进口反倾销行为对产业价格指数影响的实证研究——以钢铁行业为例

Empirical Study of the Effects of Anti-dumping Behaviors on Price Index In Iron and Steel Industry

本文运用反事实的研究方法,构建了反倾销行为对产业价格指数变化影响的研究框架。应用时间序列模型和多元回归模型的组合预测模型,预测出假设不存在反倾销行为时的价格指数,运用分布滞后模型分析价格指数实际值与预测值的差额同反倾销行为的联系,从而建立起反倾销行为同价格指数之间的分析模型。以钢铁产业为例,测度了钢铁产业进口反倾销行为对价格指数的影响程度。

This paper puts forward a research frame of the effects of anti-dumping behaviors on the price index of industry involved, by using contrafactual analysis. With time series model and multiple regression model, it sets up a combination forecasting model. It predicts the value of price index on the assumption that there is no antidumping behavior. With a Distributed-Lag Model of antidumping behaviors factors and difference between actual price index and predicted values, it analyzes the effects of anti-dumping behaviors on the price index of industry involved. This model is based on the availability of data and describe the effects on industry＇s price index from anti-dumping behaviors in earlier and current period. At last, it empirically studies the iron and steel industry by using the method mentioned above.