摘要
利用偏离系数法构建产业结构合理化的量化指标,在构建适当模型的基础上,以1991年2010年的时间序列数据为样本,运用协整理论和Granger因果关系检验实证分析了对外直接投资与我国产业结构合理化之间的关系,协整分析结果表明对外直接投资与我国产业结构合理化存在着长期稳定的正相关关系,Granger因果关系检验表明对外直接投资是产业结构合理化的Granger原因,而产业结构合理化不是对外直接投资的Granger原因。
The quantitative index of the rationalization of industrial structure is constructed by deviation coefficient method on the bases of proper econometric model and the time series data from 1991 to 2010.The results of co-integration test show that there is a long-term stable and positive correlation between Chinese foreign direct investment(OFDI) and the rationalization of industrial structure.Granger causality test shows that Chinese outward foreign direct investment is the Granger cause of rationalization of industrial structure,but the rationalization of industrial structure is not the Granger cause of OFDI.
出处
《中南大学学报(社会科学版)》
CSSCI
2012年第5期160-164,共5页
Journal of Central South University:Social Sciences
基金
国家自然科学基金项目"世界市场的虚拟化与我国国际电子商务发展策略研究"(70973079)
关键词
对外直接投资
产业结构合理化
偏离系数法
协整检验
GRANGER因果检验
outward foreign direct investment
rationalization of industrial structure
deviation coefficient method
Co-integration test
granger causality test