华东理工大学学报：社会科学版
華東理工大學學報：社會科學版
화동리공대학학보：사회과학판
SOCIAL SCIENCES JOURNAL OF ECUST
2013年
1期
74~80
,共null页
外贸冲击 外资冲击 经济波动
外貿遲擊 外資遲擊 經濟波動
외무충격 외자충격 경제파동
foreign trade shocks, foreign capital shocks, economic fluctuations
本文运用基于VAR模型的Granger因果检验、广义脉冲响应函数以及预测方差分解技术,利用1983-2010年的数据,从外贸、外资两方面考察了外部冲击对我国宏观经济波动的动态效应,结果表明：我国经济具有＂外贸、外资主导型＂的典型特征,外贸、外资对我国宏观经济波动的冲击具有持续性,其中FDI及进口的正向作用更为强烈,外资累积效应高于进出口,而非FDI对宏观稳定的负向冲击不容忽视。
本文運用基于VAR模型的Granger因果檢驗、廣義脈遲響應函數以及預測方差分解技術,利用1983-2010年的數據,從外貿、外資兩方麵攷察瞭外部遲擊對我國宏觀經濟波動的動態效應,結果錶明：我國經濟具有＂外貿、外資主導型＂的典型特徵,外貿、外資對我國宏觀經濟波動的遲擊具有持續性,其中FDI及進口的正嚮作用更為彊烈,外資纍積效應高于進齣口,而非FDI對宏觀穩定的負嚮遲擊不容忽視。
본문운용기우VAR모형적Granger인과검험、엄의맥충향응함수이급예측방차분해기술,이용1983-2010년적수거,종외무、외자량방면고찰료외부충격대아국굉관경제파동적동태효응,결과표명：아국경제구유＂외무、외자주도형＂적전형특정,외무、외자대아국굉관경제파동적충격구유지속성,기중FDI급진구적정향작용경위강렬,외자루적효응고우진출구,이비FDI대굉관은정적부향충격불용홀시。
Based on the statistical data from 1983 to 2010, this paper probes into the dynamic effects of external shocks, which include foreign trade and foreign capital shocks, to China＇s macroeconomic fluctuations, by using Granger causality test, generalized impulse response function and forecast variance decomposition on VAR model. The result shows that China＇s economy has the typical characteristics of the foreign trade-oriented and foreign investment-oriented. The foreign trade and capital shocks have made persistent influence on China＇s macroeconomic. Furthermore, the positive effect and relative contribution of FDI and import are the most, and the cumulative effect of foreign investment is higher than the foreign trade, whereas non-FDI capital has a significant negative effect.
