对外直接投资与经济增长

-基于动态VAR模型的分析

研究领域：国际经济学

 

内容提要：本文在回顾对外直接投资相关理论和文献的基础上，运用1982-2005年的经济数据,利用VAR模型对经济增长与对外直接投资的关系进行了实证研究。文中运用脉冲响应函数和方差分解方法 ,得出对外直接投资与经济的增长存在长期稳定的正向交互响应作用的结论。

Abstract: On the basis of reviewing the theory of foreign direct investment and related literature, this paper uses the economic data of 1982 –2005 to give an empirical research  of VAR model on the relationship between economic growth and foreign direct investment. This paper uses the impulse response function and variance decomposition method, and finally draws  a conclusion. That is, there is a positive long-term stability interactive role between foreign direct investment and economic growth..

 

关键词：对外直接投资 经济增长 向量自回归脉冲响应函数

Key words: foreign direct investment; economic growth;  vector autoregression; impulse response function