摘要
选用2002年1月至2019年12月我国实际利用外资和进出口贸易的月度数据进行相关性分析和Granger因果关系检验,对我国实际利用外资与进出口贸易的关系建立VAR模型进行脉冲响应和方差分解。研究结果表明,我国实际利用外资与出口贸易互为因果,与进口贸易存在单向因果关系。同时,进口对于我国实际利用外资额的影响要比出口更强。
Monthly data of actual utilization of foreign capital and import and export trade in China from January 2002 to December 2019 are selected for correlation analysis and Granger causality test.The relationship between actual utilization of foreign capital and import and export trade in China is established VAR the impulse response and variance decomposition are carried out.The results show that the actual utilization of foreign capital and export trade are causality,and there is a one-way causality with import trade.At the same time,the impact of imports on the actual utilization of foreign capital in China is stronger than that of exports.
作者
韩冰
孙英隽
HAN Bing;SUN Ying-jun(School of Management,Shanghai University of science and Technology,Shanghai 200093,China)
出处
《经济研究导刊》
2020年第23期87-89,共3页
Economic Research Guide