import Export Co-integration Granger causality |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
