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基于VECM模型的产业出口结构与加工贸易关系的实证分析——以化工业为例
Analysis on the Relation between Export Structure and Processing Trade of Chemical Industry by VECM
【摘要】 本文基于2002~2008年化工产业出口的月度数据,在协整分析的基础上,构建了长短期格兰杰因果检验模型,并结合脉冲响应函数对产业出口结构与加工贸易、加工设备引进的相互关系按2002~2005年和2006~2008年两个阶段分别进行了实证分析。得到的主要结论有:首先加工贸易的结构锁定效应并未在化工产业中出现,加工贸易对出口结构呈正向协整关系,但这一促进作用呈动态减弱的趋势;其次以加工贸易形式引进的设备,其技术含量有所提升,但所生产的产品仍不属于我国出口的高端产品。最后以加工贸易形式引进的设备在2006年后虽能促进出口结构升级,但作用力相对有限。
【Abstract】 Base on VECM’s co-integration analysis on monthly data from 2002 to 2008,we construct long term and short term Granger Causality models,moreover,we use impulse response to analysis the relation between export structure and processing trade of chemical industry before and after financial crisis.The result show:First,processing trade improves export structure,but the power become weaker.Second,the technology content of the equipment imported products by processing trade increase quickly,but the products manufactured by them are not the best products of China.Third,equipment imported by processing trade profit the export structure,but the force is very feeble.
【Key words】 Processing Trade; Export Structure; VECM; Granger Causality Test; Impulse Response;
- 【文献出处】 浙江社会科学 ,Zhejiang Social Sciences , 编辑部邮箱 ,2010年10期
- 【分类号】F224;F752.68;F426.7
- 【被引频次】4
- 【下载频次】374