我国超额外汇储备规模的成因——基于FDI和加工贸易视角的解释

发布时间：2018-04-18 09:34

本文选题：FDI + 进料加工贸易　；参考：《国际贸易问题》2011年02期

【摘要】：本文从国际收支平衡表结构入手分析超额外汇储备的来源,认为中国超额外汇储备规模与FDI和加工贸易净出口有正相关关系。以2001年1月至2008年12月的月度数据为样本,对FDI、货物贸易净出口、一般贸易净出口、加工贸易净出口和外汇储备增加值等变量之间的关系进行了Granger因果检验和VECM检验,结果显示FDI对来料加工净出口和进料加工净出口、来料加工净出口和进料加工净出口对外汇储备增加值均有显著的正向效应,FDI、来料加工净出口或进料加工净出口、外汇储备增加值之间存在长期均衡的协整关系。
[Abstract]:This paper analyzes the source of excess foreign exchange reserve from the structure of balance of payments. It is concluded that there is a positive correlation between China's excess foreign exchange reserve and FDI and net export of processing trade.Based on the monthly data from January 2001 to December 2008, the Granger causality test and VECM test are performed on the relationship between the variables of FDI, net export of goods, net export of general trade, net export of processing trade and added value of foreign exchange reserves.The results show that FDI has a significant positive effect on the net export of raw material processing and incoming processing, the net export of incoming processing and the net export of incoming processing on the increase of foreign exchange reserve, and the net export of incoming processing or incoming processing has a significant positive effect on the added value of foreign exchange reserve.There is a long-term equilibrium cointegration relationship between the added value of foreign exchange reserves.
【作者单位】：安徽大学经济学院;
【基金】：教育部人文社科青年基金项目“东亚超额外汇储备规模研究”(项目批准号:09YJC790008)的阶段性研究成果之一安徽省社科规划项目(批准号:AHSK09-10D27) 安徽省高校优秀青年人才基金项目(编号:05011416) 安徽省教育厅人文社科一般项目(编号:2010sk052)的资助
【分类号】：F832.6;F752.68

【参考文献】