我国OFDI与产业结构优化互动关系研究——基于VAR模型的实证分析

A Study of Interaction between China's OFDI and Optimization of Industrial Structure ——An Empirical Analysis Based on VAR Model

中文关键词:  对外直接投资  产业结构优化  经济转型  VAR模型

英文关键词:OFDI(Outward Foreign Direct Investment)  optimization of industrial structure  economic transformation  VAR model

中文摘要:

      对外直接投资一直以来都是我国融入世界经济的主要路径,在优化产业结构、转变经济发展模式方面扮演着重要的角色。文章首先阐释了对外直接投资优化国内产业结构的实现机制,之后选取1982—2012年我国对外直接投资存量、对外开放度、名义GNI及产业结构优化指标的相关数据,构建了VAR模型,并采用脉冲响应、方差分解和Granger检验等方法实证检验了我国对外直接投资与产业结构优化的互动关系。结果显示,我国对外直接投资与产业结构优化之间存在着长期均衡关系,并且在短期内两者呈现出相互促进的发展态势。

英文摘要:

      OFDI is always the important path of China's integration into world economy, and plays an important role in optimizing industrial structure and transforming the economic development model. This paper firstly illustrates the realization mechanism for OFDI to optimize the industrial structure, then builds up the VAR model by selecting the 1982-2012 data of OFDI stock, open degree, nominal GNI and the index of optimization of industrial structure, and carries out an empirical analysis of the interactive relationship between OFDI stock and optimization of industrial structure with the method of impulse response, variance decomposition, Granger test and so on. The results show that our country's OFDI has a long-term equilibrium relationship with the optimization of industrial structure, and there also exists the development trend of mutual promotion in short term.