进出口贸易中不确定性事件的冲击效应
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引用本文:李子联.进出口贸易中不确定性事件的冲击效应[J].财经理论与实践,2010,(6):77-82
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作者单位
李子联 (南京大学 经济学院,江苏 南京210093) 
中文摘要:运用B-N(Beveridge-Nelson)数据分解法对我国进出口贸易中不确定性事件所带来的随机冲击进行分解,并运用脉冲响应函数分析随机项给经济增长带来的冲击效应,结果表明:在国内和国外不确定性事件的发生所带来的随机冲击中,国外事件特别是金融危机等经济事件对我国进出口贸易造成了较为严重的负面影响;当前国际金融危机自2009年1月开始对我国国际贸易产生了较大的冲击,其季度冲击值平均为-0.089,占进出口贸易总额-0.87%,目前已造成进出口总额至少925.5亿元的损失;随机冲击项在对我国国际贸易带来负面影响的同时,也进一步冲击了我国的经济增长,引发了17%的经济波动,冲击周期大约为4个季度。
中文关键词:不确定性事件  进出口贸易  经济波动  B-N数据分解
 
A Study on the Shock Effect of Uncertain Events in International Trade
Abstract:This paper not only decomposes the stochastic shock of the import and export trade with Beveridge-Nelson decomposition, but also analyzes the impact effect of stochastic shock to China's economic growth with impulse response function. It can be concluded that: firstly, among the stochastic shocks caused by uncertainty issues in home and abroad, abroad ones have more influence to China's international trade, especially those economic shocks such as international financial crisis; secondly, the current international financial crisis started its impact to trade form January 2009 with quarter shock of -0.089 which accounts for -0.87% of import and export trade and makes a lost of 92.5 billion at least; lastly, while stochastic shock affects international trade negatively, it also makes a shock to China's economic growth and induces 17% of economic volatility in one year.
keywords:Uncertain Events  International Trade  Economic Volatility  B-N Decomposition
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