西安市外商直接投资与经济增长动态关系分析

On the Dynamic Relationship between Foreign Direct Investment and Economic Growth in Xi'an

运用协整检验、格兰杰因果检验、脉冲函数和方差分解模型对西安市外商直接投资与地区生产总值、固定资产投资、净出口以及最终消费的关系进行动态计量分析,结果显示:①外商直接投资与地区生产总值、社会固定资产投资、净出口、最终消费存在唯一长期均衡关系;②外商直接投资与地区生产总值、社会固定资产投资、最终消费互为格兰杰因果关系,而外商直接投资是净出口的格兰杰因果原因,净出口不是外商直接投资的格兰杰因果原因;③地区生产总值、社会固定资产投资、净出口、最终消费对外商直接投资的脉冲响应较敏感,且正向作用大于负向作用;④外商直接投资对地区生产总值、最终消费、净出口的平均方差贡献分别为57.8%、57.7%和73.3%,作用显著。最后提出相关政策建议。

This paper explores the dynamic relationship between the foreign direct investment （FDI） and economic growth from 1998 - 2007 in Xi＇ an, by Integration Test, Granger Causality Test, impulse - response function and variance decomposition model. The results show that there is a long - term relation between FDI and GDP, total investment in fixed assets, net exports, final consumption, and that there is two -way Granger Causality between FDI and gross domestic product, total investment in fixed assets, final consumption. But there is a one - way Granger Causality between FDI and net export. It was also discovered that the four aspects are sensitive to the response of the FDI and the positive impacts of FDI have more effect than negative ones, and that FDI significantly affected average variance contribution of gross domestic product, final consumption, and net exports. Finnally some policy recommendations were put forward.