Author(s)

Yuan Wang, Jing Wu, Yihua Zhang

Corresponding Author

Jing Wu

Abstract

This paper selects the total amount of foreign trade import and export transactions and the total amount of cross-border e-commerce transactions time series data of the National Bureau of Statistics for 2004-2018, constructs a vector auto-regressive model (VAR), and uses co-integration test, Granger causality test, impulse response function and variance decomposition to quantitatively analyze the influence mechanism relationship between the total amount of foreign import and export trade and cross-border e-commerce in China. The research results show that there is a long-term stable relationship between the total import and export trade of our country and the cross-border e-commerce, and the Granger one-way causality between the cross-border e-commerce and the foreign import and export trade of our country. According to the results of the impulse response function, the effect will gradually become smaller over time.

Keywords

Cross-border e-commerce; Import and export trade; VAR model