服务贸易进口国际R&D溢出动态检验——基于协整与状态空间模型的分析

A Dynamic Test on International R&D Spillovers through Service Trade Import——An Analysis based on Cointegration and State Space Model

国际R&D溢出是发展中国家获得技术进步的重要路径之一,本文采用影响经济变量之间关系时序变动情况的空间技术模型,测算基于中国服务贸易进口渠道产生的国际R&D直接溢出与间接溢出存量,并运用协整与状态空间模型检验中外R&D存量对中国全要素生产率的影响。实证结果表明:就长期而言,国内R&D投入及国际R&D溢出与全要素生产率处于较稳固的协整均衡关系,但国际R&D的间接溢出大于直接溢出,该协整关系因受到政治和经济等环境因素的冲击而表现出较大的波动幅度。

International R＆D spillovers is one of the important paths to achieve technological progress for developing countries. This paper applies space technical model which can illustrate the time change of relations of economic variables, to calculate direct and indirect international R＆D spillovers stock through service trade import in China, and then uses cointegration and state space model to examine the effects of domestic and foreign R＆D stock on growth of TFP in China. The empirical results show that in the long run, domestic R＆D investment, international R＆D spillovers and TFP stay in a stable relations of equilibrium cointegration, however effects of international indirect spillover is greater than direct one, and the relations of cointegration exhibited relatively large fluctuations owing to impacts from political and economic factors.