采用向量自回归(VAR)模型,探讨电子商务对中国外贸进出口的影响,刻画不同情形下FDI、汇率与外贸进出口的脉冲响应关系,从而得出电子商务发展对我国外贸进出口的直接与间接影响。研究表明,电子商务的发展对中国外贸进出口增长具有显著的直接促进作用。同时,电子商务的发展,还增强了FDI和汇率等因素对外贸进出口的长期影响,并增加了FDI和汇率对外贸进出口增长的贡献率,尤其是后者的贡献率。
by using the vector autoregressive (VAR) model, the paper investigates the influence of e-commerce on Chinese foreign trade and depicts the impulse response relations amongthe exchange rate, foreign trade and FDI in different situations. The research has shown that the e - commerce development has direct and indirect effects on foreign trade. The development of electronic commerce in China has not only a significant direct role in promoting foreign trade import and export growth, but also enhances the long-term impact of the FDI and the exchange rate on the foreign trade. It also increases the contribution rate of the FDI and exchange rate on the import and export growth of foreign trade, especially on the latter.