中国对东盟直接投资与贸易间关系的协整分析  

A Co-integration Analysis of the Relationship between Chinese Outward FDI and International Trade in ASEAN

作　　者：王长义[1] 陈利霞[2] 

机构地区：[1]山东财经大学国际经贸学院,山东济南250014 [2]山东建筑大学法政学院,山东济南250101

出　　处：《山东财政学院学报》2013年第5期58-63,共6页Journal of Shandong Finance Institute

基　　金：教育部人文社会科学研究规划基金项目"增加值贸易与国外供求波动的动态传递效应研究"(13YJA790024)

摘　　要：文章运用协整理论、误差修正模型等方法,利用1995-2012年间的年度数据,对中国对东盟的直接投资与贸易间关系进行了实证分析。分析结果表明,中国对东盟的直接投资与进出口贸易间存在长期稳定的均衡关系,直接投资与出口贸易间是一种互补关系,直接投资与进口贸易间是一种替代关系;短期内,中国对东盟的直接投资与进出口贸易间是一种替代关系。This article uses the methods such as co-integration test and VEC model to empirically analyze the relationship between Chinese outward FDI and international trade in ASEAN during 1995 -2011. The results show that there is a long-term stable equilibrium relationship between Chinese outward FDI and international trade in ASEAN.On the one hand, in the long term, there is a complementary relationship between outward FDI and export whereas there is a trade-off relationship between outward FDI and import. On the other hand, in the short term, there exists a trade-off relationship between outward FDI and international trade.

关 键 词：对外直接投资 进出口贸易 协整检验 

分 类 号：F752[经济管理—国际贸易]