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基于VAR模型的广东省医药制造业出口贸易关系实证研究
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篇名: 基于VAR模型的广东省医药制造业出口贸易关系实证研究
TITLE: Empirical Research on Export Trade Relations of Guangdong Pharmaceutical Manufacturing Industry Based on VAR Model
摘要: 目的:为促进广东省医药制造业出口交货值增加、提高医药制造业出口占比和国际化水平提供参考。方法:选取1998-2019年广东省医药制造业数据,建立向量自回归(VAR)模型,通过协整关系检验、格兰杰因果检验、脉冲响应函数、方差分解等实证研究探讨广东省医药制造业出口贸易活动(出口交货值)、研发投入(研发经费内部支出)、技术创新(技术改造费用)间的关系。结果与结论:通过协整关系检验与格兰杰因果检验可知,广东省医药制造业出口贸易活动与研发投入、技术创新存在稳定的均衡关系;技术创新是出口交货值的格兰杰原因,其能够正向促进出口贸易活动的增加,滞后期为2年;出口交货值是研发投入的格兰杰原因,其能够促进研发投入的增加,且随着时间的推移影响越来越大;研发投入是技术创新的格兰杰原因,能够促进技术创新的增加。通过脉冲响应函数和方差分解可知,广东省医药制造业出口贸易活动、研发投入和技术创新存在相互影响的动态均衡关系。出口交货值的变动主要受自身影响较大,技术创新为辅助促进作用(贡献率约为7%)。建议企业应重视技术改造与研发投入,打造高技术医药制造产业,充分发挥岭南中医药产品的特色,增强优势出口医药产品的技术竞争力,优化医药产业布局,提升国际竞争力。
ABSTRACT: OBJECTIVE:To provide reference for increasing t he export trade of Guangdong ’s pharmaceutical manufacturing industry,and improving the proportion of pharmaceutical manufacturing export and internationalization level. METHODS :The data of the pharmaceutical manufacturing industry in Guangdong province were collected from 1998 to 2019,and vector autoregressive (VAR)model was established. The relationship of export trade activities (export delivery value ),R&D investment (R&D internal expenditure) and technological innovation (technological transformation cost ) of pharmaceutical manufacturing industry in Guangdong province were explored empirically through cointegration relationship test ,Granger causality test ,impulse response function and variance decomposition. RESULTS & CONCLUSIONS :Through the cointegration relationship test and Granger causality test ,it could be seen that there was a stable equilibrium relationship among the export trade activities of Guangdong pharmaceutical manufacturing industry ,R&D investment and technological innovation. Technological innovation was the Granger cause of export delivery value and could positively promotes the increase in export trade activities ,with a lag period of 2 years. The export delivery value was the Granger reason for R&D investment ,which could promote the increase of R&D investment ,and the influence will become greater and greater over time. R&D investment is the Granger cause of technological innovation ,which can promotes the increase of technological innovation. Through impulse response function and variance decomposition ,it could be known that the export trade activities ,R&D investment and technological innovation of Guangdong ’s pharmaceutical manufacturing industry had a dynamic interaction relationship. The change in export delivery value is mainly affected by itself ,and technological innovation is an auxiliary promotion effect (contribution rate of 7%). It is suggested that enterprises should pay attention to technological transformation and R&D investment ,build high-tech pharmaceutical manufacturing industry ,give full play to the characteristics of Lingnan traditional Chinese medicine products , enhance the technological competitiveness of export pharmaceutical products ,optimize the layout of pharmaceutical industry ,and enhance international competitiveness.
期刊: 2021年第32卷第06期
编辑: 张宇杰,孙圣兰
AUTHORS: ZHANG Yujie,SUN Shenglan
关键字: 医药制造业;出口贸易活动;研发投入;技术创新;向量自回归模型
KEYWORDS: Pharmaceutical manufacturing industry ;
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