中美经济波动协同性与传导因素研究

发布时间：2018-01-03 03:27

本文关键词：中美经济波动协同性与传导因素研究　出处：《哈尔滨工业大学》2014年硕士论文　论文类型：学位论文

【摘要】：伴随着经济全球化的加深，中美两国经济交流日益活跃，经济波动影响显著，但是近些年，特别是次贷危机以来，一些学者发现中美经济协同性在逐渐降低，甚至在某些时候出现了脱钩现象，中美经济协同性研究得到了国内外学者的重点关注。深入研究中美经济协同性，分析量化中美两国间的经济传导因素，对促进经济健康发展，减少他国经济波动带来的负面冲击和影响，特别是应对突发经济危机的蔓延，具有非常重要的现实意义。本文梳理总结了国内外学者关于中美经济协同性的研究，回顾了经济协同理论与脱钩理论。在国内外学者研究的基础上，对经济协同度指数的构建提出了改进办法，并提出了中美经济协同性假设和贸易结合度，生产专业度，投资强度等传导因素与经济协同度之间的假设。利用H-P滤波模型和B-P滤波模型分析了中美两国的经济协同性，并在分别构造了贸易结合度，生产专业度，投资强度和经济协同度指数的基础上，依次利用VAR模型，SVAR模型，脉冲响应函数和方差分解模型系统地分析了以上各个传导因素与经济协同度间的关系，得到贸易结合度，，生产专业度和投资强度对中美经济协同度波动的相互影响和解释重要性。研究结果表明：中美两国的经济协同性在逐渐增强；在传导因素方面，双边贸易是中美经济相互影响的主要传导因素，其对经济协同度波动的解释重要性达到了40%；生产专业度与经济协动度负相关，但其短期影响不明显，从长期来看，其对经济协同度波动的解释重要性达到了10%；投资强度与中美两国经济协同度正相关，其对经济协同度波动的解释重要性在第三期达到了11.25%。上述研究结果将为企业和政府制定贸易、投资、产业等方面决策提供参考和建议。
[Abstract]:With the deepening of economic globalization , the economic exchanges between China and the United States are becoming more and more active and the economic fluctuation is remarkable . However , some scholars have found that Sino - US economic cooperation has gradually decreased , and even in some cases , some scholars have found that Sino - US economic cooperation has gradually decreased , and even in some cases , the economic cooperation between China and the US has been focused on . Based on the research of scholars at home and abroad , the paper reviews the economic cooperation theory and the theory of decoupling . On the basis of the research of scholars at home and abroad , the paper analyzes the economic cooperation between China and the United States by using the model of the H - P filter and the B - P filtering model , and analyses the relationship between the above - mentioned various conduction factors and economic cooperation , and obtains the influence and the interpretation importance of the trade union , the production specialization and the investment intensity on the fluctuation of the economic cooperation between China and the US . The research results show that the economic cooperation between China and the United States is gradually strengthened . In terms of conducting factors , bilateral trade is the main transmission factor of China - US economy , which has a negative correlation with economic cooperation , but its short - term impact is not obvious . In the long term , its interpretation importance to economic cooperation fluctuation is about 11.25 % . The research results will provide references and suggestions for enterprises and government to formulate trade , investment , industry and so on .

【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F124;F171.2

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