服务业FDI与服务贸易:基于我国1997—2014年数据的实证
作者:
作者单位:

1.华东师范大学金融与统计学院;2.绍兴文理学院元培学院

作者简介:

陈修兰,女,博士研究生,讲师,主要研究方向为金融理论与政策。

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中图分类号:

F015

基金项目:


FDI in Services Sectors and Trade Services:Empirical Analysis Based on China's 1997-2014 Data
Author:
Affiliation:

1.School of Finance and Statistics,East China Normal University;2.Yuanpei College,Shaoxing University

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    摘要:

    运用协整分析以及VEC模型,对中国1997—2014年的服务贸易出口、服务贸易进口、服务业FDI之间的长期趋势及短期变动特征进行实证分析。实证结果表明:服务贸易出口和进口都与服务业FDI之间存在长期稳定的均衡关系,非均衡误差拉动短期偏离向长期均衡调整;由Granger因果关系检验得出服务出口与服务业FDI存在双向的Granger因果关系,服务进口与服务业FDI存在单向的Granger因果关系;由脉冲响应函数及方差分解图可知,服务贸易出口、进口、服务业FDI的每次冲击都会对自身及其他内生变量产生影响,服务贸易进出口对服务业FDI的贡献率一直处于上升状态,服务业FDI对服务贸易进出口贡献率表现出较为平稳的规律。

    Abstract:

    In accordance with co-integration method and VEC model, this paper discusses the long-term trend and short-term fluctuation characteristics between services imports (or exports) and FDI in services sectors based on the data from 1997 to 2014 in China. The result shows that there exists a long-term stable equilibrium relationship between themn and it is concluded that unbalanced error pulls the adjustment of short run departure to long-term equilibrium. Also there exists a two-way granger causality between services exports and FDI in services sectors and one side ranger causality between services imports and FDI in services sectors. The impulse response function and variance decomposition diagram shows that trade in services exports, imports, an impact of services FDI inflows will have an impact on themselves and other endogenous variables. The contribution rate of service trade import and export to service industry FDI has been rising, and the contribution rate of service industry to import and export of service trade has shown a relatively stable trend.

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  • 在线发布日期: 2023-10-25
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