进口需求方程估计:从经济部门支出的视角

被引：1

作者：

黄昌利

机构：

[1] 中央财经大学金融学院

来源：

宏观经济研究 | 2015年 / 03期

关键词：

进口需求; GDP最终支出; 人民币实际有效汇率(REER); ARDL边限检验法;

D O I：

10.16304/j.cnki.11-3952/f.2015.03.011

中图分类号：

F752.62 [出口贸易];

学科分类号：

020206 ;

摘要：

传统的进口需求方程设定可能难以深入揭示对进口的影响机制。本文基于支出法GDP的分类框架,并采用前沿的ARDL边限检验法,实证研究1997年1季度至2014年3季度期间进口需求方程的长期、短期关系,以更好地分析各部门经济活动对进口的影响差异。结果表明:长期内,进口与出口、消费、投资、政府支出、人民币实际有效汇率(REER)等变量之间存在协整关系,各支出需求变量无弹性;短期内,出口、消费、投资等变量对进口有显著的影响。各支出需求变量在长期、短期上的弹性系数有着明显差异,意味着各经济部门的支出需求有不同的进口内容。REER在长期和短期内负向影响进口,无弹性。论文提出了若干有针对性的启示和政策建议。

引用

页码：85 / 93

页数：9

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