传导机制下世界经济波动对中国经济影响的实证分析

发布时间：2018-03-12 17:44

本文选题：经济波动　切入点：传导机制　出处：《西北师范大学》2013年硕士论文　论文类型：学位论文

【摘要】：随着我国经济总量的快速增长和对外开放的不断深入，世界经济波动对我国宏观经济的影响愈加显著。全面认识和识别这种影响性，从而有针对性地确定我国的对外经济政策具有重要意义。针对这一问题，本文首先基于VAR模型，在对数据进行H—P滤波的基础上，运用脉冲响应函数和方差分解对世界经济波动与我国外贸经济间的关联性进行了实证研究。在此基础上，本文还利用状态空间模型和卡尔曼滤波等计量经济方法，就传导机制下世界经济波动对我国经济增长的影响进行实证分析。从而获得以下结论。（1）世界经济波动对我国的对外贸易产生了显著的正向影响，并且这种正向影响持续时间较长，在初始冲击产生后的第7期才基本消除。该结论表明随着我国对外贸易规模的不断扩大，同时面临着我国外贸依存度高居不下的现实情况，我国外贸经济的发展势必会愈加受到世界经济波动的影响。而在当今世界经济疲软，美日欧经济增速缓慢的大环境下，世界经济的发展对我国外贸经济造成不良影响的可能性不断提高。（2）世界经济波动通过各传导变量对我国经济增长产生了显著影响。我国经济已经逐步融入世界经济之中，已受其波动的影响，存在明显的正相关性。在理论和实证分析的基础上，从应对世界经济波动的角度出发，，基于上述研究，本文提出以下对策建议。第一，加强政府对经济的宏观控制能力，保持金融体系的稳定性，完善国际合作机制，以此来预防和化解风险；第二，充分挖掘国内市场潜力，减小世界经济波动通过贸易渠道对中国的冲击，优化出口市场结构，分散世界经济波动对中国的冲击风险；第三，保持稳健的汇率政策，提高外资的进入“门槛”，最终把中国经济的持续稳定发展建立在本国力量的基础之上，同时鼓励中国企业对外投资，缓解由于出口波动而引致经济波动的压力；最后，提高能源使用率，加大对替代能源的发展，完善旅游法制法规，树立可持续发展观念。
[Abstract]:With the rapid growth of China's total economic output and the continuous deepening of the opening to the outside world, the impact of world economic fluctuations on China's macroeconomic is becoming more and more significant. Therefore, it is of great significance to determine China's foreign economic policy. To solve this problem, this paper first based on VAR model, on the basis of data H-P filtering, Using impulse response function and variance decomposition, this paper makes an empirical study on the relationship between world economic fluctuations and China's foreign trade economy. On this basis, this paper also uses econometric methods such as state space model and Kalman filter. This paper makes an empirical analysis on the influence of the world economic fluctuation on China's economic growth under the conduction mechanism and obtains the following conclusions. (1) the fluctuations in the world economy have had a significant positive impact on China's foreign trade, and this positive impact has lasted a long time. The conclusion shows that with the continuous expansion of China's foreign trade scale, at the same time, it is faced with the reality that China's foreign trade dependence is high. The development of China's foreign trade economy is bound to be increasingly affected by the fluctuations in the world economy. But in the current environment of weak world economy and slow economic growth in the United States, Japan and Europe, The possibility that the development of the world economy will have a negative impact on China's foreign trade economy will continue to increase. 2) the world economic fluctuation has a remarkable influence on China's economic growth through various conduction variables, and China's economy has been gradually integrated into the world economy, which has been affected by its fluctuation and has obvious positive correlation. On the basis of theoretical and empirical analysis, from the point of view of dealing with the fluctuation of the world economy, this paper puts forward the following countermeasures and suggestions: first, to strengthen the government's ability to control the economy macroscopically and to maintain the stability of the financial system. To improve the mechanism of international cooperation to prevent and defuse risks; second, to fully tap the potential of the domestic market, reduce the impact of world economic fluctuations on China through trade channels, and optimize the structure of the export market. To disperse the impact of world economic fluctuations on China; third, to maintain a sound exchange rate policy, raise the "threshold" for foreign investment to enter, and ultimately build the sustained and stable development of China's economy on the basis of its own strength. At the same time, Chinese enterprises should be encouraged to invest abroad in order to alleviate the pressure of economic fluctuation caused by export fluctuation. Finally, we should increase the utilization rate of energy, increase the development of alternative energy sources, perfect the laws and regulations governing tourism, and set up the concept of sustainable development.
【学位授予单位】：西北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F124;F113.7

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