基于面板数据的四川省出口预警实证研究
详细信息    本馆镜像全文|  推荐本文 |  |   获取CNKI官网全文
摘要
随着我国经济的不断发展和世界经济全球化的日益加深,世界各经济大国的竞争也越来越激烈。因此,出口贸易预警已经逐步在经济学研究领域当中占据了非常重要的地位。四川省是我国的西部大省也是我国内地对外开放的重点地区,最近几年受益于国家宏观政策的扶持,积极引进外商投资,参与国际分工与竞争,这些举动和因素都大大推动了四川省出口贸易。所以,对四川省出口情况深入剖析,建立基于四川省的实际情况的对外贸易预警分析模型,对促进四川省出口贸易的发展,合理制定出口的政策和措施,增强对外竞争的能力,具有非常重要的现实意义。
     但是就目前国内的研究现状而言,出口贸易预警分析还存在以下几个问题:首先,在出口贸易预警模型方面,需要用到大量的样本数据,而一旦样本中数据不足的时候,预警效果就会大打折扣,但是由于我国在出口贸易预警方面的起步较晚,各个地区的出口贸易的数据统计时间并不长,准确的说是在改革开放之后才有了初步的统计,其数据样本时间序列并不长,这就使得在预警研究建模的时候受到了一定的限制;其次,目前许多贸易预警模型大多数是借鉴国外的经济模型且都是基于其他国家的经济现状而建立的,并不完全适合于我国的经济现状。因此针对于这些问题,本文基于四川省的出口贸易数据,对目前已有研究当中的预警模型进行改进,引入面板数据提高预警精度,并为政府提出具有参考价值的建议。
     首先,本文在总结和分析了出口贸易预警的研究现状后,基于当前四川省出口贸易数据,利用Logit模型进行了预警分析。
     其次,根据当前四川省出口贸易数据成小样本的情况,引入了面板数据对Logit模型进行改进,对四川省出口贸易再次进行预警分析,并与之前的效果进行对比,结果表明,基于面板数据的Logit模型更适合四川省出口数据的特征。
     最后,利用基于面板数据的Probit模型对预警模型中的影响因素进行分析,为政府提出了具有参考价值的建议。
As China's economic growth and the deepening of economic globalization, more and more intense competition appeared among every country. So the export trade warning holds a very important position in economic research. Sichuan is one of the key areas for China’s opening up. In recent years it benefited from the national macro economy policy support, draw foreign investment, and participate in international division of labor and competition. All these factors promote the progress of export trade. Therefore, to analyze the export trade of Sichuan Province, establish the early warning model based on Sichuan Province, is very important to promote the growth of export trade and make reasonable measures for Sichuan Province.
     However, the warning of export trade research on current domestic situation caused the following problems: First, early warning models in the export trade based on the sample with a number of sample data, once when the data is not sufficient, the warning effect will be influenced. But because of China’s export trade in the early warning started so late, the export trade statistics in every province is not so long which limited the modeling; Second, not entirely suitable for Chinese current economic situation. At present, most trade early warning models established are based on the other countries’economic situation. So for those problems, this paper’s data based on the export trade in Sichuan Province, use panel data to improve the traditional model. Provide the Government some valuable suggestions.
     First, this paper summarizes and analyzes the export trade warning research, using Logit model to analyze the current export data in Sichuan Province.
     Secondly, based on the current export data in Sichuan Province, establish the Logit model based on the panel data, analyze the current export data in Sichuan Province. And compare with previous results.
     Finally, use Probit model based on panel data to analyze the impact of factors, provide the Government some valuable suggestions.
引文
[1] Beaver, W. H. Financial Ratios as Predictors of Failure, Journal of Accounting Research, 1966, 4: 71-111
    [2] Altman, Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy, Journal of Finance 1968, 23:589-609
    [3] Jeffrey.A,Frankel:Globalization of the Economy. NBER Working Paper,August, 2000,656: 7858-7871.
    [4] Sachs.J. Tornell.A.Velasco.A..Financial Crises in Emerging Markets:The Lessons of 1995. Brookings Papers on Economic Activity 1996,1:147-217.
    [5] Kaminsky G L,Lizondo S,Reinhart C M. Leading indicators of currency crises. International Monetary Fund, 1998, 45:1-48.
    [6] Juliana Yim,Heather Mitchell. Comparison of country risk models:hybrid neural networks, logit models,discriminant analysis and cluster techniques.Expert Systems with Applications, 2005, 28: 137-148.
    [7] Martin D. Early warning of bank failure:a logistic regression approach., Journal of banking and finance, January 1977, 28: 249-276.
