基于KLR信号分析的美国对华反倾销预警研究

A Study on KLR U.S.Antidumping Warning Model

美国国际贸易委员会的关于反倾销产业损害的调查和裁决有相对稳定的程序和方法,因此基于产业损害调查的反倾销预警是可能的。本文将主要用于金融危机预警领域的KLR信号分析法引入美国对华反倾销预警研究,并通过引入显著性强的否决性指标,解决KLR分析法过多考虑系统稳健性,对突发因素不敏感的问题。通过对2003-2009年美国国际贸易委员会发起反倾销产业损害调查的大量案例进行分析,结合其他文献的研究结果,得到了8种预警指标,并计算得到了相应的阈值,从而形成了一套实用的预警方法。通过对2009年的三个案例进行验证性计算,结果表明这套预警方法具有良好的效果。

USITC has relatively stable procedures and methods on investigation and adjudication of anti-dumping industrial injury, so early warning of anti-dumping is possible. The article applies KLR signal model which mainly used in financial crisis warning to antidumping warning study. In our opinion, KLR model pays too much attentions to rebustness but not sensitive to unexpected factors.We solve this problem by introducing negative indicators. By analyzing a number of cases from 2003 to 2009, in combination with relative articles, we get 8 kinds of warning indicators and corresponding threshold values. Our Antidumping warning model shows a good performance, and can be uses for further warning.