中国对美出口贸易周期波动分析

基于1979年至2010年中国对美出口贸易额、增长率以及美国GDP年度值,分别采用增长率直接法、HP滤波法、协整检验法,识别和分析了我国对美出口贸易的短周期波动、中周期波动及长周期波动趋势.研究结果表明:自1979年至2010年,我国对美出口贸易经历了8次短周期波动(基钦波动)和3次中周期波动;同时我国对美出口贸易的长周期波动与美国GDP的长周期波动具有相似特征.

Cycle of China's Export to America

The cycle of China’s export to America was identified based on the turnover of China’s export to America,its growth rate and GDP of America from 1979 to 2010.The Kitchin cycle was explained according to the growth rate of China’s export to America directly,and HP filter was used to analyse the Juglar cycle,then a deep research on its trend of long period was carried out with co-integration test.The study shows that China’ s export to America has gone through 8 Kitchin cycles,and 3 Juglar cycles.Most importantly,the same features appear between China’s export to America and GDP of America.