| 我国对外直接投资与对外贸易间的动态关系:基于VAR模型的实证分析 |
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| 引用本文： | 魏刚,谢臻.我国对外直接投资与对外贸易间的动态关系:基于VAR模型的实证分析[J].财经论丛,2009(4). |
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| 作者姓名： | 魏刚 谢臻 |
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| 作者单位： | 中央财经大学金融学院,北京,100081 |
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| 摘 要： | 本文根据我国1983-2007年的宏观经济数据,通过建立VAR模型实证分析了我国对外直接投资与对外贸易间的动态关系.研究发现,我国对外直接投资与进出口贸易之间存在着长期均衡关系,出口贸易与对外直接投资流量、存量具有单向的因果关系,进口贸易与对外直接投资流量不存在因果关系,我国出口贸易对FDI有长期显著的拉动作用,而FDI对进出口贸易的影响十分微弱.
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| 关 键 词： | 对外直接投资 对外贸易 VAR模型 |
The Dynamic Interactions Between China's Direct Investment Aboard and International Trade: an Empirical Analysis on the VAR Model |
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| WEI Gang,XIE Zhen.The Dynamic Interactions Between China''s Direct Investment Aboard and International Trade: an Empirical Analysis on the VAR Model[J].Collected Essays On Finance and Economics,2009(4). |
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| Authors: | WEI Gang XIE Zhen |
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| Institution: | WEI Gang,XIE Zhen (School of Finance,Central University of Finance , Economics,Beijing 100081,China) |
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| Abstract: | With the data of China's outward FDI from 1983 to 2007,an empirical analysis on the dynamic relationship between China's outward FDI and international trade is made by Johansen cointegration test,VAR impulse responses and varience decomposition.The result shows that there is a long-term stable relationship between China's outward FDI and international trade.China's export makes a long-term significant effect on outward FDI,whereas the influence of outward FDI on international trade is very slight. |
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| Keywords: | direct investment aboard international trade VAR model |
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