短期国内外经济冲击对广东省出口贸易影响的实证分析

美国次贷危机引致世界经济发展减速、国内外生产要素价格上升导致成本提高以及人民币升值等因素对广东省出口形成冲击。文章基于月度数据,通过协整检验、格兰杰因果关系检验、脉冲响应函数和方差分解,分析各因素的影响程度。实证结果表明,进口减速、原材料价格上升、国外需求下降、劳动力成本上升及人民币升值都是导致广东省出口贸易减速的主要原因。解决这一问题的基本思路为转变外贸增长方式、分散出口风险、优化进口结构、增加内需及适度调整人民币币值。

An Empirical Analysis on the Effect of Short-run Economic Shocks on Guangdong's Export

Under the influence of slowdown of world economy, Guangdong is facing a great challenge in recent years.This paper uses monthly data to analyze several short-run factors and their influence on Guangdong's export.The empirical methods include cointegration analysis, Granger causality test, impulse response function and variance decomposition.A reasonable conclusion is that the decrease of imports, rising price of raw materials, declining in foreign demand, increasing labor costs and the appreciation of RMB a...