外商直接投资与经济增长:基于动态VAR模型的分析

Foreign Direct Investment and Economic Growth: Analysis Based on the Dynamic VAR Model

外商直接投资与经济增长的关系一直是国内外学者研究的热点。本文运用向量自回归(VAR)模型、脉冲响应函数、方差分解等计量经济学方法,基于2002年至2011年的季度数据,对外商直接投资与经济增长的关系进行了实证研究。结果表明:从长期来看,外商直接投资的增加有助于促进经济增长,但是短期这种促进作用并不明显;经济增长有助于外商直接投资的增加。

The relationship between foreign direct investment and economic growth has been the hot topic in the study of domestic and foreign scholars.This paper made an empirical research on the foreign direct investment and economic growth,using the vector auto-regressive（VAR） model,impulse response function and variance decomposition econometric methods,based on 2002 to 2011 years of quarterly data.The results show that： in the long run,the increase of foreign direct investment helps to promote economic growth,but the role is not obvious in the short term.In addition,the economic growth helps to increase the foreign direct investment.