从FDI看美国经济波动对我国经济增长的影响——基于广义脉冲响应函数法的实证研究

随着我国对外开放的不断发展,外国直接投资已成为他国经济波动影响我国经济增长的一个重要经济变量。本文运用基于VAR模型的广义脉冲响应函数法与方差分解法,从美对华直接投资的角度考察了美国经济波动对我国经济增长的长期动态影响特征。冲击响应分析结果表明,我国经济受美国经济冲击比美国经济受我国经济冲击的强度更大且时间更持久;方差分解结果显示我国经济对美国经济的贡献大于美国经济对我国经济的贡献。

Viewing the Influences of U.S. Economic Fluctuation on China Economic Growth from FDI:an Empirical Test Based on Generalized Impulse Response Function

With the continuous development of China's opening to outside world, FDI has become an important economic variable for world economic fluctuation and China's GDP growth.By employing generalized impulse response function and variance decomposition analysis, which are based on VAR method, this paper aims at investigating the long-term dynamic interactions between U.S.economic fluctuation and China GDP growth from the perspective of U.S.direct investment in China.The empirical results suggest that U.S.economy'...