基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究
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引用本文:朱慧明,欧阳文静,游万海.基于贝叶斯动态面板数据模型的中国出口贸易地区结构研究[J].财经理论与实践,2014,(2):109-115
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作者单位
朱慧明,欧阳文静,游万海 (湖南大学 工商管理学院湖南 长沙410082) 
中文摘要:运用贝叶斯动态面板数据模型考量中国出口贸易的地区结构差异性,结果表明:基于Gibbs抽样算法的贝叶斯动态面板回归模型能有效刻画各地区出口竞争力的路径依赖特征;FDI对出口竞争力的影响具有一定的时滞性,而汇率波动对出口竞争力的影响则具有明显的地域差异性。
中文关键词:出口贸易  动态随机效应  贝叶斯分析  FDI  汇率波动
 
Regional Structure of Chinese Export Trade Based on Bayesian Dynamic Panel Data Model
Abstract:This paper constructs a Bayesian dynamic panel data model to address uncertain risk of inference in random coefficient, sets the corresponding prior distribution, and uses the Bayesian theorem to infer the posterior distribution of the parameters. In order to investigate the regional structure of China's export trade, we calculate the indicators export competitiveness (ECI) to measure the regional structure of China's export trade, and then conduct an empirical analysis. The results show that the Bayesian dynamic panel regression model based on Gibbs sampling algorithm can effectively capture the characteristics of the path dependence in export competitiveness of all regions. In addition, the effect of the FDI on the export competitiveness will have a lag, while the impact of the exchange rate fluctuations on the export competitiveness has obvious regional differences.
keywords:Export Trade  Dynamic Random Effects  Bayesian Analysis  Foreign Direct Investment (FDI)  Exchange Rate Fluctuation
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