我国内贸与外贸的动态影响研究——基于VAR模型的实证

文章使用我国加入WTO以来的最新月度数据,通过协整检验、误差修正模型、Granger因果关系检验等方法,对我国社会消费品零售总额、出口总额和进口总额之间关系进行了实证研究。结果表明,三者之间存在长期稳定的均衡关系;短期内外贸带动内贸发展的效果并不明显;内贸对外贸的促进作用仅表现为内贸对出口的长期影响。为此,我国应该采取相关对策,进一步加快内外贸一体化的进程。

An Empirical Study on the Dynamic Relationship between China's Domestic Trade and Foreign Trade: Based on VAR Model

Using the monthly data after China's entry of WTO, this paper applies cointegration analysis, error correction model and Granger causality test to analyze the relationship among our country's total quantities of consumable retail, export and import. The results showthat there is a long-run equilibrium relationship among them three; the leading effect of foreign trade on domestic trade is not obvious in the short run while the promoting effect of domestic trade on export can be found in the long run. Therefo...