进出口贸易波动对我国宏观经济波动的影响研究
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摘要
随着改革开放地不断深化,我国与世界的联系更加密切,而我国对外贸易规模不断扩大的同时,与主要贸易伙伴的贸易摩擦也不断增多。要保持国内宏观经济平稳较快的发展,就需要防范进出口贸易波动的负面影响。因此,本文在回顾国内外相关研究的基础上初步探讨了进出口贸易波动对我国宏观经济波动的影响。
通过文献阅读和数据收集,初步了解了国内外关于进出口贸易与宏观经济的研究成果,吸收和借鉴有关方法。根据相关理论阐述了进出口贸易波动与我国宏观经济波动的现状。研究表明,自1978年以来,我国进出口贸易不断发展,国内宏观经济也高速发展,并且我国进出口贸易波动与宏观经济波动之间存在一定的关联性。然后阐明进出口贸易波动传导宏观经济波动的一般原理,并分析进出口贸易波动是如何通过汇率、贸易条件、国外总需求和技术外溢传导效应对我国宏观经济波动产生影响。利用1978-2008年的时间序列数据及2001-2008年的省际面板数据,分析了进出口贸易波动对我国宏观经济波动的实证影响。具体利用VAR模型分析进出口贸易波动对宏观经济波动的长期和短期影响,运用面板模型分析东中西进出口贸易波动分别对各自宏观经济波动的影响。最后根据研究得到的启示,针对如何减少进出口贸易波动对我国宏观经济波动的负面影响、如何保持我国宏观经济健康稳定的发展提出了几点建议。
With the continuous deepened of reforming and opening up,China and the world become more closely linked. While expanding the scale of Chinese foreign trade, trade friction with major trading partners continued to increase. To maintain steady and rapid development of domestic macro-economic, we should guard against the negative impact of import and export trade fluctuations. Therefore, this paper reviews related research and discusses preliminarily the impact of import and export trade fluctuations on Chinese macro-economic fluctuations.
By reading literature and collecting data, we basically understand the import and export trade and macro-economic, through analyzing existed research results, we absorb and learn the methods. According to the related theories, we describe the status about import and export trade fluctuations and Chinese macro-economic fluctuations. Data shows that since 1978, Chinese import trade and export trade are growing and domestic macro-economic is also rapidly developed, what's more, there are some correlations between import and export trade fluctuations and Chinese macro-economic fluctuations. Then we clarify the general principles of import and export trade fluctuations conducted to macro-economic fluctuations and analyze how import and export trade fluctuations affect the transmission of macro-economic fluctuations in China by the exchange rate, terms of trade, foreign aggregate demand and technology spillover. Using time series data from 1978 to 2008 and the data on the provincial side from 2001 to 2008, we analyze the empirical impact of our import and export trade fluctuations on macro-economic fluctuations. Specially, we analyze long-term and short-term impact of import and export trade fluctuations on macro-economic fluctuations by using VAR model and analyze the three regions' impact of import and export trade fluctuations on macro-economic fluctuations respectively by using panel model. At last, according to the revelation of the research, we give some suggestions on how to reduce negative impact of import and export trade fluctuations on the macro-economic fluctuations and how to maintain healthy and stable development of Chinese macro-economic.
通过文献阅读和数据收集,初步了解了国内外关于进出口贸易与宏观经济的研究成果,吸收和借鉴有关方法。根据相关理论阐述了进出口贸易波动与我国宏观经济波动的现状。研究表明,自1978年以来,我国进出口贸易不断发展,国内宏观经济也高速发展,并且我国进出口贸易波动与宏观经济波动之间存在一定的关联性。然后阐明进出口贸易波动传导宏观经济波动的一般原理,并分析进出口贸易波动是如何通过汇率、贸易条件、国外总需求和技术外溢传导效应对我国宏观经济波动产生影响。利用1978-2008年的时间序列数据及2001-2008年的省际面板数据,分析了进出口贸易波动对我国宏观经济波动的实证影响。具体利用VAR模型分析进出口贸易波动对宏观经济波动的长期和短期影响,运用面板模型分析东中西进出口贸易波动分别对各自宏观经济波动的影响。最后根据研究得到的启示,针对如何减少进出口贸易波动对我国宏观经济波动的负面影响、如何保持我国宏观经济健康稳定的发展提出了几点建议。
With the continuous deepened of reforming and opening up,China and the world become more closely linked. While expanding the scale of Chinese foreign trade, trade friction with major trading partners continued to increase. To maintain steady and rapid development of domestic macro-economic, we should guard against the negative impact of import and export trade fluctuations. Therefore, this paper reviews related research and discusses preliminarily the impact of import and export trade fluctuations on Chinese macro-economic fluctuations.
