我国物流业与国内外贸易动态关联性研究——基于VAR模型和VEC模型的经验实证

Research on the Dynamic Relationship between Logistics Industry,Domestic Trade and Foreign Trade——An Empirical Study Based on VAR Model and VEC Model

本文通过构建非约束性向量自回归模型和包含协整约束条件的向量自回归模型以及脉冲响应函数,研究我国物流业和我国国内外贸易之间的关联性。经验实证研究表明,我国物流业、对外贸易和国内贸易三者之间存在且仅存在唯一协整关系,物流业的发展对国内贸易和对外贸易的促进作用是长期且持续稳定的,三者之间存在明显的联动机制,与对外贸易相比,国内贸易对物流业发展的推动作用要显著得多,二者之间的联动效应更为突出。

In this paper, the long- run dynamic relationship of logistic industry to domestic and foreign trade in China is examined with Unrestricted Vector Autoregression model, Vector Error Correction model and Impulse Response Function. The empirical study shows that only one reliable eointegration relationship exists between them; The promoting effects on domestic and foreign trade by the development of logistics industry is long- term, continuous and stable as well. There are certain linkage mechanisms between logistics industry, domestic trade and foreign trade. The pushing effect of domestic trade upon the development of logistics industry is far more greater than that of foreign trade. The linkage mechanism between logistics industry and domestic trade functions more efllciently.