基于VAR模型的东盟对华贸易与经济增长问题研究

Research on China-ASEAN Trade and Economic Growth Based on VAR Model

本文通过建立东盟对华进口、对华出口、东盟GDP三维向量的自回归向量模型(VAR),实证分析东盟对华贸易与经济增长之间的关系。检验结果显示,东盟对华出口贸易与对华进口贸易之间为双向因果关系。尽管短期内,东盟对华出口对经济会产生不稳定的波动影响;但从长期看,东盟对华进口贸易和出口贸易都会拉动东盟经济的增长。从东盟内部十国来看,东盟对华进出口贸易对经济增长效率的提升作用不完全相同,存在较大的国别差异,柬埔寨、菲律宾、越南三国对华进口更有助于拉动其国内经济的快速发展。但文莱、老挝、马来西亚、缅甸四国则是对华出口更有利于它们的经济发展。相比以上七国,新加坡、印度尼西亚和泰国三个传统贸易伙伴国对华进出口贸易对国内经济影响效果大相径庭,这三个国家经济增长动力不完全来源于对华贸易。

This paper establishes an auto regressive vector model(VAR)of ASEAN’s import and export to China and ASEAN’s GDP to build three-dimensional vector and then empirically analyzes the relationship between the east alliance’s trade and economic growth.The granger causality test results show that ASEAN’s export to China and import to China are two-way causality.It can also be concluded through variance decomposition that,as far as the whole ASEAN’s economy is concerned,although ASEAN’s exports to China will have an unstable impact on the economy in the short term.However,in the long run,ASEAN’s import trade and export trade to China will fuel its economic growth.At the same time,although the import and export trade between China and ASEAN has shown an increasing trend in recent years,from the perspective of ten ASEAN countries,the efficiency of ASEAN’s import and export trade to China is not exactly the same and there are great differences.For Cambodia,the Philippines,and Vietnam,their import to China is more conducive to the rapid development of domestic economy,but for Brunei,Laos,Malaysia and Myanmar,their export to China is in favor of the development of the economy.For the three traditional trading partners,namely Thailand,Singapore,and Indonesia,their international trade with China has different effects on the domestic economy compared with the other seven countries.