中日韩外贸出口与经济增长——基于结构变化下的研究

China-Japam-Korea Exports and Economic Growth——Besed on Structural Change

出口与经济增长之间的关系对于国家制定相关经济政策具有重要的参考意义,在采用最小LM单位根检验法考察数据是否存在结构变化的基础上,利用Hsiao的Granger因果关系检验法和Toda-Yamamoto的Granger因果关系检验法对中国、韩国和日本的出口贸易与经济增长之间的因果关系进行实证分析。结果显示:除中国出口额和韩国GDP外,其余变量均为分段趋势平稳过程;中国和韩国存在经济增长到出口的单向因果关系;与日本存在出口到经济增长的单向因果关系。

The relationship between export and economic grouth which has important refrence significance for the country to develop relevant econom- ic policies. Hsiao＇ s version of Granger causality method and Toda - Yamamoto＇ s version of Granger causality method are employed for the related data of China, South Korea and Japan after the minimum LM unit root tests have been carried out. This paper investigates the causality relationship between exports and economic growth. The empirical findings indicate that the data of exports and GDP in the three countries are trend stationary with breaks, except export of China and GDP of South Korea. There exist unidirectional causality flows from GDP to exports in China and South Ko- rea, and there is a unidirectional causality relation from exports to GDP in Japan. Some explanations are presented.