中国对外直接投资与国内产业升级的动态关系——基于VAR模型与脉冲响应函数的实证分析  

An Empirical Analysis on the Dynamic Relationship between China's Outward Foreign Direct Investment and Domestic Industrial Upgrading——Based on the VAR Model and Impulse Response Function

作　　者：于世海[1] 陈光春[1] 

机构地区：[1]桂林理工大学管理学院

出　　处：《经济体制改革》2015年第6期137-143,共7页Reform of Economic System

基　　金：国家社会科学基金项目"桂滇边境民族地区经济包容性增长路径研究"(13BMZ073);桂林理工大学科研启动费资助项目"中国对外直接投资与国内产业升级关系研究"(002401003465)

摘　　要：本文通过设定对外直接投资与产业升级的测度指标，基于1985—2014年的时间序列数据，构建VAR模型，并借助协整检验、格兰杰因果关系验证和脉冲响应函数分析等手段，考察了我国对外直接投资与国内产业升级的动态关联过程及特征。研究结果显示，对外直接投资相对规模与产业升级的结构、效率因子之间存在长期均衡关系，标准化后的协整方程系数也反映了我国对外直接投资与产业升级之间，在长期内存在相互促进的关系，但相互间的作用是有限的；从短期来看，产业升级素质、效率的提升对对外直接投资活动的影响较其结构变动更甚，而对外直接投资的发展则对产业升级的结构因子产生了较大影响，对效率成份影响微弱且性质不定。This paper chooses the special indexes of outward foreign direct investment and domestic industrial upgrading, and constructs the VAR model in order to carry out the co-integration test, Granger test of causality and impulse response function analysis based on time series data from 1985 to 2014 years. The result of above research shows that there is a long-term equilibri- um relationship between the relative size of outward foreign direct investment and the structure, efficiency factor of industrial up- grading. The coefficients of standardized co-integration equation also reflect the long term mutual promotion status, but the inter- acting force is limited. In the short term, the efficiency factor of industrial upgrading produces the greater impact on the outward foreign direct investment than the structural factor; meanwhile the outward foreign direct investment affects the structural factor of industrial upgrading more than the efficiency factor; there is a small influence on the efficiency factor and the qualitative change of this influence is difficult to be confirmed.

关 键 词：对外直接投资 产业升级 VAR模型 动态关联 

分 类 号：F125[经济管理—世界经济]