摘要
本文利用湖南省1985～2005年间进出口的年度数据和物价指数进行协整检验并建立误差修正模型。对进出口的长期均衡关系和短期动态关系做了实证研究。结果表明：进口、出口以及物价之间存在协整关系；出口对当期进口的变动较为敏感，而滞后一期的误差项则以较快的速度对出口变动做出反向修正；文章最后对湖南省外贸政策提出了若干建议。
Using the yearly data from 1985 to 2005 of import and export and price index, this paper applies the co- integration testing and establishes an error correcting model to study their long- term and short- term relations. The results are as follows： there exists co - integration relations among the three variables and export is sensitive to import; and one - period lag error correcting item reverses export rapidly. This paper fmally comes up with suggestions and trade policy.
出处
《黑龙江对外经贸》
2007年第5期45-47,共3页
Heilongjiang Foreign Economic Relations and Trade
关键词
进出口
协整分析
误差修正模型
import- export
co- integration analysis
error correcting model
