国际贸易均衡波动概率统计模型及实证研究

将一个国家出口额和进口额看作随机变量,利用中心极限定理,出口额和进口额取若干和,服从正态分布,进而推出样本方差比值服从F分布及拒绝域和接受域。选取主要国家1981—2013年进出口贸易数据对该模型进行检验,指出出口均衡波动小于进口均衡波动,各国商品样本方差比值与服务样本方差比值大小与国家发达程度无关。另外,各国样本方差具有“边界性质”,即各国进出口总额样本方差比值位于其商品样本方差比值和服务样本方差比值之间。

Empirical research and probability statistical model on equilibrium fluctuations of international trade: based on data of major import and export countries from 1981 to 2013

The exports and imports of a country are treated as random variables. According to central limit theorem, if several sums of the value of exports and imports are obtained, then they will be subject to normal distribution, and then it is inferred that the ratio of the sample variances is subject to F distribution and rejection and acceptation regions can be decided. The data from 1981 to 2013 of major import and export countries are selected to test the model. The conclusions are that the fluctuations of export equilibrium are less than that of the import equilibrium, and the ratio of sample variances between the goods and the service has nothing to do with the degree if a country is developed or not. In addition, the sample variance of every country is in “the nature of border”, namely, the ratio of sample variance of the total of import and export is between the ratio of sample variance of goods trade and the ratio of sample variance of services trade.