外商直接投资对我国进出口贸易影响的实证分析

Empirical Analysis on the FDI Influence over Chinese Import and Export Trade

运用协整分析法和Granger因果关系检验,实证研究改革开放以来外商直接投资对我国进出口贸易的影响。协整分析的结果表明,外商直接投资和我国进出口贸易之间存在长期均衡的关系,外商直接投资促进了进出口贸易的发展。由向量误差修正模型可知,外商直接投资和我国进出口贸易之间的关系由短期偏离向长期均衡的调整速度较快。Granger因果关系检验表明,外商直接投资是我国进出口贸易的单向Granger原因。

Co-integration analysis and Granger Causality test were used to empirically analyze the FDI （Foreign Direct Investment） influence over Chinese import and export trade after reform and opening-up From the results of the co-integration analysis, a long-run equilibrium relationship between FDI and Chinese import and export trade could be observed. FDI did benefit the development of Chinese import and export trade. With the help of the vector error correction model, the relationship between FDI and Chinese import and export trade could be well understood. It has experienced a rapid adjustment from a short-term divergence to a long-run equilibrium. Granger Causality test showed that it is FDI which caused unilateral Granger in import and export trade of China.