我国电子商务与快递业的长短期关系研究——基于协整理论和误差修正模型的实证分析

Research on Long-term and Short-term Relationship between E-commerce and the Express Industry in China——Empirical Analysis based on Cointegration Theory and Error Correction Model

文章基于2008-2017年的季度数据,运用协整检验、误差修正模型和脉冲响应分析,从长期弹性和短期弹性的视角,对我国电子商务和快递业之间的关系进行实证分析。研究结果表明我国电子商务和快递业之间具有长期均衡的关系,电子商务对快递业有正向推动作用,当短期波动偏离长期均衡时,通过负反馈机制调整至均衡状态;电子商务对快递业的推动作用表现为长期效应大于短期效应;在长期和短期内,电子商务对快递业务量的推动作用均比对快递业务收入的推动作用更显著。

Based on the quarterly data from 2008 to 2017,by co-integration test,error correction model and impulse response analysis,empirical analysis of the relationship between e-commerce and the express delivery industry in China was conducted from the perspective of long-term elasticity and short-term elasticity.The research results show that there is a long-term equilibrium relationship between e-commerce and the express delivery industry in China.E-commerce has a positive driving effect on the express delivery industry.When short-term fluctuations deviate from long-term equilibrium,it is adjusted to a balanced state through negative-feedback mechanism.The long-term effect of e-commerce on the express delivery industry is greater than the short-term effect.In the long-term and shortterm,the promotion of e-commerce on the volume of the express service is more significant than that on the income of the express service.