摘要
利用1994—2013年湖南省年度统计数据,通过协整分析和格兰杰因果检验等方法实证研究了过去20年间外商直接投资对湖南省经济增长的影响.结果表明,外商直接投资和经济增长的关系是双向的,且滞后期数不同,外商直接投资与经济增长之间存在着不同的格兰杰因果关系.基于外商直接投资和经济增长的误差修正模型表明,短期波动偏离长期均衡时,将以(-0.051487)的调整力度将非均衡状态拉回到均衡状态;从长期协整关系来看,湖南省每1%的外商直接投资增加额,将产生0.0886436%的经济增长.
Based on the statistical data from 1994 to 2013 of Hunan province, the effects of foreign direct investment on the economic growth during the past 20 years have been tested by co - integration analysis and Granger causality test. The relationship between for-eign direct investment and economic growth is a two - way effect with different lags, and the Granger causalities between economicgrowth and foreign direct investment are of different relationships. The economic growth and foreign direct investment based error cor-rection model shows that the short - term fluctuations deviate from the long - term equilibrium, and the unequilibrium state is pulled back to equilibrium by （ - 0. 051487）. From the long - term co - integration relationship, Hunan＇s economic growth increases 0. 0886436% along with every 1% increase in foreign direct investment in Hunan province.
作者
路江林
徐应超
罗仕玲
LU Jianglin XU Yingchao LUO Shiling(School of Business, Hunan University of Science and Technology, Xiangtan Hunan 411201, China)
出处
《长沙大学学报》
2017年第2期105-108,共4页
Journal of Changsha University
基金
湖南省研究生科研创新项目"环境规制对绿色经济效率的影响研究"(批准号:CX2016B506)
湖南省研究生科研创新项目"创新发展指数构建与区域创新水平测度研究"(批准号:CX2015B474)
关键词
外商直接投资
湖南
经济增长
协整分析
格兰杰因果检验
foreign direct investment
Hunan
economic growth
co - integration analysis
Granger causality test
