摘要
利用协整检验、因果关系检验以及误差修正模型,对外商投资企业出口与我国内资企业出口之间的关系进行了研究。协整检验结果表明,从长期来看,外商投资企业的出口积极地促进了我国内资企业的出口;误差修正模型表明,短期来看,外商投资企业的出口对我国内资企业的出口具有替代效应;格兰杰因果关系表明,外商投资企业的出口与我国内资企业的出口之间存在双向的因果关系。
The paper presents Johansen cointegration test, Granger causality test and vector error correction model to analyze the relationship between foreign - funded enterprises＇export and native enterprises＇export. The eointegration test indicates that in long run the export of foreign - funded enterprise can stimulate that of native enterprises ; The vector error correction model indicates that in the short run the export of foreign - funded enterprise may substitutes that of native enterprises ; Granger causality test indicates that there is a bidirectional causality between foreign - funded enterprises＂ export and native enterprises＇export.
出处
《商业研究》
北大核心
2007年第2期156-158,共3页
Commercial Research
关键词
外资企业出口
内资企业出口
协整检验
因果关系检验
误差修正模型
foreign - funded enterprises＂
export
native enterprises＂ export
cointegration test
granger causality test
vector error correction model
