黑龙江省对外贸易与经济增长的关系研究——基于VAR模型的实证研究

Research on the Relationship between Foreign Trade and Economic Growth in Heilongjiang Province——An Empirical Study Based on VAR Model

基于1984—2018年黑龙江省时间序列贸易数据,在ADF检验、格兰杰因果检验、Johansen协整检验的基础上建立向量自回归(VAR)模型,通过脉冲响应与方差分解分析法分析了黑龙江省对外贸易与经济增长之间的关系。结果表明:对外贸易是经济增长的单向格兰杰原因;经济增长与对外贸易之间存在长期均衡关系,出口总额、进出口总额对经济增长具有正向作用,进口总额对经济增长具有反向作用;经济增长主要由出口总额导致,而进口总额与进出口总额对于经济增长的解释能力较弱。

Based on the time series data of Heilongjiang Province from 1984 to 2018,this paper establishes a vector autoregression(VAR)model based on ADF test,Granger causality test and Johansen co-integration test,and analyzes the relationship between foreign trade and economic growth of Heilongjiang Province by impulse response and variance decomposition analysis.The results show that:Foreign trade is the one-way Granger cause of economic growth.There is a long-term equilibrium relationship between economic growth and foreign trade.Total exports and total imports and exports have a positive effect on economic growth,while total imports have a negative effect on economic growth.Economic growth is mainly caused by total exports,while total imports and total imports and exports have a negative effect on economic growth The long explanation ability is weak.