    [8] Ciarlone, A. and Trebesch,i G.“Designing an Early Warning System for Debt Crises.”Emerging Market Review, 2005, 6:376-395.
    [9] Bussiere, M. and Fratzscher, M.“Towards a New Early Warning System of Financial Crises.”Journal of International Money and Finance,2006, 25:953-973.
    [10] Roger Simnett, Ann Vanstraelen,Wai Fong Chua Assurance on Sustainability Reports:An International Comparison The Accounting Review; 2009 84: 937
    [11] Lisa A Neilson, Pamela Paxton. Social Problems.Social Capital and Political Consumerism: A Multilevel AnalysisBerkeley; 2010, 57 : 5-20
    [12] Anonymous,Applied Economics; Scientists at Texas Technical University publish new data on applied economics,Economics & Business Week,Atlanta: 2010 10: 5-20.
    [13] Tao Dumas, Gender and State Supreme Courts: Explaining Male and Female Judges' Concurring and Dissenting Behavior SSRN Working Paper Series, Rochester: 2010. 84: 937-945
    [14] Bartholomew Sullivan, U.S. Brazil resolve trade dispute stemming from cotton subsidies—for now; McClatchy - Tribune Business News. 2010. 79: 147-217
    [15] Anonymous. Science; Studies conducted at L.B. Rocha et al on science recently published,Economics Week. Atlanta: 2010. 10: 95-120
    [16]吴明录,贺剑敏.我国短期经济波动的监测预警系统.系统工程理论与实践,1994,12 (3) :47-52
    [17]刘志强.金融危机预警指标体系研究.世界经济, 1999, 12 (4): 17-23
    [18]李彭城,王栋.经济监测预警系统模型建立及系统实现.控制与决策,2000,24(2):550-554
    [19]周新辉.金融危机预警系统研究.金融研究, 1997, 23 (2): 64-69
    [20]唐旭,张伟.论建立中国金融危机预警系统经济学动态.金融研究, 2002,6 (6): 7-12
    [21]胡燕京,高会丽.因子分析:中国的金融风险及应对策略.财贸研究, 2002 15 (3): 25-29
    [22]冯芸,吴冲锋.货币危机早期预警系统,系统工程理论方法应用, 2002 11 (1): 8-11
    [23]汪莹.金融危机预警模型的构建-五系统加权法预警模型.西安石油学院学报,2003, 1 (12): 9-17
    [24]佟金萍,杜军.宏观经济预警支持系统初探.理论探讨, 2003, 6 (3): 85-87
    [25]朱丽莉,王怀明.初探财务预警系统的构建.市场周刊,2006,12 (6): 84-85
    [26]余根钱.中国经济检测预警系统的研制.统计研究,2005,23 (12): 39-44
    [27]白冰.中国进出口贸易总额的影响因素分析.财经纵横,2006, 21 (7): 37-46
    [28]顾银宽,林钟高.基于时间序列数据的财务危机预警模型及实证研究.经济理论与经济管理, Economic Theory and Business Management, 2005, 6 (8): 84-85
    [29]朱丽莉,王怀明.初探财务预警系统的构建.市场周刊, 2006, 6 (9): 24-35
    [30]赖国毅.企业成长性识别与预测—基于Logit函数的经验证据.现代经济, 2009, 2 (1):8-11
    [31]石柱鲜,牟晓芸.关于中国外汇风险预警研究-利用三元Logit模型.金融研究, 2005, 30 (1); 24-32
    [32]周玮,杨兵兵,陈宏徐,晓肆.商业银行违约概率测算相关问题研究.国际金融研究, 2005, 6 (7): 25-29
    [33]张燃.用Logit模型预测银行客户的违约概率.金融教学与研究, 2005, 12 (4): 25-29
    [34]李萌. Logit模型在商业银行信用风险评估中的应用研究.管理科学, 2005, 7(4): 7-12
    [35]李锋.基于Logit模型的影响旅游者风险感知的要素判别研究——以四川“5.12”地震为例.旅游论坛, 2008, 1(3): 39-44
    [36]李珊,张东成.基于Logit模型上市公司财务危机预警实证研究.商场现代化, 2008, 26(6): 45-57
    [37]陈峻,李春燕,张小东.居民出行生成预测的二元logit模型改进及验证.武汉理工大学学报(交通科学与工程版), 2009, 5 (5): 85-87
