广州港口货运物流与对外贸易关系实证研究
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摘要
以广州市2000-2017年港口货运物流和对外贸易的相关数据为基础,采用时间序列模型的平稳性检验(ADF检验),建立VAR模型和脉冲响应函数,实证研究广州港口货运物流与对外贸易的关系。通过单位根检验表明,港口货物吞吐量序列和商品进出口总额序列是平稳的。通过脉冲响应函数分析发现,广州对外贸易对港口货运物流的影响是负向的,但处于一个较小的数值范围波动,这种负向影响较微弱。广州港口货运物流对其对外贸易短期具有正效应,长期影响效果不大。从方差分解图分析发现,广州港口货物吞吐量对商品进出口总值呈正相关,贡献率较高,这说明从长期来看广州港口货运物流对进出口贸易贡献率在逐年增加。
Based on the relevant data of port freight logistics and foreign trade in Guangzhou from 2000 to 2017, the stability test(ADF test) of time series model is used to establish VAR model and impulse response function, conducting an empirical study on Guangzhou port freight logistics and foreign trade relationship. The empirical results show that: First, the unit root test shows that the port cargo throughput sequence and the commodity import and export total sequence are stable, and the VAR model is established according to the optimal lag order. Second, the analysis of impulse response function indicates that the impact of Guangzhou's foreign trade on port freight logistics is negative, but within a small numerical range, therefore the negative impact is weak. Third, Guangzhou port cargo logistics has a positive effect on its foreign trade in the short term, but the long-term impact is not effective. Fourth, the analysis of variance decomposition map demonstrates that the cargo throughput of Guangzhou port is positively correlated with the total value of imports and exports of goods, and the contribution rate is high. This shows that the contribution rate of Guangzhou port freight logistics to import and export trade is increasing year by year in the long run.
Based on the relevant data of port freight logistics and foreign trade in Guangzhou from 2000 to 2017, the stability test(ADF test) of time series model is used to establish VAR model and impulse response function, conducting an empirical study on Guangzhou port freight logistics and foreign trade relationship. The empirical results show that: First, the unit root test shows that the port cargo throughput sequence and the commodity import and export total sequence are stable, and the VAR model is established according to the optimal lag order. Second, the analysis of impulse response function indicates that the impact of Guangzhou's foreign trade on port freight logistics is negative, but within a small numerical range, therefore the negative impact is weak. Third, Guangzhou port cargo logistics has a positive effect on its foreign trade in the short term, but the long-term impact is not effective. Fourth, the analysis of variance decomposition map demonstrates that the cargo throughput of Guangzhou port is positively correlated with the total value of imports and exports of goods, and the contribution rate is high. This shows that the contribution rate of Guangzhou port freight logistics to import and export trade is increasing year by year in the long run.
引文
[1]广州市统计局,国家统计局广州调查队.2017年广州国民经济和社会发展统计公报[R].[EB/OL].http://tjj.gz.gov.cn/gzstats/tjgb/list.shtml,2018-04-01.
[2]Kumar,Hoflhlan.Globalization the maritime nexus.Handbook of maritime Economies,LLP.London,2002.
[3]HongOanhNguyen,JoseLTongzon.CasualNexus betweentheTrans-portandLogisticsSector andTrade:TheCaseofAustralia[J].Transport Policy,2010,(17):135-146.
[4]霍惠惠.深圳市现代物流业对进出口贸易影响实证分析[J].合作经济与科技,2018,(6):92-93.
[5]黄梅英,严晓艺,王琼.福州港口货运物流水平影响对外贸易的实证分析[J].科技和产业,2015,15(5):32-37.
[6]朱坤萍,张喜梅.港口货运物流与对外贸易关系的实证分析——基于河北省1990—2011年数据[J].河北经贸大学学报,2013,34(5):106-110.
[7][11][12]高秀丽,孟飞荣.广东省对外贸易与国际物流关系的实证研究[J].科技管理研究,2012,32(21):86-90.
[8]张光明,廖志高.广西港口货运物流与对外贸易关系的实证研究[J].物流技术,2015,34(11):93-95.
[9]陈夏妍.深圳对外贸易与现代物流关系的实证分析[J].物流科技,2011,34(10):32-35-81.
[10]查伟伟.广州港口产业发展研究[J].广州航海学院学报,2016,24(4):24-26.
(1)广州市统计局http://www.gzstats.gov.cn/。
(2)广州市统计局http://www.gzstats.gov.cn/。
(3)(4)中国港口集装箱网http://www.portcontainer.com/index.do。
(5)(6)(7)广州市统计局http://www.gzstats.gov.cn/。
(8)(9)广州海关2011-2017年出口简报数据整理:http://guangzhou.customs.gov.cn/guangzhou_customs/381558/381572/381573/57c3be63-2.html.
(10)检验形式中的三个参数,c,t,k分别代表常数项、时间趋势项和滞后阶数;检验模型中是否含有常数项、时间趋势项;根据AIC和SC值最小的原则来确定最优滞后阶数k。
[2]Kumar,Hoflhlan.Globalization the maritime nexus.Handbook of maritime Economies,LLP.London,2002.
[3]HongOanhNguyen,JoseLTongzon.CasualNexus betweentheTrans-portandLogisticsSector andTrade:TheCaseofAustralia[J].Transport Policy,2010,(17):135-146.
[4]霍惠惠.深圳市现代物流业对进出口贸易影响实证分析[J].合作经济与科技,2018,(6):92-93.
[5]黄梅英,严晓艺,王琼.福州港口货运物流水平影响对外贸易的实证分析[J].科技和产业,2015,15(5):32-37.
[6]朱坤萍,张喜梅.港口货运物流与对外贸易关系的实证分析——基于河北省1990—2011年数据[J].河北经贸大学学报,2013,34(5):106-110.
[7][11][12]高秀丽,孟飞荣.广东省对外贸易与国际物流关系的实证研究[J].科技管理研究,2012,32(21):86-90.
[8]张光明,廖志高.广西港口货运物流与对外贸易关系的实证研究[J].物流技术,2015,34(11):93-95.
[9]陈夏妍.深圳对外贸易与现代物流关系的实证分析[J].物流科技,2011,34(10):32-35-81.
[10]查伟伟.广州港口产业发展研究[J].广州航海学院学报,2016,24(4):24-26.
(1)广州市统计局http://www.gzstats.gov.cn/。
(2)广州市统计局http://www.gzstats.gov.cn/。
(3)(4)中国港口集装箱网http://www.portcontainer.com/index.do。
(5)(6)(7)广州市统计局http://www.gzstats.gov.cn/。
(8)(9)广州海关2011-2017年出口简报数据整理:http://guangzhou.customs.gov.cn/guangzhou_customs/381558/381572/381573/57c3be63-2.html.
(10)检验形式中的三个参数,c,t,k分别代表常数项、时间趋势项和滞后阶数;检验模型中是否含有常数项、时间趋势项;根据AIC和SC值最小的原则来确定最优滞后阶数k。