基于VAR模型的天津市进出口贸易与经济增长动态关联分析

Dynamic Correlation Analysis of Import and Export Trade and Economic Development in Tianjin Based on the VAR Model

天津是我国重要的港口城市,进出口贸易的进步是天津经济发展的重要支撑点。选取天津市货物进出口总额和天津市GDP为指标,利用VAR模型对1964—2014年数据进行协整分析、脉冲响应分析及方差分析等,并利用VEC对模型进行预测和修正估计。结果表明,短期范围内GDP是天津市进出口贸易的重要影响因素,在长期范围影响作用保持快速增长趋势;天津市近六十多年来,进出口贸易对经济增长的贡献系数为0.863。最后,对天津市进出口贸易政策提出了建议。

Tianjin is an important port city in China. The progress of import and export trade is an important support point for Tianjin＇s economic development and take-off. The study uses the VAR model to analyze the dynamic association between import and export trade and economic development in Tianjin. The total import and export volume of Tianjin and the GDP of Tianjin are selected as indicators. Based on the VAR model,co-integration analysis,impulse response analysis and variance analysis were carried out for the 1964-2014 data,and the model was predicted and revised by VEC. It is concluded that GDP is an important influencing factor for Tianjin＇s import and export trade in the short term,and it is a dynamic linear system in the long-term development of import and export trade and GDP,and the long-term impact of import and export trade on GDP has maintained a rapid growth trend. In recent 60 years and more the import and export trade contribution coefficient to the economic growth has been 0.863. In the end,the import and export trade policy in Tianjin is proposed.