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• 영문명: An Analysis of the China's ECI on Export Using a VAR
• 발행기관: 한국무역연구원
• 저자명: 이서영(Seo-Young Lee)
• 간행물 정보: 『무역연구』제9권 제4호, 151~168쪽, 전체 17쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2013.09.30

영문 초록

This paper examines whether or not China's export credit insurance has promoted export. The actual analysis is made using vector autoregressive model. Since regression analyses using non-stationary variables may lead to spurious regressions, it is necessary to examine the stationarity of the concerned variables. The unit root tests show that all concerned variables are non-stationary. Accordingly, to see the long-term balance relations of variables, which are I(1), when cointregration test is made according to Johansen test, it is found that cointregration vector does not exist. Therefore, this study sets vector autoregressive model with the first differenced data. The empirical evidences show that export credit insurance shocks have permanent positive effects on export. That is, the efficiently managed export credit insurance system may contribute to export promotion significantly in China.

목차

Abstract

Ⅰ. 서론

Ⅱ. 자료분석

Ⅲ. 모형설정

Ⅳ. 실증분석

Ⅴ. 요약 및 결론

참고문헌

키워드

China Export Export Credit Insurance Vector Auto Regressive(VAR) Model