世界大国经济波动对中国经济的影响——以七国集团为例基于FDI视角的实证分析  

The Impact of the World Economic Giant's Fluctuation on Chinese Economy——Analysis Based on the Group of Seven from Angle of FDI

作　　者：熊豪[1] 罗安邦[1] 

机构地区：[1]贵州财经学院,贵州贵阳550004

出　　处：《内江师范学院学报》2007年第6期93-97,共5页Journal of Neijiang Normal University

基　　金：本文系贵州财经学院研究生创新基金阶段性成果.

摘　　要：利用协整、VAR脉冲相应和方差分解等计量方法,在1981—2006年度经济数据基础上,实证分析了以G7为代表的世界大国经济波动如何通过中国的FDI影响中国经济波动.结果表明,中国FDI增长率与中国GDP增长率存有相关性;世界大国经济波动是中国FDI和中国经济波动的Granger原因,而中国FDI波动是中国经济波动的Granger原因;中国FDI方差分解中由中国经济因素解释的成分远高于世界大国经济因素的解释成分,在G7和中国GDP方差分解中,由对方经济因素解释的成分处于上升的趋势,这表明中国与世界大国之间经济波动的相互影响在日益加深.This essay uses the methods of co-integration, VAR pulse corresponding, and the variance decomposition, and based on the series of time data from 1980 to 2006 to analyze how the economic fluctuation of the world economic giant （the case in the Group of Seven） affects Chinese economic fluctuation through Chinese FDI. The result shows that there is conformability between growth rates of Chinese GDP and FDI, the economic fluctuation of monetary giant is Granger causality of Chinese EDI and Chinese economic fluctuation, and the fluctuation of Chinese FDI is a Granger causality of Chinese economic fluctuation. In the Chinese FDI variance decomposition, the total variance explains that Chinese GDP is more than the Group of Seven＇s, and the variance explains also that both Chinese and the Group of Seven＇s GDPs are growing in other variance decomposition, which indicates that a mutual economic impact between China and the Group of Seven is strengthening.

关 键 词：经济波动 FDI 协整 VAR 

分 类 号：F113[经济管理—国际贸易]