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中国外资需求的协整与误差分析
The Co-integration and Error Analyze for the Requirement of Foreign Capital in China
【摘要】 应用协整与误差校正模型,对我国的外资需求进行协整与误差校正分析,研究我国外资需求与国内生产总值、出口总额、通货膨胀率等影响因素的相互作用。结果表明外资需求存在协整模型,外资需求与国民生产总值、出口总额、进口总额和汇率有双向因果关系。
【Abstract】 It is provided cointegration and error correction model in this paper. We analyze the requirement of foreign capital, and study the interactions influencing the factors such as the requirement of foreign capital and GDP, export total sum,import total sum and RE in China. The result indicates that the requirement of foreign capital exists cointegration model,and there are the two-way cause and effect relation to the requirement of foreign capital and GDP,export total sum import total Sum and RE.
【关键词】 外商直接投资;
协整;
误差校正;
因果关系;
【Key words】 foreign direct investment; cointegration; error correction; cause and effect relation;
【Key words】 foreign direct investment; cointegration; error correction; cause and effect relation;
【基金】 机械工业科学技术发展基金项目“机械行业利用外资使用效益和结构优化研究”资助
- 【文献出处】 系统工程 ,Systems Engineering , 编辑部邮箱 ,1999年05期
- 【分类号】F832.6
- 【被引频次】3
- 【下载频次】112