基于SVAR模型的我国出口、FDI与经济增长影响研究

发布时间：2018-03-26 17:47

本文选题：出口　切入点：外商直接投资　出处：《西北农林科技大学》2014年硕士论文

【摘要】：改革开放以来，我国出口和FDI有着强劲的增长，货物出口量已位居世界第一，同时也成为吸引FDI最多的发展中国家。借助出口和FDI的推动，我国经济也获得了长足的进步，至2011年我国已经超越日本，成为排在美国之后的世界第二大经济体。2008年随着国际金融危机对实体经济的影响不断加深，世界经济增速下降，美欧日等发达经济体的消费需求进一步减弱，金融体系信贷紧缩，导致我国出口严重受阻，FDI流入锐减，出口和FDI的月度同比数据出现连续负增长，同时我国经济增速也明显放缓。我国出口、FDI与经济增长关系再次成为人们关注的热点。因此从国际金融危机发生后，我国出口、FDI与经济增长的现状分析入手，通过构建SVAR模型实证分析三者之间双向动态影响关系，，在我国经济面临结构调整及转型升级的背景下，以期对合理利用FDI和发展对外贸易，促进我国经济持续稳定增长提供政策建议。全文分为六个章节：第一章主要阐述了研究背景、研究目的与意义、国内外文献综述、研究思路与方法及本文可能的创新之处；第二章介绍了相关理论基础，依次介绍了出口与经济增长关系理论、FDI与经济增长关系理论及出口与FDI关系理论，为本文奠定了理论基础；第三章从总量和结构上分析了国际金融危机发生以来，我国出口、FDI和经济增长的发展情况和趋势，并分别对三者出现明显波动的原因做了理论分析；第四章基于2008年1月至2013年6月的月度数据，通过构建SVAR模型，对我国出口、FDI与经济增长影响关系进行实证分析，依次对模型进行识别、估计与检验，确定滞后阶数，运用平稳性检验、建立结构脉冲响应函数和方差分解模型进行研究，第五章总结实证分析结论，并对研究结论进行成因分析，第六章在实证分析基础上，提出稳定我国经济增长的政策建议。研究结果表明：现阶段FDI对我国经济增长的推动作用显著，但出口对我国经济增长的拉动作用十分有限，我国经济保持稳定增长可以促进出口和吸引FDI流入，同时，出口和FDI之间存在明显互相促进作用。最后在实证分析结果的基础上，为推动我国经济持续稳定增长，提出了针对性的政策建议。
[Abstract]:Since the reform and opening up, China's exports and FDI have been growing strongly, and the export volume of goods has ranked first in the world. At the same time, China has also become the developing country that attracts the most FDI. With the help of exports and the promotion of FDI, China's economy has also made considerable progress. By 2011, China had overtaken Japan as the second largest economy in the world after the United States. In 2008, as the impact of the international financial crisis on the real economy deepened, the growth rate of the world economy declined. Consumer demand in developed economies, such as the United States, Europe and Japan, has further weakened, and the credit crunch in the financial system has led to a sharp decline in the inflow of China's exports, resulting in a series of negative monthly growth in exports and FDI data compared with the same period last year. At the same time, the economic growth rate of our country is also obviously slowing down. The relationship between China's export FDI and economic growth has once again become the focus of attention. Therefore, after the international financial crisis, the current situation of China's export FDI and economic growth is analyzed. By constructing the SVAR model, this paper empirically analyzes the bidirectional dynamic influence relationship between the three, under the background of the structural adjustment and transformation and upgrading of China's economy, in order to make rational use of FDI and develop foreign trade. To promote sustained and stable economic growth in China to provide policy advice. The full text is divided into six chapters: the first chapter mainly describes the research background, research purpose and significance, domestic and foreign literature review, research ideas and methods and possible innovations in this paper. The theory of the relationship between export and economic growth and the theory of the relationship between export and FDI are introduced in turn, which lays a theoretical foundation for this paper. Chapter three analyzes the international financial crisis in terms of total amount and structure. The development and trend of China's export FDI and economic growth are analyzed in theory. The fourth chapter is based on the monthly data from January 2008 to June 2013, and constructs the SVAR model. This paper makes an empirical analysis on the relationship between FDI and economic growth in China, then identifies, estimates and tests the model, determines the lag order, establishes the structural impulse response function and variance decomposition model by using the stationary test. The fifth chapter summarizes the conclusions of empirical analysis and analyzes the causes of the conclusions. Chapter 6 puts forward the policy recommendations to stabilize China's economic growth on the basis of empirical analysis. The results show that FDI plays a significant role in promoting China's economic growth at the present stage, but exports play a very limited role in promoting China's economic growth. Maintaining stable economic growth in China can promote exports and attract the inflow of FDI, at the same time, At last, on the basis of the results of empirical analysis, the author puts forward some policy suggestions to promote the sustained and stable growth of China's economy.
【学位授予单位】：西北农林科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F752.62;F832.6;F124;F224

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