外商直接投资与我国进出口贸易关系研究——基于VAR模型的脉冲响应函数和方差分解方法分析  

Research on the Relationship between Foreign Direct Investment and the Import and Export Trade of Our Country——Analysis based on Impulse Response Function and Variance Decomposition Method of VAR Model

作　　者：钟晓君[1] 

机构地区：[1]华南农业大学经济管理学院

出　　处：《统计教育》2009年第6期14-20,共7页Statistical education

摘　　要：运用基于VAR模型的脉冲响应函数和方差分解法,对我国改革开放以来外商直接投资和进出口贸易之间的长期动态关系进行了动态研究。脉冲响应函数分析结果表明,FDI对我国出口贸易和进口贸易存在长期的促进作用,其中FDI冲击对我国出口贸易有长期平稳的正向效应,对我国进口贸易的长期正向效应则逐期递减;另一方面,出口贸易的冲击对FDI有正向效应而进口贸易的冲击对FDI有负向效应。方差分解的结果表明,FDI对进出口贸易的预测方差以及进出口贸易对FDI的预测方差都有一定的贡献度,显示我国"贸易投资一体化"的局面正逐渐形成。在以上分析基础上,提出相应政策建议。Using the impulse response function and variance decomposition method based on VAR model, this paper analyzes the long - term dynamic relation between foreign direct investment and the import and export trade dur ing the period of 1980 - 2007 in China. From the result of impulse response function, It can be seen that FDI can promote the import and export of China in long term, the difference is that FDI has a stable positive effect on export trade; while on import trade, the positive effect of FDI will decline along with the times. On the other hand, one standard deviation impact of export trade will have a positive effect on FDI while one standard deviation impact of import trade will have a negative effect on FDI. From the result of variance decomposition, it can be seen both FDI and the import and export trade will have a certain contribution to each other＇s forecasting variance, which reveals that a situation of integrated trade and investment is forming gradually. this paper puts forward some policy suggestions. On the basis of above - mentioned analysis,

关 键 词：外商直接投资 进出口贸易 VAR模型 脉冲响应 

分 类 号：O235[理学—运筹学与控制论] F832.6[理学—数学]