摘要
对于两岸经济相互依存性的度量,既要考虑台商投资和两岸贸易对于经济的贡献程度,也应考虑两岸经济增长之间的协同与互动机理。基于向量误差修正模型(VECM)框架的协整分析与Granger因果关系检验结果表明:台商投资、两岸贸易与两岸经济增长之间具有长期均衡关系,投资与贸易已成为推动两岸经济增长的重要因素,两岸经济增长间的协动路径已经初现端倪,昭示未来合作共赢的空间;短期内,台湾经济增长对于大陆经济增长则具有单向因果关系,并且两岸经贸交流对于两岸经济增长的边际效应都具有递减倾向。
A systematic measurement for cross-strait economic interdependence needs to consider not only the economic contribution of Taiwan investment in China's Mainland and cross-strait trade,but also the co-movement and interaction mechanism of cross-strait economic growth.Based on the cointegration analysis and Granger causality test from a vector error correction model（VECM）,the paper argues that there is a long-run equilibrium relationship between Taiwan investment,cross-strait trade,and cross-strait economic growth.However,there is only a one-way causal link between the economic growth of Taiwan and that of China's Mainland in the short run,and there is a descending trend in marginal utility between cross-strait trade and economic exchange and crossstrait economic growth.
出处
《国际经贸探索》
CSSCI
北大核心
2010年第6期38-44,共7页
International Economics and Trade Research
基金
国家社科基金项目(07CJL024)
国家社科基金项目(09BJL057)
关键词
台商投资
两岸贸易
经济增长
经济依存性
向量误差修正模型
Taiwan investment in China's Mainland
cross-strait trade
economic growth
economic interdependence
VECM