By reading literature and collecting data, we basically understand the import and export trade and macro-economic, through analyzing existed research results, we absorb and learn the methods. According to the related theories, we describe the status about import and export trade fluctuations and Chinese macro-economic fluctuations. Data shows that since 1978, Chinese import trade and export trade are growing and domestic macro-economic is also rapidly developed, what's more, there are some correlations between import and export trade fluctuations and Chinese macro-economic fluctuations. Then we clarify the general principles of import and export trade fluctuations conducted to macro-economic fluctuations and analyze how import and export trade fluctuations affect the transmission of macro-economic fluctuations in China by the exchange rate, terms of trade, foreign aggregate demand and technology spillover. Using time series data from 1978 to 2008 and the data on the provincial side from 2001 to 2008, we analyze the empirical impact of our import and export trade fluctuations on macro-economic fluctuations. Specially, we analyze long-term and short-term impact of import and export trade fluctuations on macro-economic fluctuations by using VAR model and analyze the three regions' impact of import and export trade fluctuations on macro-economic fluctuations respectively by using panel model. At last, according to the revelation of the research, we give some suggestions on how to reduce negative impact of import and export trade fluctuations on the macro-economic fluctuations and how to maintain healthy and stable development of Chinese macro-economic.
引文
[1]亚当·斯密.国民财富的性质和原因研究.北京：商务印书馆,1974,19-20
[2]马尔萨斯.政治经济学原理.北京：商务印书馆,1962,325-326
[3]约翰·穆勒.政治经济学原理—及其社会哲学上的若干应用.北京：商务印书馆,1991,273-274
[4]黄静波.国际贸易理论与政策.北京：清华大学出版社,2007,300-302
[5]保罗·萨缪尔森,威廉·诺德豪斯.经济学.北京：机械工业出版社,1998,603-604
[6]Thirlwall A P. The Keynesian Multiplier with Interest Rate, Redistribution and Real Balance Effects. Oxford Bulletin of Economics and Statistics,1974,36(4): 235-246
[7]Corden M, Max W. The effects of trade on the rate of growth. Trade, Balance of Payments and Growth:Papers in Honor of Charles P.Kindleberger, Amsterdam: North-Holland,1971,117-143
[8]Emery R F. The Relation of Exports and Economic Growth. Kylos,1967,20(2): 470-486
[9]Balassa B. Exports and economic growth:further evidence. Journal of Development Economics,1978,5(2):181-189
[10]David C M. The Trade-Off between Cash Flow and Net Present Value. Scandinavian Journal of Economics,1993,95(1):65-75
[11]Lee F, William E. Simultaneity in the study of exports and economic growth. International Economic Journal,1994,8(1):33-41
[12]Kitson M. Coflict, co-operation and change:the political economy of trade and trade policy. Review of International Economy,1995,2(4):632-657
