国际贸易、国内居民消费与产业结构--基于SVA R模型的实证分析

摘要

According to the data during 1994-2014 in China , an empirical analysis is made on the relationship between interna-tional trade , industrial structure and national resident consumption by using a SVAR model . The results suggest that :the positive influ-ences of current international trade on industrial structure , current industrial structure on national resident consumption are significant . From the point of across phases , from the lag 1 to lag 6 , though fluctuate widely , industrial structure , national resident consumption and international trade all give positive response to the impulse of the other variable , and become basically stable after lag 6 . The impact of in-dustrial structure is becoming greater as time passes by , which has the most contribution to the variable of itself , international trade and na-tional resident consumption . International trade contributes 40.01% to the variable of industrial structure . National resident consumption contributes 18% to the variable of international trade .%本文基于中国1995～2014年的数据构建SVAR模型，实证检验了国际贸易、产业结构与国内居民消费间的影响关系。结果表明：当期国际贸易对产业结构、当期产业结构对国内居民消费分别具有显著的正向影响。从跨期来看，在滞后1～6期，产业结构、国内消费水平与国际贸易的相互冲击都呈现正向效应，但波动较大，而在第6期以后基本呈稳定状态；产业结构的影响随时间增强，是自身、国际贸易和国内居民消费波动的贡献率的主要来源。国际贸易对产业结构变动的贡献率为40.01％，国内居民消费水平对国际贸易变动的贡献率为18％。