| 人民币实际汇率对中国外商直接投资效应分析——基于VAR模型的视角 |
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| 引用本文： | 胡帮勇. 人民币实际汇率对中国外商直接投资效应分析——基于VAR模型的视角[J]. 经济与管理, 2012, 0(3): 36-40 |
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| 作者姓名： | 胡帮勇 |
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| 作者单位： | 重庆三峡学院经济与管理学院 |
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| 摘 要： | 基于传统的国际直接投资理论,根据我国1985-2010年的时间序列数据,通过构建VAR模型实证检验了人民币实际汇率对外商直接投资的影响。结果表明:中国实际国内生产总值、实际工资水平对外商直接投资有显著影响,且前者的影响力高于后者,而人民币实际汇率对外商直接投资的影响力较弱。因此,中国应积极采取吸纳外商直接投资,努力改善投资环境,竭力控制通货膨胀以及逐步放松人民币汇率管制等措施。
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| 关 键 词： | 实际汇率 外商直接投资 协整分析 误差修正模型 Granger检验 |
Impact Research on Real Exchange Rate of RMB upon Foreign Direct Investment |
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| Hu Bangyong. Impact Research on Real Exchange Rate of RMB upon Foreign Direct Investment[J]. Economy and Management, 2012, 0(3): 36-40 |
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| Authors: | Hu Bangyong |
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| Affiliation: | Hu Bangyong(School of Economy and Management,Chongqing Three Gorges University,Chongqing 404000,China) |
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| Abstract: | According to the traditional theory of international direct investment and the 1985-2009 time series data,this paper studies the impact of real exchange rate of RMB on foreign direct investment by using VAR model.The conclusions include that China’s real GDP and real wages have remarkable effect on the foreign direct investment,and the influence of the former is higher than the latter.However,the influence of RMB exchange rate on foreign direct investment is weak.So,we should absorb the FDI positively,endeavor to improve the investment environment,control the inflation and relax the RMB exchange rate control step by step. |
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| Keywords: | real exchange rate foreign direct investment co-integration analysis vector error correction model Granger test |
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