中国原木进口的需求弹性及预测——基于月度时间序列的Johansen协整估计

被引:4
作者
张寒 [1 ,2 ]
常颖 [3 ]
李世平 [2 ]
机构
[1] 中国社会科学院农村发展研究所
[2] 西北农林科技大学经济管理学院
[3] 山东省莱芜市委党校经济学教研室
关键词
原木进口; 月度数据; 弹性; Johansen协整; 向量误差修正;
D O I
10.16832/j.cnki.1005-9709.2018.01.011
中图分类号
F426.88 []; F752.61 [进口贸易];
学科分类号
020205 ; 0202 ; 020206 ;
摘要
鉴于中国原木进口需求弹性的参数值信息有限,利用月度时间序列数据构建中国原木进口需求函数,在Johansen协整框架下展开计量分析。向量误差修正模型的估计结果显示:中国原木的进口需求对所有变量都是缺乏弹性的,且在1%的统计水平上显著;中国国内经济产出和实际进口价格的弹性分别为0.86(±0.05)和-0.68(±0.15),短期对长期均衡的偏离的调整系数为0.61。基于估计参数的预测结果显示,受经济新常态的影响,2020年中国原木进口量约为5067万m3~6464万m3,并呈现平稳增长的态势。
引用
收藏
页码:69 / 74+109 +109
页数:7
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