日本对华直接投资与两国进出口之间的动态关系

中日两国经济长期保持着密切的联系,日本是中国重要的贸易伙伴国和投资的主要来源国,因此对两国贸易与日本在中国投资之间关系的研究具有重要的现实意义。本文通过Granger因果检验法、脉冲响应函数以及方差分解来确定化工、机械、电子和交通运输行业的外商直接投资与贸易之间的关系,其结果显示不同行业FDI与贸易之间的关系具有很大的差别。

The Dynamic Relationship Between FDI from Japan and the Sino-Japaness Bilateral Trade

The Economic ties between China and Japan have remained very close for a long time.Japan is one of the most important trade partners and main sources of FDI to China.So the interrelationship between trade and FDI in these two countries deserves careful scrutiny.This paper is focused on the dynamics between trade and FDI in chemical engineering products,machineries,electronics and transpor- tation products by using Granger causality tests,impulse re- sponses and variance decompositions based on VAR or VEC models.The results indicate that there exist different rela- tionships between trade and FDI in different sectors