摘要
文章利用上海市1985—2007年的年度数据,对上海市FDI、出口贸易、经济增长之间的关系进行实证分析。所采用方法是根据协整理论建立向量误差修正模型,并结合Granger因果检验进行分析。实证结果表明:FDI与经济增长之间,在长期和短期内都呈正相关,而且互为Granger成因;FDI与出口贸易之间,在短期内呈正相关,其中FDI是出口贸易的单向Granger成因,但在长期内FDI与出口贸易却呈负相关关系。
This paper analyzes the relationship among FDI, export trade and economy growth using the annual data of Shanghai city between 1985 and 2005. The analysis methods this paper adopts are Cointegration Test, Vector Error Correction Model and Granger Test. At last draws a conclusion as follows. FDI is positively relative to economy growth not only in the short run but also in the long run, and they are Granger cause to each other. FDI is positively relative to export trade in the short term, and FDI is Granger cause to export trade. But in the long term FDI is negatively relative to export trade.
出处
《华东经济管理》
CSSCI
2009年第1期1-4,共4页
East China Economic Management
关键词
上海市
FDI
出口贸易
经济增长
协整理论
Shanghai city
FDI
export trade
economy growth
cointegration test
