基于VECM模型的进出口贸易与经济增长的因果关系研究

Research on the Causality Relation Between Import-Export Trade and Economic Growth:A VECM Perspectives

利用1950年至2016年的国家统计数据,结合新经济增长理论和国民收入恒等关系,分析出经济增长与进出口贸易的经济联系方式,运用VECM模型系统,进行计量分析,得出结论。经济增长与进口存在双向的Granger因果关系;出口贸易不是经济增长的Granger原因,经济增长是出口贸易的Granger原因;出口贸易不是进口贸易的Granger原因,进口贸易是出口贸易的Granger原因。

Besed on China’s statistical data from 1950 to 2013, as well as the new economic growth theory and the national income identity relation, this paper gets the economic equation of economic growth and import-export trade. This paper also uses VECM for an econometric analysis so as to get the conclusion. There exists bidirectional Granger’s causality between economic growth and import trade. Export trade is not the Granger’s causality for economic growth, and economic growth is the Granger’s causality for export trade. Export trade is not the Granger’s causality for import trade, and import trade is a Granger’s causality for export trade.