›› 2018, Vol. 30 ›› Issue (5): 173-178.

• 投入占用产出技术及其应用 • 上一篇    下一篇

我国出口国内增加值驱动因素的影响效应数据挖掘研究

邢光远, 冯宗宪   

  1. 西安交通大学经济与金融学院, 西安 710061)
  • 收稿日期:2017-02-13 出版日期:2018-05-28 发布日期:2018-05-29
  • 作者简介:邢光远,西安交通大学经济与金融学院博士研究生;冯宗宪,西安交通大学经济与金融学院教授,博士生导师,博士。
  • 基金资助:

    国家社科基金重大项目(12&ZD070)。

A Study on the Driving Factors of Domestic Export Value-added Changes Based on Data Mining

Xing Guanyuan, Feng Zongxian   

  1. School of Economics and Finance, Xi'an Jiaotong University, Xi'an 710061
  • Received:2017-02-13 Online:2018-05-28 Published:2018-05-29

摘要:

本文在相关研究以及欧盟第7框架计划项目支持编制的世界投入产出表(WIOD)的基础上,完成不同国家1996到2011年出口国内增加值变化率Va和出口总额变化率Vs的测算。基于EMD数据分解我国Vs和Va的年增长率发现,Va的趋势RES就是Vs的IMF3分量,揭示出口增加值的增长速度由开始加快在2004年达到高峰后开始回落,呈现偏倒U型特征;Va的IMF1和IMF2分量与Vs的IMF1和IMF2分量变化态势完全一致。借助引力模型测算发现,VsIMF1和GDP直接关联dI的相关系数为0.652,VsIMF2和贸易成本变化率的相关系数为-0.447,给出Va的IMF1、IMF2分量的驱动因素分别是GDP和贸易成本。研究结论对于准确识别我国出口国内增加值驱动因素及其效应提供了支撑技术和决策依据。

关键词: 出口国内增加值, EMD分解技术, 驱动因素, WIOD

Abstract:

Using the data from World Input-Output Database (WIOD), based on Koopman et al (2012), Wang et al (2013) with the 7th Framework Program of the European Union (EU-7), this paper calculates the rates of changes in domestic export value-added (Va) and total Export (Vs) towards different countries during the period of 1996 to 2011. Based on the EMD method, we decompose the annu-al growth rates of Vs and Va, and find that the trend RES of Va is the IMF3 component of Vs. We find the growth rate of export value-added increases from 1996, then reaches the peak in 2004 and declines after 2004, which shows a U-shaped feature. Besides, the var-ying tendency of IMF1 and IMF2 which are components of Va are completely consistent with components of Vs. Further, based on the Gravitational Model proposed by Evenett and Keller (2002), we find that the correlation coefficient between IMF1 and dI, which is highly correlated with GDP, is 0.652; the correlation coefficient between IMF2 and Vs trade cost changes is -0.447. This suggests that the driving factors of IMF1 and IMF2 from Va are GDP and trade cost respectively. All the results provide a technologic support and deci-sion-making basis for accurately identifying the driving factors of domestic export value-added and their effects in China.

Key words: domestic export value-added, Empirical Mode Decomposition technology, driving factors, World Input-Output Database