FDI对安徽经济影响的动态分析——基于状态空间模型的研究

An Empirical Study of Dynamic Relationship——FDI Influence on Anhui Economy Based on State Space Model

利用1990—2010年安徽省相关经济数据,基于状态空间模型和卡尔曼滤波算法建立变参数模型,从总需求的角度出发,动态地研究外商直接投资对安徽省经济的影响,根据实证分析结论,提出相关政策建议。

By use of relevant economic data of Anhui Province from 1990 to 2010, based on the state space model and Kalman Filtering, time-varying parameter model is constructed to analyze the effect of FDI on the growth of Anhui economy. From the perspective of total demand, a dynamic analysis on impact of foreign direct investment on the economy of Anhui Province is carried out; according to empirical analysis conclusions, the relevant policy recommendations are put forward.