财经理论与实践
財經理論與實踐
재경이론여실천
The Theory and Practice of Finance and Economics
2014年
2期
109~115
,共null页
朱慧明 欧阳文静 游万海
硃慧明 歐暘文靜 遊萬海
주혜명 구양문정 유만해
出口贸易 动态随机效应 贝叶斯分析 FDI 汇率波动
齣口貿易 動態隨機效應 貝葉斯分析 FDI 彙率波動
출구무역 동태수궤효응 패협사분석 FDI 회솔파동
Export Trade ; Dynamic Random Effects ; Bayesian Analysis ; Foreign Direct Investment (FDI);Exchange Rate Fluctuation
运用贝叶斯动态面板数据模型考量中国出口贸易的地区结构差异性,结果表明:基于Gibbs抽样算法的贝叶斯动态面板回归模型能有效刻画各地区出口竞争力的路径依赖特征;FDI对出口竞争力的影响具有一定的时滞性,而汇率波动对出口竞争力的影响则具有明显的地域差异性。
運用貝葉斯動態麵闆數據模型攷量中國齣口貿易的地區結構差異性,結果錶明:基于Gibbs抽樣算法的貝葉斯動態麵闆迴歸模型能有效刻畫各地區齣口競爭力的路徑依賴特徵;FDI對齣口競爭力的影響具有一定的時滯性,而彙率波動對齣口競爭力的影響則具有明顯的地域差異性。
운용패협사동태면판수거모형고량중국출구무역적지구결구차이성,결과표명:기우Gibbs추양산법적패협사동태면판회귀모형능유효각화각지구출구경쟁력적로경의뢰특정;FDI대출구경쟁력적영향구유일정적시체성,이회솔파동대출구경쟁력적영향칙구유명현적지역차이성。
This paper constructs a Bayesian dynamic panel data model to address uncertain risk of inference in random coefficient, sets the corresponding prior distribution, and uses the Bayesian theorem to infer the posterior distribution of the parameters. In order to investigate the regional structure of China's export trade, we calculate the indicators export competitiveness (ECI) to measure the regional structure of China's export trade, and then conduct an empirical analysis. The results show that the Bayesian dynamic panel regression model based on Gibbs sampling algorithm can effectively capture the characteristics of the path dependence in export competitiveness of all regions. In addition, the effect of the FDI on the export competitiveness will have a lag, while the impact of the exchange rate fluctuations on the export competitiveness has obvious regional differences.