[13]Alan C, Linda L T. Tasters and technology in two-country model of the business cycle:explaining international co-movements. American Economic Association, 1995,85(1):168-185
[14]Frankel J A. The Endogeneity of the Optimum Currency Area Critria. The Economic Journal,1998,108(449):1009-1025
[15]Andrea R. Net exports, consumption volatility and international business cycle model. Journal of International Economics,2008,75(1):14-29
[16]包群.出口贸易如何促进经济增长—基于要素生产率的实证研究.上海经济 研究,2003,(3)：3-10
[17]石传玉,王亚菲,王可：我国对外贸易与经济增长关系的实证分析.南开经济研究,2003,(1)：53-58
[18]郭欣.对外贸易与经济增长相关性研究.经济问题探索,2004,(10)：74-76
[19]李洁,张天顶.贸易开放度与中国经济增长关系的地区差异研究.南方经济,2006,(12)：104-110
[20]仇焕广,杨军,黄季焜.建立中国—东盟自由贸易区对我国农产品贸易和区域农业发展的影响.管理世界,2007,(9)：56-75
[21]韦有周.我国贸易收支与经济增长关系的实证研究—基于瑟尔沃模型的研究.财经研究,2009,(10)：126-133
[22]张婧.山东省加工贸易与经济增长实证关系研究.现代商贸研究,2009,(19)：83-84
[23]宣烨,李思慧.产业内贸易与经济增长：基于协整关系的分析.商业研究,2009,(11)：122-125
[24]王怀民.加工贸易与经济增长—兼论经济危机下的加工贸易政策.兰州商学院学报,2009,(2)：87-91
[25]付韶军.基于面板协整的对外贸易与经济增长关系研究.统计教育,2009,(7)：60-62
[26]曾慧琴.服务贸易对服务业和经济增长的影响研究—基于OECD国家面板协整检验实证分析.产业经济,2009,(4)：70-73
[27]唐宜红.亚洲经济波动的传递与我国的对策分析.财贸经济,1998,(1)：48-52
[28]刘明兴,马晓野.宏观经济波动与国际贸易.国际贸易,2001,(2)：30-33
[29]王今朝,李静.论外来经济冲击对国内商品市场的影响.当代财经,2003,(2)：10-13
[30]陈全功,程蹊.从中美贸易看“美国因素”对中国经济的影响.世界经济与政治论坛,2003,(4)：29-32
[31]任志祥,宋玉华.我国与东亚区域内贸易及经济周期的协动性研究.国际贸易问题,2004,(5)：34-37
[32]孙立坚,孙立行.对外开放和经济波动的关联性检验.经济研究,2005,(6)：69-81
[33]何平平,李正辉,吕忠伟.中国经济周期外在冲击机制的实证研究.河南商业高等专科学校校报,2005,(6)：69-81
[34]杜婷,庞东.国际贸易冲击与中国经济的周期波动.国际贸易问题研究,2006,(12)：12-17
[35]贾俊雪,郭庆旺.经济开放、外部冲击与宏观经济稳定—基于美国经济冲击 的影响研究.中国人民大学学报,2006,(6)：65-73
[36]吴一丁,毛克贞.我国出口贸易影响经济增长的路径研究.国际贸易问题,2006,(2)：28-33
[37]李浩,胡永刚,马知遥.国际贸易与中国实际经济周期—基于封闭与开放经济的RBC模型比较分析.经济研究,2007,(5)：17-27
[38]高铁梅.中国出口周期性波动及成因研究—基于主成分方法构建中国出口景气指数.商业经济与管理,2007,(2)：28-34
[39]宋玉华,方建春.中国与世界经济波动的相关性研究—中国和东亚新兴市场国家的案例.财贸经济,2007,(1)：104-110
[40]李浩,钟昌标.贸易顺差与中国的实际经济周期分析：基于开放的RBC模型的研究.世界经济,2008,(4)：60-65
[41]车维汉,贾利军.国际贸易冲击效应与中国宏观经济波动：1978-2005.世界经济,2008,(4)：25-36
[42]赵留彦.供给、需求与中国宏观经济波动.财贸经济,2008,(3)：59-65
[43]李颖.汇率对物价水平的传导机制及效果的理论分析.山东社会科学,2008,(3)：79-81
[44]左军英.美国经济波动对中国经济影响的实证分析.经济问题探索,2008,(4)：176-179
[45]贾怀勤.改革开放以来中国经济波动与对外经济贸易因素.国际贸易,2009,(1)：19-23
[46]张连城,郎丽华.经济周期与对外贸易周期的关系.中国集体经济新经济,2009,(3)：16-21
[47]任志祥.论经济全球化下的中国经济与世界经济周期.技术经济,2004,(3)：15-17
[2]马尔萨斯.政治经济学原理.北京：商务印书馆,1962,325-326
[3]约翰·穆勒.政治经济学原理—及其社会哲学上的若干应用.北京：商务印书馆,1991,273-274
[4]黄静波.国际贸易理论与政策.北京：清华大学出版社,2007,300-302
[5]保罗·萨缪尔森,威廉·诺德豪斯.经济学.北京：机械工业出版社,1998,603-604
[6]Thirlwall A P. The Keynesian Multiplier with Interest Rate, Redistribution and Real Balance Effects. Oxford Bulletin of Economics and Statistics,1974,36(4): 235-246
[7]Corden M, Max W. The effects of trade on the rate of growth. Trade, Balance of Payments and Growth:Papers in Honor of Charles P.Kindleberger, Amsterdam: North-Holland,1971,117-143
