摘要
为研究中国接受美国制造业外商直接投资(FDI)对集装箱贸易量的影响,以2005-2018年美国在华制造业FDI、中美间双向集装箱贸易量年度数据为基础,采用协整检验、Granger因果检验,构建了Almon多项式分布滞后模型,并添加了一阶滞后残差项AR(1)以消除残差序列一阶自相关,进行了实证分析。研究表明,FDI对中国出口美国的集装箱贸易量有正向滞后效应,对美国出口中国的集装箱贸易量存在波动,总体表现为显著的正相关滞后影响,且滞后效应的产生时间早于FDI对中国出口美国的集装箱贸易量的影响。
To study the impact of American manufacturing industry FDI on China's containers trade volume,the paper selected the data of American manufacturing industry FDI in China and the two-way containers trade volume between China and the U.S.from 2005 to 2018 as the basis,and adopted co-integration test and Granger causality test to establish an Almon polynomial distribution lag model.Meanwhile,it brought in a first-order lag residual AR(1)to eliminate the first-order self-correlation of the residual sequence.The result of an empirical analysis using the model showed that FDI has positive lagged effect on China-to-America export containers trade volume,and fluctuating effect on America-to-China export containers trade volume;however,the combined effect is a distinct positive lagged one where the lagged effect starts earlier than the effect of FDI on export containers trade volume from China to the U.S.
作者
刘洋
Liu Yang(College of Transportation Engineering,Dalian Maritime University,Dalian 116026,China)
出处
《物流技术》
2020年第10期88-92,98,共6页
Logistics Technology
关键词
制造业FDI
中美集装箱贸易量
Almon分布滞后模型
manufacturing industry FDI
container trade volume between China and the U.S.
Almon distribution lag model