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利用向量自回归理论(VAR),以1997年至2012年的季度数据为样本,对于中国进出口和国外直接投资(FDI)如何影响GDP这一问题进行实证研究。结果表明进出口贸易、FDI与我国经济增长之间存在长期的均衡关系和短期动态调整关系,它们确实是影响GDP的重要因素。另外,还通过格兰杰因果检验与脉冲响应函数进行了更详细的分析。
Using VAR (autoregressive theory) and quarterly data from 1997 to 2012 as a sample, this paper conducts empirical research on how China’s import and export and foreign direct investment (FDI) affect GDP. The results show that there are long-term equilibrium relations and short-term dynamic adjustment relations between import and export trade and FDI and the economic growth in our country. These are indeed the important factors that affect the GDP. In addition, a more detailed analysis was conducted by Granger causality test and impulse response function.