外贸依存度与收入分配关系的实证研究.doc

PAGE PAGE 20 外贸依存度与收入分配关系的实证研究 摘要：本文利用1978至2014年我国外贸依存度和城乡收入差距指标的时序数据，首先进行平稳性检验，其次进行格兰杰因果检验，并在此基础上再建立协整模型及误差修正模型，来探究对外贸易发展与收入分配差距之间的关系。研究结果表明，外贸依存度与城乡收入比之间存在单向的格兰杰因果关系，因此认为对外贸易发展是造成收入差距的原因之一。外贸依存度与城乡收入比之间还存在长期的协整关系，随着外贸依存度的增大会造成收入差距扩大，但从更长期的时间范围来看，二者关系呈现倒U型，当外贸依存度达到171后，会使得城乡收入差距缩小。从短期波动关系来看，外贸依存度的当期波动对城乡收入差距的当期波动的影响不显著，但上期误差对城乡收入差距的当期波动产生了显著影响。 关键词:外贸依存度；城乡收入差距；协整模型；误差修正模型 An empirical study on the relationship between dependence on foreign trade and income distribution Abstract:In this paper, we use the time series data of Chinas dependence on foreign trade and index about income gap between urban and rural from 1978 to 2014. First of all, the stability test was carried out, followed by the Granger causality test, and then the co-integration model and error correction model were established, to explore the relationship between the development of foreign trade and the income distribution gap. Research results show that, there is one-way Granger relationship between dependence on foreign trade and income ratio between urban and rural areas. Therefore, it is believed that the development of foreign trade is one of the reasons for the income gap. There is also a long term co-integration relationship between the two, and the increase of dependence on foreign trade will lead to the expansion of income gap. But over a longer period of time, the relationship between the two showed inverted U type. When the dependence on foreign trade reached 171, the income gap between urban and rural areas will be reduced. From short-term fluctuations, the current fluctuation in the foreign trade dependence degree is not significant to the current fluctuation of the income gap between urban and rural areas,but the current error has a significant impact on the urban-rural income gap fluctuation. Keywords:dependence on foreign trade; urban-rural income gap; co-integration model; error correction model 一、引言 1978年改革开放之后，中国开始真正地走向国际舞台，顺势打开了全方位的对外开放格局，在“引进来”与“走出去”的双剑合璧之下，中国在经济上实现了与国际市场的成功接