基于VAR模型的中国对外贸易结构与产业结构的关系研究

基于VAR模型,结合协整理论、Granger因果关系检验和脉冲响应函数分析了我国1980—2015年的相关统计数据,实证研究了我国对外贸易结构与产业结构之间的关系.结果表明:我国对外贸易结构(包括出口结构和进口结构)与产业结构在长期内存在着稳定的均衡关系;从脉冲响应函数来看,进口结构和出口结构的正冲击都会对产业结构产生持续的正向效应,而产业结构的正冲击会对进口结构产生负向效应,对出口结构产生正向效应.因此,应该优化我国的进出口商品结构,从而推动产业结构的优化升级.

The Relationship between Foreign Trade Structure and Industrial Structure in China: Based on the VAR Model

Based on the VAR model and the statistical data in 1980—2015,combined with the theory of Cointegration,Granger causality tests and the impulse response function,the paper analyses the relationship between the foreign trade structure and industrial structure in China. The result shows as follows: First,there is a long-term stable equilibrium relationship between the industrial structure,the export structure and the imports structure. Second,from the impulse response function,we can see that the positive impact of import structure and export structure will bring positive effects to the industrial structure and will last a long time,and that the positive impact of industrial structure will bring negative effects to the import structure,and positive effects to the export structure. Therefore,we should optimize the import and export structure so as to promote the optimization and upgrading of the industrial structure.