河南省出品贸易、FDI对GDP的影响——基于协整检验、脉冲响应函数和方差分解的研究

The Impact of Export Trade, FDI on GDP in Henan Province——Based on Cointegration Test, Impulse Response Function and Variance Decomposition

采用河南省1993～2009年出口额、FDI与GDP的时间序列数据,运用Johansen-Juselius协整检验、脉冲响应函数和方差分解的计量方法,实证研究河南省出口贸易、FDI对其经济增长的影响。研究结果显示:出口贸易与GDP、FDI与GDP之间存在长期稳定的均衡关系和显著的Granger因果关系;出口贸易、FDI对河南省经济增长都有较强的促进作用,它们对经济增长的脉冲响应总体上都是正向响应,但出口比FDI对经济增长的推动作用更强一些。最后根据研究结果提出加快出口、FDI增长以带动GDP增长的建议。

The paper studies empirically the impact of export trade, FDI on GDP in Henan province, byusing time series data of exports, FDI and GDP from 1993 to 2009 and based on cointegration test, impulse re-sponse function and variance decomposition. The study results show that there is long-term and stable equilib-rium relationship and significant causality between ＂export trade and GDP ＂ as well as ＂FDI and GDP ＂.Ex-port trade and FDI have strong effect on improving the eeonomic growth of Henan, and their impulse responseto the economic growth is generally positive response. But export plays a more important improving role to theeconomic growth than FDI. Based on the study results, the paper finally gives suggestions about improving ex-port and FDI in order to improve the economic growth.