基于VEC模型的中国服务贸易与货物贸易增长实证研究

An Eempirical Research on Growth of Trade in Service and Goods Based on VEC model

对外贸易是中国经济增长过程中的一大"引擎",因而服务贸易与货物贸易的关系一直备受关注。本文选取联合国贸发会(UNCTAD)数据,通过协整检验与向量误差修正模型(VEC)对中国服务贸易与货物贸易的增长关系进行了实证研究。结论是服务贸易与货物贸易具有长期稳定的协整关系,而且两者互为格兰杰因果,进一步证实了服务贸易与货物贸易之间互补及相互促进的密切联系。

Foreign trade is a major “engine” in the process of economic growth in China , of which a strong relations between trade in service and trade in goods is highly concerned . This paper selects data from UNCTAD and makes an empirical study on their relations by methods of cointegration and vector error correction model （VEC ） . The conclusion is that trade in services and trade in goods have a long-term stable cointegration relationship , and they are mutually Granger caused , which further confirmed that trade in goods and trade in services enjoys a complementary and mutually reinforcing linkage .