基于VAR模型的安徽省进出口贸易和经济增长互动关系研究

Study on Interaction between Import and Export Trade and Economic Growth in Anhui Based on VAR Model

以VAR模型为基础,通过建立协整方程,运用VEC模型的格兰杰因果关系检验和脉冲响应函数分析方法,对安徽省进出口贸易与经济增长的互动关系进行全面研究,结果表明:安徽省进口贸易、出口贸易与经济增长之间存在长期的协整关系,出口贸易对经济增长的正向拉动效应要远大于进口贸易对经济增长的逆向抑制效应;出口贸易与经济增长之间只存在单向的格兰杰因果关系,进口贸易和出口贸易一起构成了经济增长的强格兰杰原因;进口贸易和出口贸易冲击都对经济增长产生重要影响。在此基础上,结合安徽省对外贸易与经济增长实际情况,提出扩大对外贸易与保持经济增长的政策建议。

The paper fully analyzes the interaction between import and export trade and economic growth in Anhui,which is based on VAR model,establishing Cointegration equation and using Granger causality test of VEC model,impulse response.The results show that import trade,export trade and economic growth in Anhui have long term with Cointegration relationship： the positive pulling effect of export trade on economic growth is far greater than the inhibiting effect of import trade on economic growth;export trade and economic growth have one-way Granger causal relation,both import and export trade together constitute the economic growth of strong Granger;import and export trade impulse have an important impact on economic growth.At last,combining foreign trade and economic growth in Anhui actual situation,the author puts forward to policy suggestions of expanding foreign trade and maintaining economic growth.