进出口贸易与上海经济增长关系的实证分析

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[]20050522[](1951),,,,(1969),,,()20056FUDANJOURNAL(SocialSciences)No.62005(,200433)[]KormendiMeguireVAR,,[][]F752.6;F127[]A[]02570289(2005)060099006,,,;GDP,1.,KormendiMeguire[1]VAR(VectorAutoregression):U=(Y,K,X),Granger(X)(Y)Granger,(X)(Y),XY(X)(K)Granger,(K)(Y)Granger,(X)(Y),XKYU=(Y,K,X):Y=f(K,X)K=f(Y,X),,:RY=C0+C1RK+C2RX+(1)RK=C0+C1RY+C2RX+(2)RYRKRXY,K,X,(1),(2)EatonKortum[2]FDI,(PAT),99GDP(Y)(L)(I)(EX)(IM)(EXIM),197820041985,,RYRLRIRPATREXRIMREXIM2.,,,,,11(ADF)(c,t,p)ADF1%5%AIC(k)RY(c,0,1)-2.117-3.734-2.369-2.5523RI(c,0,2)-3.106-3.749-2.996-0.58233RL(c,0,1)-3.771-3.734-2.990-3.129333RPAT(c,t,1)-2.827-6.673-4.581-0.208REX(c,t,2)-3.875-4.394-3.611-1.89133RIM(c,0,1)-3.714-3.720-2.985-0.57333REXIM(c,t,2)-4.932-4.394-3.611-1.602333:2004c,t,p3(33)(333)10%(5%)(1%),(RPAT)10%,,GDP10%,5%,,,,,,,,19782004GDP(RY)(RL)(RI)2:2CRLRIRY(-1)F1RYt0.085(4.585)-0.248(-0.913)0.265(4.719)13.0462RYt0.049(2.423)-0.202(-0.898)0.194(3.622)0.394(2.862)15.936:11F,,t,19782004,GDP,,,GDPRY(-1),2,,,,,,,,,,,001GDP1,3,42%,62%,4%,,3GDPCRLRI0.0840.0210.21362%-4%42%:1,EngleGranger[3],,GDP(Y)(L)(I),GDP,44GDPECD(Y(-1))D(Y(-2))D(L(-1))D(L(-2))D(I(-1))D(I(-2))FD(Y)t1.036(3.327)-1.123(-2.121)-5.031(-2.268)4.610(2.040)0.653(2.052)-0.495(-2.107)35.356CointEq1Y(-1)L(-1)I(-1)-0.020(-1.800)1-3.973(-1.1.280)-15.032(-1.5345):1Ft,:Y(-1)=15.031954333I(-1)+3.9732600193L(-1)Y(-1)L(-1)I(-1)GDP,GDP,GDP,,19782004,,,,,,,5,19782004,,197811332004865106,28%,,GDP,,,1.(REXIM)(RIM)(REX)GDP(RY)101519782004GDP()()()()19783624.100206.497.5108.92004136515115485934561411.5%16.74%17.12%16.37%1978272.8130.2628.931.3320047450.271600.26735.2865.0613.56%16.49%13.25%28.29%:20042003200420036CRLRIREXIMREXRIMRY(-1)F1RYt0.056(3.701)-0.183(-0.736)0.251(4.879)0.176(2.421)12.492RYt0.023(1.325)0.200(4.437)0.175(3.035)0.330(2.770)24.7743RYt0.034(1.843)0.210(4.083)0.102(1.550)0.343(2.483)17.6164RYt0.019(0.945)0.174(3.489)0.072(2.242)0.457(3.562)20.37:5,6t,GDP,GDP,234RL,RY(-1)34,GDP7(0.102)(0.072),,GDP(29%)GDP(17%)7GDPC3RIREXC4RIRIM0.0340.2130.1480.0190.2130.3100.2100.1020.1740.07236%47%17%24%47%29%:52.(REXIM)(RIM)(REX)(RI)(RL)(RPAT),,825tF,tF,,(19852004),(5),2018CREXIMREXRIMRYF1RIt0.180(2.718)0.202(0.695)0.4842RIt-0.0195(-0.325)-0.287(-1.286)2.082(5.175)13.8923RIt0.204(3.435)0.079(0.273)0.0754RLt0.026(2.027)-0.019(-0.606)0.3675RPATt-0.052(-0.141)1.155(1.179)1.96:53.,,,99F1t-0.1673(L(-1)-0.9443EX(-1)-412.215)(-2.407)(-5.303)33.7742t-0.0913(I(-1)-14.9163EX(-1)+831.103)(-1.939)(-7.143)44.9383t-0.0253(I(-1)+26.4573IM(-1)-113.993(@TREND(78))-2135.456)(-1.293)(2.368)(-3.971)28.840@TREND(78)197812t(t-2.407-1.939)F,,,3t(t-1.293),,,,(0.072)(0.102),,,,,1.,(0.102)(0.072),,,1998301,,,GDP(29%)GDP(17%),,,,2.??,,,,,,,,,,,,,3.,,,,,,,,,,4.,,,,,,,,,,[][1]KormendiRC,MeguirePG.Macroeconomicdeterrminantsofgrowth:Cross2countryevidence.JournalofMonetaryEconomics,1985,16:141163.[2]EatonJ.&Kortum(1996)Tradeinideas:PatentingandproductivityintheOECD.JournalofInternationalEconomics,40:251278.[3]EngleRF,GrangerCWJ.Cointegrationanderrorcorrection:representationandtesting.Econometrica,1987,55(3):251276.TheEmpiricalAnalysisoftheRelationbetweenEx2ImportandEconomicDevelopmentofShanghaiLIHui2zhongZHAODa2ping(SchoolofEconomics,FudanUniversity,Shanghai200433,China)Abstract:Foreigntradecanpromoteeconomicgrowthdirectlyandindirectly.InreferenceoftheVARmodelofKormendiandMeguires,thisessaymakesregressiveanalysesbetweentheex2importandtheeconomicgrowthofShanghaidirectlyandindirectly,anddemonstratesthewaysandimportanceofdirectlyandindirectlypromotingeffectsofimportandexportoneconomicgrowth.Itsuggeststhatweshouldpayequalattentiontoimportandexport,andincreaseimportproperlysoastomobilizetheworldadvantageousresourcestomakecontributiontoShanghaiseconomicgrowth.Keywords:ex2import;economicdevelopment;empiricalanalysis[]401

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