河南省出口贸易、FDI对GDP的影响——基于协整检验、脉冲响应函数和方差分解的研究

Impact of Export Trade, FDI to GDP in Henan Province——Based on Cointegration Test, Impulse Response Function and Variance Decomposition

采用河南省1993～2009年出口额、FDI与GDP的时间序列数据,运用Johansen–Juselius协整检验、脉冲响应函数和方差分解的计量方法,实证研究河南省出口贸易、FDI对其经济增长的影响。研究结果显示:出口贸易与GDP、FDI与GDP之间存在长期稳定的均衡关系和显著的Granger因果关系;出口贸易、FDI对河南省经济增长都有较强的促进作用,它们对经济增长的脉冲响应总体上都是正向响应,但出口比FDI对经济增长的推动作用更强一些。最后根据研究结果提出加快出口、FDI增长以带动GDP增长的建议。

The paper studies empirically the impact of export trade, FDI to GDP in Henan province, by using time series data of exports, FDI and GDP from 1993 to 2009 and based on JJ cointegration test, impulse response function and variance decomposition. The study results show that: there is long-term and stable equilibrium relationship and significant causality existing between "export trade and GDP " as well as "FDI and GDP "; Export trade, FDI has the effect for improving economic growth of Henan, their impulse response to economic growth is generally positive response. But export plays a more important improving role to economic growth than FDI. Finally, the paper gives suggestions about improving export、FDI in order to improve economic growth based on study results.