中国对外直接投资发展影响因素与经济增长动态效果探究——基于主成分分析和VAR模型的实证分析  

A Study on China's OFDI Influencing Factors and the Dynamic Effect of Economic Growth: Based on Principal Component Analysis and VAR Model

作　　者：霍忻[1] 刘黎明[1] 

机构地区：[1]首都经济贸易大学统计学院,北京100070

出　　处：《浙江工商大学学报》2017年第5期81-94,共14页Journal of Zhejiang Gongshang University

基　　金：北京市自然科学基金项目"优化行业结构缓解特大城市病的模型方法研究"(9172003);首都经济贸易大学青年教师科研启动基金项目"中国OFDI逆向技术溢出的产业结构升级效应研究"(2017062)

摘　　要：文章以对外直接投资的影响因子与经济增长效应为出发点,选取我国对外直接投资和相关数据,构建VAR模型,运用主成分分析,协整检验、脉冲响应和格兰杰检验等方法探究了中国对外直接投资发展的影响因子与经济增长效应。研究结果显示,基础经济因子、投资环境因子和经营成本因子是影响我国对外直接投资发展的主要因素。同时,我国对外直接投资与经济增长在长期中保持正向均衡关系。而在短期中,我国对外直接投资的经济增长效应还略显微弱,有待继续发展以更好地服务于经济结构调整与经济持续增长。This paper selects the influence factors and economic growth effect of OFDI as a starting point,using China＇s OFDI and related data,building VAR model,with a principal component analysis,co-integration test,impulse response and Grainger test method to explore the impact factors and the economic growth effect of China＇s OFDI. The results show that thebasic economic factors,investment environment factors and operating cost factors are the main factors affecting the development of China＇s OFDI. At the same time,China＇s OFDI and economic growth maintain a positive equilibrium relationship in the long term. In the short term,the economic growth effect of China＇s OFDI is still weak,requires further development to better serve the economic restructuring and economic growth.

关 键 词：对外直接投资 影响因素 经济增长 主成分分析 VAR模型 

分 类 号：F125.4[经济管理—世界经济]