本文選題：經(jīng)濟(jì)波動　切入點：傳導(dǎo)機(jī)制　出處：《西北師范大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：隨著我國經(jīng)濟(jì)總量的快速增長和對外開放的不斷深入，世界經(jīng)濟(jì)波動對我國宏觀經(jīng)濟(jì)的影響愈加顯著。全面認(rèn)識和識別這種影響性，從而有針對性地確定我國的對外經(jīng)濟(jì)政策具有重要意義。 針對這一問題，本文首先基于VAR模型，在對數(shù)據(jù)進(jìn)行H—P濾波的基礎(chǔ)上，運(yùn)用脈沖響應(yīng)函數(shù)和方差分解對世界經(jīng)濟(jì)波動與我國外貿(mào)經(jīng)濟(jì)間的關(guān)聯(lián)性進(jìn)行了實證研究。在此基礎(chǔ)上，本文還利用狀態(tài)空間模型和卡爾曼濾波等計量經(jīng)濟(jì)方法，就傳導(dǎo)機(jī)制下世界經(jīng)濟(jì)波動對我國經(jīng)濟(jì)增長的影響進(jìn)行實證分析。從而獲得以下結(jié)論。 （1）世界經(jīng)濟(jì)波動對我國的對外貿(mào)易產(chǎn)生了顯著的正向影響，并且這種正向影響持續(xù)時間較長，在初始沖擊產(chǎn)生后的第7期才基本消除。該結(jié)論表明隨著我國對外貿(mào)易規(guī)模的不斷擴(kuò)大，同時面臨著我國外貿(mào)依存度高居不下的現(xiàn)實情況，我國外貿(mào)經(jīng)濟(jì)的發(fā)展勢必會愈加受到世界經(jīng)濟(jì)波動的影響。而在當(dāng)今世界經(jīng)濟(jì)疲軟，美日歐經(jīng)濟(jì)增速緩慢的大環(huán)境下，世界經(jīng)濟(jì)的發(fā)展對我國外貿(mào)經(jīng)濟(jì)造成不良影響的可能性不斷提高。 （2）世界經(jīng)濟(jì)波動通過各傳導(dǎo)變量對我國經(jīng)濟(jì)增長產(chǎn)生了顯著影響。我國經(jīng)濟(jì)已經(jīng)逐步融入世界經(jīng)濟(jì)之中，已受其波動的影響，存在明顯的正相關(guān)性。 在理論和實證分析的基礎(chǔ)上，從應(yīng)對世界經(jīng)濟(jì)波動的角度出發(fā)，，基于上述研究，本文提出以下對策建議。第一，加強(qiáng)政府對經(jīng)濟(jì)的宏觀控制能力，保持金融體系的穩(wěn)定性，完善國際合作機(jī)制，以此來預(yù)防和化解風(fēng)險；第二，充分挖掘國內(nèi)市場潛力，減小世界經(jīng)濟(jì)波動通過貿(mào)易渠道對中國的沖擊，優(yōu)化出口市場結(jié)構(gòu)，分散世界經(jīng)濟(jì)波動對中國的沖擊風(fēng)險；第三，保持穩(wěn)健的匯率政策，提高外資的進(jìn)入“門檻”，最終把中國經(jīng)濟(jì)的持續(xù)穩(wěn)定發(fā)展建立在本國力量的基礎(chǔ)之上，同時鼓勵中國企業(yè)對外投資，緩解由于出口波動而引致經(jīng)濟(jì)波動的壓力；最后，提高能源使用率，加大對替代能源的發(fā)展，完善旅游法制法規(guī)，樹立可持續(xù)發(fā)展觀念。
[Abstract]:With the rapid growth of China's total economic output and the continuous deepening of the opening to the outside world, the impact of world economic fluctuations on China's macroeconomic is becoming more and more significant. Therefore, it is of great significance to determine China's foreign economic policy. To solve this problem, this paper first based on VAR model, on the basis of data H-P filtering, Using impulse response function and variance decomposition, this paper makes an empirical study on the relationship between world economic fluctuations and China's foreign trade economy. On this basis, this paper also uses econometric methods such as state space model and Kalman filter. This paper makes an empirical analysis on the influence of the world economic fluctuation on China's economic growth under the conduction mechanism and obtains the following conclusions. (1) the fluctuations in the world economy have had a significant positive impact on China's foreign trade, and this positive impact has lasted a long time. The conclusion shows that with the continuous expansion of China's foreign trade scale, at the same time, it is faced with the reality that China's foreign trade dependence is high. The development of China's foreign trade economy is bound to be increasingly affected by the fluctuations in the world economy. But in the current environment of weak world economy and slow economic growth in the United States, Japan and Europe, The possibility that the development of the world economy will have a negative impact on China's foreign trade economy will continue to increase. 2) the world economic fluctuation has a remarkable influence on China's economic growth through various conduction variables, and China's economy has been gradually integrated into the world economy, which has been affected by its fluctuation and has obvious positive correlation. On the basis of theoretical and empirical analysis, from the point of view of dealing with the fluctuation of the world economy, this paper puts forward the following countermeasures and suggestions: first, to strengthen the government's ability to control the economy macroscopically and to maintain the stability of the financial system. To improve the mechanism of international cooperation to prevent and defuse risks; second, to fully tap the potential of the domestic market, reduce the impact of world economic fluctuations on China through trade channels, and optimize the structure of the export market. To disperse the impact of world economic fluctuations on China; third, to maintain a sound exchange rate policy, raise the "threshold" for foreign investment to enter, and ultimately build the sustained and stable development of China's economy on the basis of its own strength. At the same time, Chinese enterprises should be encouraged to invest abroad in order to alleviate the pressure of economic fluctuation caused by export fluctuation. Finally, we should increase the utilization rate of energy, increase the development of alternative energy sources, perfect the laws and regulations governing tourism, and set up the concept of sustainable development.
【學(xué)位授予單位】：西北師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F124;F113.7

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