江西省对外贸易与经济增长的实证分析

Empirical Research on the Relationship between Import, Export and Economic Growth in Jiangxi Province

选取江西省1980年至2013年时间序列数据,建立向量自回归(VAR)模型,对江西省的进出口与经济增长进行计量研究。研究表明:江西省经济增长、进口总额与出口总额之间存在长期稳定的均衡关系,表现为每增加1%的出口、进口额,将使得GDP分别提高0.233 2%和降低0.0967%;格兰杰因果结果表明出口是经济增长的单向格兰杰原因,经济增长是进口的单向格兰杰原因。此外,VAR模型估计结果表明在短期,出口对经济增长也表现为显著的正向推动作用。

We, selecting Jiangxi 1980-2013 time-series data, building on vector error correction （VEC） model, make an empirical research on the relationship between import, export and economic growth in Jiangxi province. The results of research show that： there is a cointegration relationship between GDP, the total imports and exports. That is, each 1% rise of export will promote 0.2332% rise of GDP, but each 1% rise of import will prohibit 0.0967% rise of GDP in Jiangxi. Besides, Jiangxi＇s exports are unidirectional Granger cause of GDP. However, there is not Granger causality between imports and GDP. Finally, the estimation result based on VAR model has shown that the export has a significant promotion on economic growth.