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Erschienen in: Wireless Personal Communications 1/2018

01.03.2018

The Application of VAR Model in Economic Interaction: The Case of China E-Commerce and Trade

verfasst von: Pengliang Qiao, Zhaokun Qi

Erschienen in: Wireless Personal Communications | Ausgabe 1/2018

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Abstract

Vector auto regression model (VAR) is widely used in the researches of variables interactions. China’s cross-border e-commerce and trade volume has grown rapidly in recent years. But it is uncertain that there is interaction between the common growth and the VAR model can be used to explain that. Based on these issues, this paper collected data on China’s cross-border e-commerce and trade growth from 2001 to 2015 so as to establish the VAR model of cross-border e-commerce and trade growth by using Augmented Dickey–Fuller test, Granger causality test and co-integration test. From the results, VAR model has great explanation for the interactive relationship between e-commerce and trade growth. There is a long-term equilibrium between both. On the other hand, the pulse response analysis found the stability for this long-term equilibrium.

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Metadaten
Titel
The Application of VAR Model in Economic Interaction: The Case of China E-Commerce and Trade
verfasst von
Pengliang Qiao
Zhaokun Qi
Publikationsdatum
01.03.2018
Verlag
Springer US
Erschienen in
Wireless Personal Communications / Ausgabe 1/2018
Print ISSN: 0929-6212
Elektronische ISSN: 1572-834X
DOI
https://doi.org/10.1007/s11277-018-5481-3

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