林业经济问题Issue(1)：56-61,6.
中国木材进出口量和木材进口价格之间动态影响机制分析--基于VAR模型和脉冲响应函数
An Analysis of Dynamic Impact Mechanism between China's Import and Export of Timber and Import Price---Based on analysis of VAR and IRF
摘要
Abstract
The article shows bidirectional Granger causality among the timber import and output and import price , and the domestic timber supply can Granger cause these variables . While Johansen Cointegration tests imply the Long-term Equilibrium relationship among the three relevant variables . After establishing the VAR model , the bidirectional influence mechanism can be explained by Impulse Response Function , which makes that the impulse of import price of timber causes a positive impact on the import and output of timber , reaching the peak in the third and fourth period , Maybe the great need of domestic market is the reason .关键词
VAR模型/脉冲响应函数/格兰杰因果Key words
VAR/impulse response function/Granger causality分类
管理科学引用本文复制引用
苏兴国,陈文汇..中国木材进出口量和木材进口价格之间动态影响机制分析--基于VAR模型和脉冲响应函数[J].林业经济问题,2014,(1):56-61,6.基金项目
中央高校基本科研业务费专项资金资助项目 （）