[8]Emery R F. The Relation of Exports and Economic Growth. Kylos,1967,20(2): 470-486
[9]Balassa B. Exports and economic growth:further evidence. Journal of Development Economics,1978,5(2):181-189
[10]David C M. The Trade-Off between Cash Flow and Net Present Value. Scandinavian Journal of Economics,1993,95(1):65-75
[11]Lee F, William E. Simultaneity in the study of exports and economic growth. International Economic Journal,1994,8(1):33-41
[12]Kitson M. Coflict, co-operation and change:the political economy of trade and trade policy. Review of International Economy,1995,2(4):632-657
[13]Alan C, Linda L T. Tasters and technology in two-country model of the business cycle:explaining international co-movements. American Economic Association, 1995,85(1):168-185
[14]Frankel J A. The Endogeneity of the Optimum Currency Area Critria. The Economic Journal,1998,108(449):1009-1025
[15]Andrea R. Net exports, consumption volatility and international business cycle model. Journal of International Economics,2008,75(1):14-29
[16]包群.出口贸易如何促进经济增长—基于要素生产率的实证研究.上海经济 研究,2003,(3)：3-10
[17]石传玉,王亚菲,王可：我国对外贸易与经济增长关系的实证分析.南开经济研究,2003,(1)：53-58
[18]郭欣.对外贸易与经济增长相关性研究.经济问题探索,2004,(10)：74-76
[19]李洁,张天顶.贸易开放度与中国经济增长关系的地区差异研究.南方经济,2006,(12)：104-110
[20]仇焕广,杨军,黄季焜.建立中国—东盟自由贸易区对我国农产品贸易和区域农业发展的影响.管理世界,2007,(9)：56-75
[21]韦有周.我国贸易收支与经济增长关系的实证研究—基于瑟尔沃模型的研究.财经研究,2009,(10)：126-133
[22]张婧.山东省加工贸易与经济增长实证关系研究.现代商贸研究,2009,(19)：83-84
[23]宣烨,李思慧.产业内贸易与经济增长：基于协整关系的分析.商业研究,2009,(11)：122-125
[24]王怀民.加工贸易与经济增长—兼论经济危机下的加工贸易政策.兰州商学院学报,2009,(2)：87-91
[25]付韶军.基于面板协整的对外贸易与经济增长关系研究.统计教育,2009,(7)：60-62
[26]曾慧琴.服务贸易对服务业和经济增长的影响研究—基于OECD国家面板协整检验实证分析.产业经济,2009,(4)：70-73
[27]唐宜红.亚洲经济波动的传递与我国的对策分析.财贸经济,1998,(1)：48-52
[28]刘明兴,马晓野.宏观经济波动与国际贸易.国际贸易,2001,(2)：30-33
[29]王今朝,李静.论外来经济冲击对国内商品市场的影响.当代财经,2003,(2)：10-13
[30]陈全功,程蹊.从中美贸易看“美国因素”对中国经济的影响.世界经济与政治论坛,2003,(4)：29-32
[31]任志祥,宋玉华.我国与东亚区域内贸易及经济周期的协动性研究.国际贸易问题,2004,(5)：34-37
[32]孙立坚,孙立行.对外开放和经济波动的关联性检验.经济研究,2005,(6)：69-81
[33]何平平,李正辉,吕忠伟.中国经济周期外在冲击机制的实证研究.河南商业高等专科学校校报,2005,(6)：69-81
[34]杜婷,庞东.国际贸易冲击与中国经济的周期波动.国际贸易问题研究,2006,(12)：12-17
[35]贾俊雪,郭庆旺.经济开放、外部冲击与宏观经济稳定—基于美国经济冲击 的影响研究.中国人民大学学报,2006,(6)：65-73
[36]吴一丁,毛克贞.我国出口贸易影响经济增长的路径研究.国际贸易问题,2006,(2)：28-33
[37]李浩,胡永刚,马知遥.国际贸易与中国实际经济周期—基于封闭与开放经济的RBC模型比较分析.经济研究,2007,(5)：17-27
[38]高铁梅.中国出口周期性波动及成因研究—基于主成分方法构建中国出口景气指数.商业经济与管理,2007,(2)：28-34
[39]宋玉华,方建春.中国与世界经济波动的相关性研究—中国和东亚新兴市场国家的案例.财贸经济,2007,(1)：104-110
[40]李浩,钟昌标.贸易顺差与中国的实际经济周期分析：基于开放的RBC模型的研究.世界经济,2008,(4)：60-65
[41]车维汉,贾利军.国际贸易冲击效应与中国宏观经济波动：1978-2005.世界经济,2008,(4)：25-36
[42]赵留彦.供给、需求与中国宏观经济波动.财贸经济,2008,(3)：59-65
[43]李颖.汇率对物价水平的传导机制及效果的理论分析.山东社会科学,2008,(3)：79-81
[44]左军英.美国经济波动对中国经济影响的实证分析.经济问题探索,2008,(4)：176-179
[45]贾怀勤.改革开放以来中国经济波动与对外经济贸易因素.国际贸易,2009,(1)：19-23
[46]张连城,郎丽华.经济周期与对外贸易周期的关系.中国集体经济新经济,2009,(3)：16-21
[47]任志祥.论经济全球化下的中国经济与世界经济周期.技术经济,2004,(3)：15-17