    [38]金颖思.技术性贸易壁垒的风险评估及其预警.暨南大学, 2006, 6 (5): 33-42
    [39] Tao SONG, Ting guo ZHENG, Lian jun TONG. An empirical test of the environmental Kuznets curve in China: A panel cointegration approach. China Economic Review ,2008, 19: 381–392
    [40] Raj Aggarwal, John W. Goodell. Equity premia in emerging markets: National characteristics as determinants. J. of Multi.Fin.Manag. 2008, 18:389–404
    [41] Chien Chiang Lee, Chun-Ping Chang, Pei-Fen Chen. Energy-income causality in OECD countries revisited: The key role of capital stock. Energy Economics.2008,30:2359–2373
    [42] O.de Bandt, C. Bruneau b,W. El Amri. Stress testing and corporate finance. Journal of Financial Stability .2008,4:258–274
    [43] Pierre-Carl Michaud, Arthur van Soest. Health and wealth of elderly couples: Causality tests using dynamic panel data models. Journal of Health Economics. 2008, 27: 1312–1325
    [44]郑思齐,符育明,刘洪玉.利用排序多元Logit模型研究城市居民的居住区位选择.地理科学进展, 2004, 32 (5): 33-42
    [45]肖艳.上市公司财务困境预警的Logit模型实证研究.湖南工程学院学报, 2004, 9 (12) : 63-72
    [46]王会彬.基于组合优化的大城市快捷公交需求预测技术研究.北京交通大学学报, 2009, 3 (6): 13-22
    [47]陆亿.我国食品出口遭遇SPS壁垒的研究.[硕士学位论文],江苏大学, 2009, 7(6) :85-87
    [48]柳萍.中美纺织标准差异与中国纺织出口. [硕士学位论文],江苏大学, 2009, 10 (6): 35-42
    [49]曾得利.金融稳定性评估模型及其应用研究. [硕士学位论文],湖南大学, 2009, 9 (6) : 5-11
    [50]杨莹.上市公司资本结构对成长性影响的实证研究. [硕士学位论文],首都经济贸易大学, 2009, 8(3) : 75-81
    [51]罗楚亮.城乡分割、就业状况与主观幸福感差异.经济学, 2006, 5 (3): 34-41
    [52]李明.基于面板数据的经济增长与环境问题研究.统计与决策, 2007,9(22):25-37
    [53]叶勇.基于Probit模型的客户累积保持率分析.统计与决策, 2007, 10 (7)33-42
    [54]彭方平,王少平.我国利率政策的微观效应——基于动态面板数据模型研究.管理世界,2007, 3 (1) : 85-87
    [55]马君潞,吕剑.人民币汇率制度与金融危机发生概率——基于Probit和Logit模型的实证分析.国际金融研究,2007,11(9) :31-42
    [56]郑梅,苗佳. Logit模型在上海股市预测中的应用.统计与决策, 2007, 9 (3): 15-21
    [57]周宇,雷汉云.基于logit模型的信用担保风险研究.统计与决策, 2008, (7): 33-44
    [58]卫韦.基于Logit的商业银行信用风险识别模型.经济师, 2007, 7(11): 85-87
    [59]冯宗宪,向洪金,柯孔林.出口反倾销立案申请预警:基于面板数据logit模型的研究.世界经济, 2008, 6 (9): 23-29
    [60]吴献金,黄飞,付晓燕.我国出口贸易与能源消费关系的实证检验.统计与决策, 2008, 16 (9): 22-27
    [61]蔡风景,李元.我国能源消费和经济增长的因果关系研究.统计与决策, 2008 (9): 24-35
    [62]李金滟,宋德勇.专业化、多样化与城市集聚经济——基于中国地级单位面板数据的实证研究.管理世界, 2008, 12 (2): 74-79
    [63]蒲艳萍,陈娟.转型期的产业结构变动与中国就业效应——面板数据的回归分析与协整检验.重庆大学学报(社会科学版), 2008, 18 (14): 55-60
    [64]胡昭玲,曾敏.中国劳务输出对进出口贸易影响的实证分析.数量经济技术经济研究, 2008, 12(3): 64-70
    [65]郑昱.基于Probit模型的个人信用风险实证研究.上海金融.2009, 9(10): 85-87
    [66]杨得前,何春联.信任、付税意愿与税收遵从——基于Probit模型的实证研究.华东经济管理, 2009, 12 (11): 32-37
    [67]吴晓晖,娄景辉.独立董事对传统内部治理机制影响的实证研究——基于多元回归模型和Logistic模型的中国证据.数量经济技术经济研究, 2008, 9 (4): 15-23
    [68]李晓嘉,刘鹏.中国经济增长与能源消费关系的实证研究——基于协整分析和状态空间模型的估计.软科学, 2009, 12 (8): 54-61

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700