基于协整理论的世界贸易与世界航运关系研究

发布时间：2019-05-12 00:28

【摘要】：世界贸易与世界航运相互影响,关系密切。世界航运是随着世界贸易的发展而发展起来的,它依存于世界贸易,世界贸易的发展是世界航运繁荣的基础。同时,世界航运也成为影响和制约世界贸易进一步发展的重要因素,世界航运的发展极大地改善了世界贸易的环境,为世界贸易的发展提供了各种便利条件,如果世界航运的发展无法跟上世界贸易发展的脚步,将会大大阻碍世界贸易的纵深发展。本文运用协整理论与方法来研究世界贸易与世界航运之间的互动关系。首先对协整理论及其应用和世界贸易与世界航运关系的国内外研究现状进行了综述,在对世界贸易、世界航运和协整理论等相关概念界定的基础上,建立了世界贸易与世界航运之间的协整关系模型,并提出了世界贸易与世界航运之间协整关系分析的步骤与流程,包括向量自回归模型(VAR)、时间序列的ADF检验、Johansen协整检验、向量误差修正模型(VECM)以及格兰杰因果关系检验、脉冲响应函数分析、方差分解分析。在上述理论研究的基础上,借助计量经济学分析软件Eviews，首先对世界贸易与世界航运之间的关系进行了实证分析,通过检验得出：世界贸易与世界航运之间存在着协整关系。然后建立了世界贸易与世界航运之间的长期均衡方程与向量误差修正模型,并对实证分析的结论进行了拟合检验。为了深入分析各变量之间的相互影响,进行了格兰杰因果关系检验、脉冲响应分析以及方差分解分析,探讨了各变量之间的动态影响。最后,利用得到的VECM模型对世界贸易与世界航运的发展前景进行预测,并基于此对我国对外贸易与航运业的互动发展提出对策与建议。
[Abstract]:World trade and world shipping interact and are closely related. World shipping is developed with the development of world trade, it depends on world trade, and the development of world trade is the foundation of world shipping prosperity. At the same time, world shipping has also become an important factor affecting and restricting the further development of world trade. The development of world shipping has greatly improved the environment of world trade and provided various facilities for the development of world trade. If the development of world shipping can not keep up with the development of world trade, it will greatly hinder the in-depth development of world trade. This paper uses cointegration theory and method to study the interaction between world trade and world shipping. Firstly, the theory of co-integration and its application as well as the research status of the relationship between world trade and world shipping are reviewed. On the basis of the definition of related concepts such as world trade, world shipping and co-integration theory, etc. The co-integration relationship model between world trade and world shipping is established, and the steps and processes of co-integration relationship analysis between world trade and world shipping are proposed, including the ADF test of (VAR), time series based on vector autoregressive model. Johansen cointegration test, vector error correction model (VECM), Granger causality test, impulse response function analysis, variance decomposition analysis. On the basis of the above-mentioned theoretical research, the relationship between world trade and world shipping is empirically analyzed by econometrics analysis software Eviews,. It is concluded that there is a co-integration relationship between world trade and world shipping. Then, the long-term equilibrium equation and vector error correction model between world trade and world shipping are established, and the conclusion of empirical analysis is tested by fitting. In order to analyze the interaction between variables, Granger causality test, impulse response analysis and variance decomposition analysis were carried out, and the dynamic effects among variables were discussed. Finally, the VECM model is used to predict the development prospects of world trade and world shipping. Based on this, countermeasures and suggestions are put forward for the interactive development of China's foreign trade and shipping industry.
【学位授予单位】：大连海事大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F551;F746;F224

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