中国金融发展与外贸关系的面板协整检验和因果分析被引量：10

PANEL COINTEGRATION TEST AND CAUSALITY ANLYSIS OF THE RELATIONSHIP BETWEEN FINANCIAL DEVELOPMENT AND FOREIGN TRADE IN CHINA

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摘要基于跨省面板数据,运用面板协整理论和面板因果检验方法分析了中国金融发展与对外贸易之间的关系。多种协整检验方法一致表明,金融发展与出口贸易、金融发展与进口贸易之间都存在长期均衡稳定关系;而基于面板误差修正模型的Granger因果检验则表明金融发展与对外贸易之间同时存在长、短期双向因果关系。这意味着在金融深化改革和贸易增长方式调整的特殊历史时期,保持金融和贸易政策的有效组合具有十分重要的意义。 This paper uses panel cointegration theory and panel causality test approach to analysis relationship between the financial development and foreign trade based on cross province＇s panel data in China. The results shows that there is stable relationship between financial development and export or import. It implies that the importance of the integration of finance and trade policy in the critical time of further reforming finance policy system and adjusting the growth ways of foreign trade.

作者徐建军熊德平汪浩瀚

机构地区宁波大学科技学院宁波大学商学院

出处《经济地理》 CSSCI 北大核心 2008年第5期784-789,共6页 Economic Geography

基金国家社会科学基金(编号:05BJY102) 教育部人文社科基金(编号:06JA790100)联合资助

关键词社会经济网络长三角可持续发展创新交易成本区域经济一体化 financial development foreign trade panel unit root panel cointegration panel causality

分类号 F830 [经济管理—金融学] F752 [经济管理—国际贸易]

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