摘要
运用基于VAR模型的脉冲响应函数,对我国中部地区1992-2011年期间外国直接投资流入(IFDI)和进出口贸易之间的长期动态关系进行了分析。结果表明,IFDI对中部地区进口贸易存在长期的正向效应,对中部地区的出口贸易存在明显的波动性,由开始的正向效应逐渐转为负向效应。在以上分析基础上,提出相应政策建议。
Using the impulse response function based on VAR model, this paper analyzes the long-term dynamic relationship between inflowing foreign direct investment (IFDI) and the international trade during the period of 1983-2011 in China. From the result of impulse response function, it can be seen that IFDI has a stable positive effect on import trade; meanwhile, the positive effect of IFDI on export trade reveals evident volatility with declining into negativity along with the time. On the basis of above mentioned analysis,this paper puts forward some policy suggestions.
出处
《财务与金融》
2013年第6期18-23,共6页
Accounting and Finance
关键词
IFDI
进出口贸易
VAR模型
脉冲响应
Inflowing Foreign Direct Investment (IFDI)
International Trade
VAR Model
Impulse Response Function