出口贸易风险测度及其影响因素分析——基于跨国数据的经验研究
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引用本文:周梁,张亚斌,汪蕾.出口贸易风险测度及其影响因素分析——基于跨国数据的经验研究[J].财经理论与实践,2015,(2):118-122
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作者单位
周梁,张亚斌,汪蕾 (湖南大学 经济与贸易学院湖南 长沙410079) 
中文摘要:将部门的出口份额与构建的部门产出方差协方差矩阵相结合,通过定义一国出口结构风险指数,并利用出口结构风险指数对样本国家在样本期内的出口风险进行测算。同时,把出口风险指数分解为赫芬达尔项、平均风险项、协方差效应项以及赫芬达尔项与平均风险项的交互项。最后,选取影响一国出口风险的主要宏观经济变量,利用跨国面板数据对出口风险进行影响因素分析,结果表明:在诸多宏观经济因素中,出口贸易条件和金融开放程度对一国出口风险的影响最为显著,而一国的人均收入水平则对该国的出口风险影响不明显。
中文关键词:出口结构风险  分解效应  影响因素分析
 
Export Trade Risk Measure and Its Influencing Factors:Based on the Empirical Research of the Multinational data
Abstract:This paper employs the export quotas for different sectors and the output variance covariance matrix to define a risk index of a country's export structure. Then it uses the export structure of risk during the sample period to sample countries to measure the risk of the export. Then the export risk index is decomposed into: Herfindahl term, the average risk term, the covariance effect term and Herfindahl 's interaction with the average risk term. To further clarify the each part of the risk of export. Finally, this article selects the main macroeconomic variables that affect the risk of a country's exports, using international panel data analysis on factors affecting the risk of the export results show that in the macroeconomic factors, export trade condition and the impact of financial openness of a country's export risk is the most significant, while a country's per capita income level is not an obvious influence on the country's export risk.
keywords:Export structure risk  Decomposition effect  Influence factors analysis
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