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FDI、对外贸易与工业结构的关系——基于 VAR 模型的广西实证检验
引用本文:吴寿平,吴睿.FDI、对外贸易与工业结构的关系——基于 VAR 模型的广西实证检验[J].宁波广播电视大学学报,2013(4):39-43.
作者姓名:吴寿平  吴睿
作者单位:[1]中共广西河池市委党校,广西河池547000 [2]海南医学院管理学院,海南海口571199
摘    要:通过建立VAR模型,对广西1987~2011年工业结构、进口贸易、出口贸易和FDI 之间的关系进行了协整分析,检验了工业结构与进口贸易、出口贸易、FDI 之间的长期协整均衡关系和短期、长期的格兰杰原因,并刻画脉冲响应函数和方差分解。结果显示,工业结构升级、出口依存度、进口依存度和FDI 之间存在长期均衡关系,进口贸易、出口贸易、FDI对工业结构优化升级起到了促进作用。格兰杰因果检验得出进口贸易、出口贸易、FDI是工业结构优化升级的格兰杰原因。方差分解结果表明,进口贸易、出口贸易、FDI是影响工业结构优化升级的重要因素,出口贸易和FDI对工业结构升级的贡献较大。

关 键 词:工业结构优化升级  FDI  VAR模型

On the Relationship between FDI,Foreign Trade and Industry Structure ---Based on VAR Model and Empirical Test in Guangxi
WU Shou-ping,WU Rui.On the Relationship between FDI,Foreign Trade and Industry Structure ---Based on VAR Model and Empirical Test in Guangxi[J].Journal of Ningbo Radio & TV University,2013(4):39-43.
Authors:WU Shou-ping  WU Rui
Institution:1. Hechi Party School of CPC, Hechi 547000, Guangxi, China; 2. Faculty of Management, Hainan Medical College, Haikou 571199, Hainan, China)
Abstract:By constructing VAR Model, this paper does an co-integration analysis on the date of industry structure, import trade, export trade and FDI from 1987 to 2011. The authors analyze the four variables by long run co-integration equilibrium correlations, Granger causality relationship, impulse response function and variance decompositions. The analysis indicates that there is a long-term equilibrium among the four variables. And the authors find that there is a positive effect from import trade, export trade and FDI to optimization and upgrading of industry structure. Granger causality test results that import trade, export trade and FDI are respectively the Granger reasons to optimization and upgrading of industrial structure. Variance decomposition results show that the import trade, export trade and FDI are important factors to industrial structure optimization and upgrading, while export trade and FDI contribute a lot to upgrading the industrial structure.
Keywords:Optimization and upgrading of industrial structure  FDI  VAR Model
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