摘要
本文采用甘肃省1987~2012年的时间序列数据,将外商直接投资和城市基础设施建设投资纳入函数,运用JJ协整检验和Ganger因果关系检验,建立两者的误差修正模型,通过脉冲响应分析和方差分解系统研究两者之间的因果关系及动态变化.研究发现,外商直接投资与城市基础设施建设之间存在单向的因果关系.因此,创造有利条件,加快引进外商直接投资,对于促进甘肃省FDI与基础设施建设互动关系的形成具有重要意义.
Using the data of FDI, GDP and urban infrastructure construction investment in GanSu province from 1987 to 2012, the article analyzes the relationship among them with the JJ cointegration theory and granger causality relationship test. The result indicates that there is a long-term equilibrium among them. At last, the artical analyzes the contribution degree of FDI to urban infrastructure decomposition test and gives the suggestion. construction investment by using impulse response and residual
出处
《区域金融研究》
2014年第2期84-88,共5页
Journal of Regional Financial Research
关键词
城市基础设施建设
外商直接投资
协整分析
Urban Infrastructure Construction Investment
FDI
Cointegration Test