中国外债与国际商业贷款相关性实证研究  

Empirical Research on Relevance of Chinese External Debts and International Commercial Loans

作　　者：田永涛[1] 顾成军[1] 

机构地区：[1]石河子大学经济贸易学院,新疆石河子832000

出　　处：《广西财经学院学报》2010年第5期105-109,共5页Journal of Guangxi University of Finance and Economics

摘　　要：本文选取我国1990年至2008年的时间序列数据作为实证研究的切入点,对我国外债与国际商业贷款之间的相互关系进行了长期均衡分析和格兰杰因果关系分析。长期均衡分析结果证明,我国外债与国际商业贷款之间存在稳定的长期均衡关系。因果关系分析显示,我国外债与国际商业贷款之间存在单向格兰杰因果关系。Selecting the time-series data from 1990 to 2008 in China as the cut-in point of the empirical analysis,this pa-per made long-run equilibrium analysis and Granger causal analysis on the relationship between the Chinese external debts and the international commercial loans.The outcome of the long-run equilibrium analysis proved that there was long-run e-quilibrium relationship between the Chinese external debts and the international commercial loans.And the result of Granger causal analysis showed that there was unidirectional Granger causal relationship between them.

关 键 词：外债 国际商业贷款 长期均衡分析 格兰杰因果关系 

分 类 号：F831.6[经济管理—金融学]