中国经济波动对日本经济脉冲效果的分析

本文通过向量自回归理论的脉冲响应函数,对中日双边经贸关系建立了相应的冲击反应模型,在实证的基础上定量分析了中日间经济相互冲击的效果。同时利用方差分解技术,分析了各冲击因素对两国经济的影响及其贡献率大小,实证结果显示:中国经济对日本经济的冲击效果相当明显,日本经济对中国经济的依赖性越来越大。

On the Impacting Effect of Chinese Economy on Japanese Economy

This paper constructs a shock-response model for Chain-Japan bilateral trade relations by using of impulse-response function of the Vector auto-regressive model. The fluctuation of mutual economic growth caused by the shock of bilateral trade variances is empirically analyzed. Further more, the paper also uses variance decomposition technology to estimate its contribution-rate. The empirical analysis result shows that Chinese economy has a notable impact on Japanese economy, and Japanese economy will depends on Chinese economy more and more.