FDI,自主创新与经济增长的时空脉冲分析

Impulse response analysis on FDI,innovation and economic growth in time and space

文章运用1997-2012年我国各省份的面板数据,构建了半参数面板空间向量自回归模型,运用脉冲响应函数分析了FDI,自主创新,经济增长之间时间上以及空间上的脉冲影响.研究结果表明:1)FDI对经济增长的时空滞后效应为正;自主创新对FDI的空间滞后效应为0.8;自主创新对经济增长的时空滞后效应为负;经济增长对FDI,自主创新,经济增长的时间滞后效应为正,且经济增长对FDI,自主创新的空间滞后效应分别为-0.86,-0.43.2)FDI和自主创新冲击源为江苏时,与江苏省近邻的山东和浙江有较显著的响应,响应6期后基本收敛至零;经济增长冲击源为广东省时,其他城市的响应6期后基本收敛至零,对其他城市的冲击较小.

Using the provinces data of China from 1997 to 2012, this article built the semi-parametric panel space vector auto-regression model to empirical test the impulse response on foreign direct investment （FDI）, innovation and economic growth in time and space. The estimation results show that： 1） FDI on economic growth lagged effects of time and space are positive. The innovation on FDI lagged effect of time and space are positive, its spatial lag effect is 0.8. Innovation on economic growth lagged effects of time and space are negative. Economic growth＇s time lagged effect on FDI, innovation and economic growth are all positive, its spatial lag effects are all negative, what＇s more, the economic growth＇s spatial lagged effects on FDI and innovation are much larger, namely -0.86 and -0.43. 2） When the impact source of FDt and innovation is Jiangsu Province, the other provinces in response to basic convergence to zero after six, and with the neighboring Jiangsu, Shandong and Zhejiang province have a more significant response, the smaller the impact of the other cities as the distance increases; the impact source of economic growth in Guangdong Province, the response to other cities after six basic convergence to zero, the smaller the impact of the other cities.