中国宏观经济波动的贸易传导机制的实证研究The Empirical Study of the Transmission Mechanism between China's Trade and Macro-economic Fluctuation
庞震;王凯;
摘要(Abstract):
在开放的经济条件下,随着各国贸易联系的增强,贸易和经济周期协动性呈现较强的正向关系。文章利用1999-2008年的季度时间序列数据,分析了我国进出口贸易波动与宏观经济波动的关系。结果表明在长期内,出口贸易波动与宏观经济波动存在正向的关系且存在双向格兰杰因果关系,进口贸易波动与宏观经济波动存在反向的关系且存在单向格兰杰因果关系。
关键词(KeyWords): 宏观经济波动;出口贸易;进口贸易;H-P滤波
基金项目(Foundation):
作者(Authors): 庞震;王凯;
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