【摘要】：世界貿(mào)易與世界航運(yùn)相互影響,關(guān)系密切。世界航運(yùn)是隨著世界貿(mào)易的發(fā)展而發(fā)展起來(lái)的,它依存于世界貿(mào)易,世界貿(mào)易的發(fā)展是世界航運(yùn)繁榮的基礎(chǔ)。同時(shí),世界航運(yùn)也成為影響和制約世界貿(mào)易進(jìn)一步發(fā)展的重要因素,世界航運(yùn)的發(fā)展極大地改善了世界貿(mào)易的環(huán)境,為世界貿(mào)易的發(fā)展提供了各種便利條件,如果世界航運(yùn)的發(fā)展無(wú)法跟上世界貿(mào)易發(fā)展的腳步,將會(huì)大大阻礙世界貿(mào)易的縱深發(fā)展。 本文運(yùn)用協(xié)整理論與方法來(lái)研究世界貿(mào)易與世界航運(yùn)之間的互動(dòng)關(guān)系。首先對(duì)協(xié)整理論及其應(yīng)用和世界貿(mào)易與世界航運(yùn)關(guān)系的國(guó)內(nèi)外研究現(xiàn)狀進(jìn)行了綜述,在對(duì)世界貿(mào)易、世界航運(yùn)和協(xié)整理論等相關(guān)概念界定的基礎(chǔ)上,建立了世界貿(mào)易與世界航運(yùn)之間的協(xié)整關(guān)系模型,并提出了世界貿(mào)易與世界航運(yùn)之間協(xié)整關(guān)系分析的步驟與流程,包括向量自回歸模型(VAR)、時(shí)間序列的ADF檢驗(yàn)、Johansen協(xié)整檢驗(yàn)、向量誤差修正模型(VECM)以及格蘭杰因果關(guān)系檢驗(yàn)、脈沖響應(yīng)函數(shù)分析、方差分解分析。 在上述理論研究的基礎(chǔ)上,借助計(jì)量經(jīng)濟(jì)學(xué)分析軟件Eviews，首先對(duì)世界貿(mào)易與世界航運(yùn)之間的關(guān)系進(jìn)行了實(shí)證分析,通過(guò)檢驗(yàn)得出：世界貿(mào)易與世界航運(yùn)之間存在著協(xié)整關(guān)系。然后建立了世界貿(mào)易與世界航運(yùn)之間的長(zhǎng)期均衡方程與向量誤差修正模型,并對(duì)實(shí)證分析的結(jié)論進(jìn)行了擬合檢驗(yàn)。為了深入分析各變量之間的相互影響,進(jìn)行了格蘭杰因果關(guān)系檢驗(yàn)、脈沖響應(yīng)分析以及方差分解分析,探討了各變量之間的動(dòng)態(tài)影響。最后,利用得到的VECM模型對(duì)世界貿(mào)易與世界航運(yùn)的發(fā)展前景進(jìn)行預(yù)測(cè),并基于此對(duì)我國(guó)對(duì)外貿(mào)易與航運(yùn)業(yè)的互動(dòng)發(fā)展提出對(duì)策與建議。
[Abstract]:World trade and world shipping interact and are closely related. World shipping is developed with the development of world trade, it depends on world trade, and the development of world trade is the foundation of world shipping prosperity. At the same time, world shipping has also become an important factor affecting and restricting the further development of world trade. The development of world shipping has greatly improved the environment of world trade and provided various facilities for the development of world trade. If the development of world shipping can not keep up with the development of world trade, it will greatly hinder the in-depth development of world trade. This paper uses cointegration theory and method to study the interaction between world trade and world shipping. Firstly, the theory of co-integration and its application as well as the research status of the relationship between world trade and world shipping are reviewed. On the basis of the definition of related concepts such as world trade, world shipping and co-integration theory, etc. The co-integration relationship model between world trade and world shipping is established, and the steps and processes of co-integration relationship analysis between world trade and world shipping are proposed, including the ADF test of (VAR), time series based on vector autoregressive model. Johansen cointegration test, vector error correction model (VECM), Granger causality test, impulse response function analysis, variance decomposition analysis. On the basis of the above-mentioned theoretical research, the relationship between world trade and world shipping is empirically analyzed by econometrics analysis software Eviews,. It is concluded that there is a co-integration relationship between world trade and world shipping. Then, the long-term equilibrium equation and vector error correction model between world trade and world shipping are established, and the conclusion of empirical analysis is tested by fitting. In order to analyze the interaction between variables, Granger causality test, impulse response analysis and variance decomposition analysis were carried out, and the dynamic effects among variables were discussed. Finally, the VECM model is used to predict the development prospects of world trade and world shipping. Based on this, countermeasures and suggestions are put forward for the interactive development of China's foreign trade and shipping industry.
【學(xué)位授予單位】：大連海事大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F551;F746;F224

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