摘要
根据我国1998年1月至2005年7月的进出口贸易数据,使用协整分析法检验了进口和出口之间的均衡关系,建立误差修正模型,发现进口和出口的互为Granger原因.实证分析结果表明我国在加入WTO之后,进出口之间的弹性得到了提高,对外贸易机制发生了变化。
Through the cointegration analysis, this paper examines equilibrium relationship between China＇s import and export according to the relevant data from January 1998 to July 2005 and sets up the error correction model （ECM）. The Granger causes of import are found as each other in the ECM. The empirical result shows the export and the that the flexibility between import and export was increased and the trade mechanism was changed after China has joined WTO.
出处
《数学的实践与认识》
CSCD
北大核心
2007年第22期20-25,共6页
Mathematics in Practice and Theory
关键词
协整分析
误差修正模型
格兰杰原因
出口
进口
cointegration analysis
error correction model
granger cause
export
import
