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Title: 日本和中國大陸雙邊貿易金額之關聯性分析
A Study for Trade Volume Relations between Japan and Mainland China
Authors: 洪淑芬
Hung, Shu-Fen
Contributors: 國關中心
Keywords: 對外貿易 ;Johansen共整合檢定 ;Granger因果關係檢定 ;衝擊反應函數
foreign trade ;cointegration test; Granger causality test ;impulse-response function
Date: 2019-06
Issue Date: 2020-06-22 10:50:54 (UTC+8)
Abstract: 本研究的目的是藉由時間序列分析日本與中國之間的貿易金額關係,希望得到雙邊貿易金額的互動情況。樣本區間為1984年3月至2018年5月的貿易月度數據,研究方法包括單根檢定、Johansen共整合檢驗、誤差修正模型、Granger因果關係檢驗、衝擊反應分析等。主要研究發現:1.Johansen共整合檢定顯示日貿易間存在長期均衡關係。2.Granger因果關係檢定顯示中日兩國貿易具有雙向回饋的Granger因果關係。3.衝擊反應顯示短期衝擊影響力較大,自身衝擊效果較另一國明顯,且引起本身或他國的反應是正負向不一定,但自身第一期均為正向反應,最後收斂趨於為零。實證結果的經濟意涵是,中日貿易的長期均衡減輕了中日貿易摩擦的強度、融合中日貿易結構上的依賴和互補、中國外貿會相對於日本外貿更具有明顯的解釋力。政治經濟意涵是,川普政府引發中美貿易戰之際,中日貿易是一股穩定的力量影響東亞區域生產網絡。
This study deployed time series data to examine the trade volumes between Japan and China from March 1984 to May 2018. The major analysis adopted include the Johansen cointegration test, error correction model, Granger causality test, and impulse-response analysis. The major findings are as follows: 1) There was a long-term equilibrium relationship between Japan and China. 2) Granger causality tests suggested the causality between trade volumes of Japan and China is bidirectional. 3) The impulse response showed that the short-term effects impacted the initiating country on a much greater scale than its trading partner. The impacts can be in either direction for both countries. The results had implications in both economics and political economics. To the former field, the long-term equilibrium of Sino-Japanese trade has reduced the intensity of the trade friction while strengthening the trade structure and complementary nature between the two countries. Furthermore, the performance of China's foreign trade presents a greater explanatory power toward the trading dynamics between the two countries than that of Japan's foreign trade. To the latter realm, Sino-Japanese trade appears to be a stabilizing force in the East Asian regional production network amidst the Sino-US trade war triggered by the Trump administration.
Relation: 嶺東學報, 44, 265 - 298
Data Type: article
DOI 連結:
Appears in Collections:[國際關係研究中心] 期刊論文

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