摘要
构建VAR模型,对2002.1～2008.11我国沿海主要港口外贸货物吞吐量和期间进出口贸易总值之间的关系进行实证检验,结果表明我国国际物流与进出口贸易之间存在长期的协整关系。进一步的脉冲响应分析及方差分解显示我国进出口贸易的发展对国际物流拉动响应很不显著,而国际物流水平的提高可以在短期和中长期显著拉动进出口贸易的发展。
VAR model to build on the major ports in China＇s coastal 2002.1-2008.11 foreign trade cargo throughput and the total value of import and export trade relationship between the empirical tests, results show that China＇s international logistics and import and export trade between the long-term cointegration relationship. Further impulse response analysis and variance decomposition shows that China＇s import and export trade of the development of international logistics driven not significant, while the level of international logistics can imnrove significantly the short-term and long-term driving the development of international trade.
出处
《价值工程》
2009年第8期44-48,共5页
Value Engineering
关键词
国际物流
进出口贸易
VAR模型
脉冲响应
方差分解
international logistics
import and export trade
VAR model
impulse response
variance decomposition
