对外贸易、外商直接投资与山西经济增长的实证分析

Empirical Analysis on Foreign Trade,Foreign Direct Investment and Economic Growth in Shanxi

文中利用山西省1995—2015年的数据,基于向量自回归(VAR)模型对对外贸易、外商直接投资(FDI)和山西经济增长进行动态分析。利用协整检验发现,对外贸易、外商直接投资和山西经济增长之间存在一种长期均衡关系。通过脉冲响应和方差分解来看,与外商直接投资相比,对外贸易对经济增长的影响程度和贡献程度更显著。

In this paper,based on data from 1995 to 2015 in Shanxi Province and vector autoregressive（ VAR）model,the dynamic relations were analyzed among foreign trade,foreign direct investment（ FDI） and economic growth in Shanxi. By using the cointegration test,it was found that a long-term equilibrium relationship exists among foreign trade,foreign direct investment,and economic growth in Shanxi. Through the impulse response and variance decomposition,and compared with foreign direct investment,the degree of the influence of foreign trade on economic growth and contribution degree were more significant.