Tác động của các cú sốc vĩ mô lên cán cân thương mại khu vực ASEAN-6: Phương pháp GVAR
DOI:
https://doi.org/10.24311/jabes/2018.29.11.695Từ khóa:
Cán cân thương mại, Thương mại quốc tế, GVAR, ASEAN-6Tóm tắt
Nghiên cứu sử dụng mô hình vectơ tự hồi quy toàn cầu (GVAR) cho 35 quốc gia nhằm phân tích các cú sốc vĩ mô xuất phát từ các đối tác thương mại chính (gồm: Trung Quốc, Mỹ và Nhật Bản) tác động thế nào đến cán cân thương mại khu vực ASEAN-6. Kết quả thực nghiệm xác nhận vai trò của cú sốc GDP thực của Mỹ là yếu tố quyết định quan trọng đến cán cân thương mại khu vực. Ngoài ra, tác giả còn phát hiện rằng trong dài hạn, sự giảm giá đồng Nhân dân tệ dẫn đến sự thặng dư đáng kể cán cân thương mại của Trung Quốc và Việt Nam trong khi cán cân Mỹ có xu hướng xấu đi.
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