基于VAR模型的外资、环境治理与经济增长研究——来自全国1992～2012年时间序列数据的证据  

Study on FDI,Environmental Regulation and Economic Growth Based on VAR Model——Evidence from Nationwide Time Series Data from 1992 to 2012

作　　者：张欢[1] 徐康宁[1] 

机构地区：[1]东南大学经济管理学院,南京211189

出　　处：《软科学》2015年第8期9-13,共5页Soft Science

基　　金：国家社会科学基金重点项目(09AZD047);国家自然科学基金青年项目(71303206)

摘　　要：选取全国1992~2012年的时间序列数据,利用经济增长的新型衡量指标,通过构建VAR模型对外资（FDI流入）、环境污染、环境治理投资和经济增长四个变量进行动态计量分析,并在VAR模型估计的基础上,使用脉冲响应和方差分解实证研究了FDI流入与经济增长的关系。研究结果表明：FDI短期内能显著刺激经济增长,同时也导致环境污染加重,长期来看不是经济增长的源动力,但FDI的溢出效应有利于改善环境污染。同时环境污染不是FDI流入减缓的主要原因,而环境治理投资对FDI的负向影响显著。This paper selects nationwide time series data from 1992 to 2012, and uses the new measuring index of economic growth, by constructing a VAR model of FDI inflows, environmental pollution, environmental governance investment and e- conomic growth to do dynamic econometric analysis, and based on the estimation of VAR model, using the generalized im- pulse response and variance decomposition to do empirical research on the dynamic relationship of economic growth and FDI inflows. The research results indicate that： FDI significantly stimulates economic growth in the short term, as well as deteri- orates the environment, but FDI is not the source of economic growth in the long term, while FDI spillover helps improve environmental pollution. Meanwhile, environmental pollution is not the main reason for FDI inflows＇ slowing down, and en- vironmental governance investment significantly brings negative effect to FDI.

关 键 词：VAR模型 环境污染 环境治理投资 脉冲响应函数 

分 类 号：F124[经济管理—世界经济] F125.4