欧洲七国入境中国旅游与进出口贸易的关系——1985—2009年的协整分析和Granger因果关系检验

选取1985-2009年欧洲七国入境中国客流量与进出口贸易统计数据，运用协整分析和Granger因果检验方法，构建各国入境中国客流量与进口贸易、出口贸易的协整方程和修正模型，分别对欧洲七国入境中国客流量与进出口贸易额之间的关系进行分析和研究。结果表明：欧洲七国入境中国客流量与其对中国进出口贸易额存在长期均衡关系，各国入境客流量对进口和出口贸易额的长期弹性远大于短期弹性；Granger因果关系检验显示，欧洲七国入境中国客流量与进口贸易额存在显著的单向因果关系，英国、德国和瑞典入境中国客流量与出口贸易额的单向因果关系显著，瑞士进口贸易额、意大利出口贸易额与其入境中国客流量的单向因果关系显著，其差异性与各国入境中国客流量的大小、贸易依存度、贸易顺逆差情况和双边关系的对称性差异密切相关。

An Empirical Study on Tourism and Trade Interaction between Seven European Countries and China： Based on Cointegration and Granger Causality Test Analysis since 1985

Based on the datas of inbound tourism,import and export trade between Seven European countries and China from 1985 to 2009, this paper applies the cointegration test and Granger causality test to establish equations and the modified models ,and analyzes the long-run equilibrium, short-term flexibility and causal relationship between inbound tourism and the import,export trade respectively, Results show that：there exists long-term equilibrium relationship between inbound tourism and two kinds of trade,and their long-term flexibility is much larger than the short term flexibility;The results of Granger causality tests indicates that there is a one-way causality between inbound tourism and imports in all case countries,except the case of Switzerland,a one-way causality between inbound tourism and exports in the case countries of UK,Germany and Switzerland,a onelay causality between imports and inbound tourism only in the case country of Switzerland,a one-way causality between exports and inbound tourism only in the case country of Italy;The difference may be caused by the country＇s size,trade dependence, trade deficit situation and bilateral relations along the symmetry differences in relationships.