基于VAR模型的对外贸易与经济增长关系研究

Research on the Relationship Between Foreign Trade and Economic Growth Based on VAR Model

自中美贸易争端、新冠疫情发生以来,我国经济受到了较大冲击,尤其对于我国的进出口产生了巨大的影响,与此同时,对外贸易作为我国需求侧的三驾马车之一,在推动经济发展上承担着重要地位。因此,本文选取了2008—2019年我国GDP以及进出口数据,首先,经过ADF检验与格兰杰因果检验并构建VAR模型,然后,通过脉冲响应函数分析经济增长与对外贸易的动态,最后,运用方差分解法解释不同因素对于经济增长变化的解释程度。研究结果表明:进出口总额均在一定程度上对经济发展起促进作用,不过长期来看出口的正向促进作用更强,进口在短期呈现出的效果较好。因此,需要继续扩大出口,优化产业贸易结构,并提高贸易的便利性。

Since the Sino-US trade disputes and the outbreak of the epidemic, my country’s economy has been hit hard, especially on my country’s imports and exports. At the same time, foreign trade, as one of the troikas on the demand side of my country, is driving the economy. It assumes an important position in development.Therefore, this paper selects my country’s GDP and import and export data from 2008 to 2019, firstly passes ADF test and Granger causality test and constructs a VAR model, then analyzes the dynamics of economic growth and foreign trade through impulse response function, and finally uses variance decomposition method to explain The degree to which different factors explain changes in economic growth. The research results show that: the total amount of imports and exports play a role in promoting economic development to a certain extent, but in the long run, the positive promotion effect of exports is stronger, and the effect of imports in the short term is better. Therefore, it is necessary to continue to expand exports, optimize the structure of industrial trade, and improve the convenience of trade.