本文首次运用指向非循环图(DAG)方法排列出我国八个主要出口地区的出口同期因果关系,在此基础上进行结构VAR建模以及预测误差方差分解,进一步考察了各地区出口的信息传导过程。实证结果表明:北京、上海是我国出口的领导者;同处我国经济中心——“长三角”的上海、江苏和浙江的联系非常紧密;山东在我国的出口市场有着重要的连接作用;广东出口的辐射功能非常有限,这与它贸易大省的地位不相称。
This study employs the directed acyclic graphs (DAG) to investigate the contemporaneous causal structure of regional exports in China. Based on this contemporaneous structure, structural VAR and forecast error variance decomposition analysis are applied. The results show that Beijing and Shanghai play the leading role in the regional exports and that the link between Shanghai, Jiangshu and Zhejiang is rather close. The Shandong province is the channel of the information transformation in exporting markets. However, the trivial role played by Guangdong province is not equivalent to its status as a trading leader.