对外直接投资、制度环境与绿色全要素生产率——基于广义分位数与动态门限面板模型的实证研究

Outward Foreign Direct Investment,Institutional Environment and Green Total Factor Productivity——An Empirical Study Based on Generalized Quantile and Dynamic Threshold Panel Model

基于SBM-DDF的Luenberger生产率指数测算了我国30个省市2006～2016年的绿色全要素生产率;构建广义分位数模型和动态门限回归模型考察了地区腐败、市场化进程和知识产权保护外生制度环境下对外直接投资对我国绿色全要素生产率的结构突变和动态门限效应。研究发现,对外直接投资对我国绿色全要素生产率影响的边际效应发生了结构变化;随着地区腐败程度的加深,我国绿色全要素生产率逐渐降低;以市场化进程和知识产权保护作为门限变量,跨越门限点后对外直接投资对我国绿色全要素生产率的拉动作用依次增强。东、中、西三大区域对外直接投资逆向技术溢出效应表明,东部、中部地区对外直接投资显著地促进了我国绿色全要素生产率的提升,西部地区则不显著。

Based on the Louenberger Productivity Index of SBM-DDF,this paper estimates the green total factor productivity of 30 provinces and municipalities in China from 2006 to 2016. The generalized quantile model and dynamic threshold regression model were constructed to investigate the structural mutation and dynamic threshold effect of OFDI on green total factor productivity in China under the external institutional environment of regional corruption,marketization and intellectual property protection. The study finds that the marginal effect of OFDI on China’s green total factor productivity has caused structural changes;with the deepening of regional corruption,China’s green total factor productivity has gradually decreased;with the process of marketization and intellectual property protection as threshold variables,the pulling effect of OFDI on China’s green total factor productivity has increased in turn after crossing the threshold. The reverse technology spillover effect of OFDI in the three regions shows that OFDI in the eastern and central regions has significantly promoted China’s green total factor productivity,but not in the western regions.