外商直接投资与中国进出口贸易的区域差异研究——基于省级面板数据的单位根、协整与Granger因果检验

本文基于1987～2004年的省级面板数据,通过面板单位根、协整和Granger因果检验,对国内东、中、西三大地区的外商直接投资与进出口之间的关系进行了系统考察。研究发现:东、中部地区的FDI与进出口之间存在长期均衡的关系,但在西部地区却并不存在协整关系;三大地区的进口均是FDI的Granger原因,但出口并不是FDI的Granger原因;东部地区的FDI很显著地构成了进出口的Granger原因,但这种Granger因果关系在中、西部地区却并不存在。文章结合区域差异结论,从技术溢出的角度重新解释了中国区域经济发展的"马太效应"。

The Regional Differences of Foreign Direct Investment and China's Imports and Exports Trade:Based on the Unit Root Tests, Cointegration Tests and Granger Causality Tests in Panel Data

This paper aims to identify the regional differences of the long term and short term relations between the foreign direct investment and China's imports and exports trade,based on the unit root tests,cointegration tests and Granger causality tests in1987~2004 province panel data.The empirical results show the obvious differences in eastern,middle and western region of China:There is a long-term balanced relationship between the import and export in eastern and middle region,but is not in the western region;The growth of FDI causes the growth of imports in all three regions,but not the exports;FDI is a significant cause of the imports and exports in the eastern region,but such Granger causality in the middle and western regions does not exist.This paper gives the explanations for the above empirical test results and draws conclusions.