我国进出口贸易关系的时间检验

Test of the Relation Between China's Import and Export

本文运用E-G两步法,分析我国自1951年至2003年期间对外贸易出口总额和进口总额之间的关系。实证分析表明:进口总额和出口总额之间存在长期稳定的均衡关系,通过格兰杰检验发现,进口总额和出口总额之间还存在双向的格兰杰因果关系。本文在协整分析的基础上建立误差修正模型,分别从长期和短期对两者之间的关系进行定量分析。

On the basis of E-G and setting up ECM model, this paper tests the co-integration and causality between China＇s import and export according to the relevant data of 1951-2003. The result shows that between import and export, in addition to the co-integrated relation they are the mutual Granger cause of the latter when the number of the lagging period is 2. As a result, this paper advances some corresponding propositions.