外国直接投资对我国进出口规模的影响——基于虚拟变量、协整及格兰杰检验的实证研究

FDI's Influence on the Scale of Export and Import of China——Empirical Study Based on Virtual Variables, Cointegration and Granger Test

本文根据1980-2004年我国出口、进口和外国直接投资的数据,利用虚拟变量、单位根检验、协整检验、格兰杰检验和建立回归模型等方法,就外国直接投资对我国外贸进出口规模的影响进行了实证研究和度量,得出结论:外国直接投资对我国的进出口规模具有促进作用,1996年后随着利用外国直接投资结构的不断优化和调整,在促进外贸增长的贡献效用上也有了大幅度提升,最后提出了相应的政策建议。本文的创新点在于使用虚拟变量衡量定性因素,在建模前进行了充分的前提检验,以保证模型是稳定和有效的。

According to the annual data of China in 1980-2004 about foreign direct investment （FDI） and export and import, this paper makes empirical study and measurement of FDI＇s influence on the scale of export and import of China. By using econometric methods like virtual variables, unit root test, cointegration test, Granger test and establishing regression models, the paper concludes that FDI and foreign-invested enterprises have promoting effects on the scale of export and import of China and the promoting effects have been promoted a lot after the structural optimization of FDI in 1996. Finally, the paper provides corresponding policy suggestions. The application of virtual variables to measure qualitative factors and enough premise tests before establishing models to confirm the stability and validity of models are creative in this paper.