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跨境电子商务对进出口贸易影响的实证分析
引用本文:李子,杨坚争.跨境电子商务对进出口贸易影响的实证分析[J].中国发展,2014(5):37-42.
作者姓名:李子  杨坚争
作者单位:上海理工大学管理学院,上海200093
基金项目:国家自然科学基金项目(70973079);国家社会科学基金项目阶段性成果(13&178);上海市一流学科建设项目(S120YLXK)
摘    要:该文采用理论模型与实证分析相结合的方法,研究了中国跨境电子商务发展对进出口贸易及贸易周期的影响。该文创新点在于:以不完全竞争市场为基础,建立电子商务环境下的国际贸易市场模型,同时运用实证分析,采用协整分析方法,进一步建立ARCH模型和向量自回归模型,以揭示跨境电子商务发展与进出口贸易的关系。研究表明,跨境电子商务发展与进出口贸易之间存在长期均衡关系,跨境电子商务的发展能够增加进出口贸易的波动性,并且呈同方向变化。

关 键 词:跨境电子商务  进出口贸易  协整检验  ARCH模型  VAR模型

The Effect of Cross-Border E-Commerce on Bilateral Trade
LI Zi,YANG Jianzheng.The Effect of Cross-Border E-Commerce on Bilateral Trade[J].China Development,2014(5):37-42.
Authors:LI Zi  YANG Jianzheng
Institution:( School of management, University of Shanghai for Science and Technology, Shanghai200093, China)
Abstract:This paper studies the impact of e-commerce development on trades and trade volatility by combining the theoretical analyses with the demonstration proof-test. There are two main innovative points. On the one hand, the thesis establishes an international trade market model under e-commerce environment based on imperfect competition market. On the other hand, it reveals the relationship between e-commerce development and importexport trade by cointegration test, ARCH model and a VAR model. Finally, the study shows that there has been a long-run equilibrium relationship between e-commerce development and bilateral trade. Moreover, e-commerce development can increase the volatility of the import and export trade, which shows changes in the same direction.
Keywords:cross-border e-commerce  bilateral trade  cointegration test  ARCH model  VAR model
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