| 中国宏观经济波动的贸易传导机制的实证研究 |
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| 引用本文： | 庞震,王凯.中国宏观经济波动的贸易传导机制的实证研究[J].太原理工大学学报(社会科学版),2009,27(1):13-16. |
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| 作者姓名： | 庞震 王凯 |
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| 作者单位： | 1. 西安电子科技大学,人文学院,陕西,西安,710071
2. 西北大学,经济管理学院,陕西,西安,710127 |
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| 摘 要： | 在开放的经济条件下，随着各国贸易联系的增强，贸易和经济周期协动性呈现较强的正向关系。文章利用1999—2008年的季度时间序列数据，分析了我国进出口贸易波动与宏观经济波动的关系。结果表明在长期内，出口贸易波动与宏观经济波动存在正向的关系且存在双向格兰杰因果关系，进口贸易波动与宏观经济波动存在反向的关系且存在单向格兰杰因果关系。
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| 关 键 词： | 宏观经济波动 出口贸易 进口贸易 H—P滤波 |
The Empirical Study of the Transmission Mechanism between China's Trade and Macro-economic Fluctuation |
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| PANG Zhen,WANG Kai.The Empirical Study of the Transmission Mechanism between China''s Trade and Macro-economic Fluctuation[J].Journal of Taiyuan University of Technology(Social Sciences Edition),2009,27(1):13-16. |
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| Authors: | PANG Zhen WANG Kai |
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| Institution: | 1. Department of Social Science, School of Humanities and Arts, Xidian University, Xi＇ an Shaanxi 710071, China ; 2. School of Management and Economics, Northwest University ,Xi＇ an Shaanxi 710127 ,China) |
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| Abstract: | In the open economy, with trade links between countries enhancement, the trade and the economic cycles have formed a strong relationship. This article uses the quarterly data from 1999 to 2007,and analyzes the relationship between the trade fluctuation and macro economic fluctuation. The results show that there is a positive long-term relation between the export trade and economic fluctuation and a negative long-term relation between the import trade and the economic fluctuation. There exists bi-directional Granger causal relation between the export fluctuation and the macro economic fluctuation, and unidirectional Granger causal relation between macro eco- nomic fluctuation and import trade fluctuation. |
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| Keywords: | macro economic fluctuation export trade import trade H-P Filter |
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