摘要
目前日本政府受到日元大幅升值的压力,为了复苏低迷的经济而出台了大规模量化宽松政策.部分发达国家担心本国经济衰退而长期处于低迷状态,同样,新兴经济体也面临着通货膨胀的压力.经济发展速度的差异导致了不同的国家采用多样化的政策.无疑,日本实施量化宽松政策会对中国的对外出口产生一定的冲击.基于相关的时间序列数据,将利用协整分析并通过VAR模型与脉冲响应函数等数据分析手段研究了日本的量化宽松政策对中国出口量的影响.
Recently the government of Japan received much pressure from the sharp appreciation of the yen, thus leading to the monetary policy of large-scale quantitative easing in order to recover its economy. Some developed countries worry about recession and the long-term doldrums, while developing countries are facing with inflationary pressure. Differences in the pace of development lead to different countries having adopted various policies. Obviously, Japanese quantitative easing will influence the export of China directly, so in this paper time-series data will be used in Co-integration Analysis which is based on YAR Model combined with impulse response analysis to study the impact of Japan＇ s quantitative easing policy on the export volume of China.
出处
《四川师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2013年第5期801-806,共6页
Journal of Sichuan Normal University（Natural Science）
基金
教育部西部和边疆青年基金(13XJC790006)资助项目
关键词
日本
量化宽松
中国出口
协整分析
脉冲响应
方差分解
Japan
quantitative easing
export of China
co-integration analysis
impulse-response
variance decomposition
作者简介
通信作者：李天德（1949-），男，教授，主要从事国际金融的研究，E—mail：px1220236@qq．com
