国际贸易、国内居民消费与产业结构——基于SVAR模型的实证分析

International Trade,Industrial Structure and National Resident Consumption——Empirical Analysis Based on SVAR Model

本文基于中国1995～2014年的数据构建SVAR模型,实证检验了国际贸易、产业结构与国内居民消费间的影响关系。结果表明：当期国际贸易对产业结构、当期产业结构对国内居民消费分别具有显著的正向影响。从跨期来看,在滞后1～6期,产业结构、国内消费水平与国际贸易的相互冲击都呈现正向效应,但波动较大,而在第6期以后基本呈稳定状态;产业结构的影响随时间增强,是自身、国际贸易和国内居民消费波动的贡献率的主要来源。国际贸易对产业结构变动的贡献率为40.01%,国内居民消费水平对国际贸易变动的贡献率为18%。

According to the data during 1994 - 2014 in China, an empirical analysis is made on the relationship between international trade, industrial structure and national resident consumption by using a SVAR model. The results suggest that： the positive influences of current international trade on industrial structure, current industrial structure on national resident consumption are significant. From the point of across phases, from the lag 1 to lag 6, though fluctuate widely, industrial structure, national resident consumption and international trade all give positive response to the impulse of the other variable, and become basically stable after lag 6. The impact of in- dustrial structure is becoming greater as time passes by, which has the most contribution to the variable of itself, international trade and na- tional resident consumption. International trade contributes 40.01% to the variable of industrial structure. National resident consumption contributes 18% to the variable of international trade.