旅游外汇收入、FDI和GDP关系的脉冲响应分析  

The Analysis of the Impulse Response about the Relationships between FTI,FDI and GDP

作　　者：向延平[1,2] 蒋才芳[2] 

机构地区：[1]中国人民大学区域与城市经济研究所,北京100872 [2]吉首大学商学院,湖南吉首416000

出　　处：《数理统计与管理》2013年第5期896-902,共7页Journal of Applied Statistics and Management

基　　金：国家社科基金资助项目(07XJY032);吉首大学学成返校博士科研资助项目(jsdxkyzz201015)

摘　　要：基于VAR模型对我国1985-2007年旅游外汇收入(FTI)、实际利用外资金额(FDI)和国内生产总值(GDP)间关系进行脉冲响应分析。结果表明:通过脉冲响应分析,DLFDI对DLFTI、DLFDI对DLGDP呈现负的脉冲响应,DLFTI对于DLFDI、DLFTI对DLGDP整体上呈现零的脉冲响应,DLGDP对DLFDI表现出较强的正的脉冲响应,DLFTI对DLGDP总体呈现出正的脉冲响应;通过格兰杰成因分析,DLFTI和DLFDI、DLGDP和DLFTI之间没有相互影响,DLGDP是DLFDI的格兰杰成因,但DLFDI不是DLGDP的格兰杰成因。The paper made the impulse response about the relationships between FTI, FDI and GDP based on the model of VAR from 1985 to 2007 in China. The results showed that the impulse responses were negative about DLFDI to DLFTI and DLFDI to DLGDP; the impulse responses were zero about DLFTI to DLFDI and DLFTI to DLGDP and the impulse responses were positive about DLGDP to DLFDI and DLFTI to DLGDP. The results also showed that there were no influences between DLFTI and DLFDI or DLGDP and DLFTI, DLGDP was the Granger Cause of DLFT but DLFDI wasn＇t the Granger Cause of DLGDP based on the Granger Cause.

关 键 词：旅游外汇收入 实际利用外资金额 国内生产总值 脉冲响应 

分 类 号：F590.3[经济管理—旅游管理] O212[经济管理—产业经济]