摘要
利用1986—2010年的时间序列数据,运用Johanson协整检验和Granger因果检验,分析日本对华直接投资对中日贸易所产生的影响。实证分析结果表明,在长期内日本对华累计直接投资和日本对华进出口之间存在长期关系,并日本对华累计直接投资对日本对华出口和进口产生不同的影响,且累计直接投资与日本对华出口之间存在格兰杰意义上的因果关系。从中得出日本对华直接投资发生了结构性变化,中国进入"世界市场"时代的结论。
In this paper we study the effect of Japan＇s direct investment on trade volume between Japan and China, using Johanson Co-integration test and Granger cause test. The series used covers through 1986 to 2010. The empirical results show that, there is long-run relationship between the Japan＇ s direct investment and export to China, however the effects of Japan＇ s cumulated investment on Japan＇ s export and import seem to be quite different. The cumulative direct investment of Japan Granger causes Japan＇ s export. All these imply that the structure of Japan＇s investment to China has changed, moreover, China＇ economy has transformed from a period of ＂world market＂ to ＂world factory＂,
出处
《经济研究导刊》
2012年第1期181-184,237,共5页
Economic Research Guide
关键词
直接投资
中日贸易
协整检验
因果关系
世界市场
direct investment
China-Japan trade
Co-integration test
Granger-cause test
world market
