| 日本对华直接投资与中日贸易增长的变化分析 |
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| 引用本文： | 吴明宇,周媛. 日本对华直接投资与中日贸易增长的变化分析[J]. 学术探索, 2012, 0(1): 90-93 |
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| 作者姓名： | 吴明宇 周媛 |
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| 作者单位： | 广东商学院外国语学院 |
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| 摘 要： | 本文采用格兰杰的两变量模型,根据Engle-Granger的协整检验,误差修正模型以及Granger非因果检验等方法,通过加入虚拟变量分析后结果表明,日本对华与日本对华FDI输出表现出显著的协整关系,同时误差修正模型也反映了短期修正的变化;Granger非因果检验表明,日本对华输出和输入是日本对华FDI的单向Granger原因。
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| 关 键 词： | 外商直接投资(FDI) 中日贸易 协整检验 误差修正模型 Granger非因果检验 |
The Japanese Direct Investment to China and the Change in Sino-Japanese Trade Growth |
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| WU Ming-yu,ZHOU Yuan. The Japanese Direct Investment to China and the Change in Sino-Japanese Trade Growth[J]. Academic Research, 2012, 0(1): 90-93 |
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| Authors: | WU Ming-yu ZHOU Yuan |
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| Affiliation: | (School of Foreign Languages,Guangdong University of Business Studies, Guangzhou,510320,Guangdong,China) |
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| Abstract: | This research adopts the two-variable model of Granger,the co-integration test,error correction model,Granger test and the dummy variable.As the results show,the relationship between Japanese exports and direct investment to China tends to be obviously co-integrated.Meanwhile,the error correction model reflects the short term change.Japanese exports and imports to China have a significant one-way Granger causality to Japans direct investment in China. |
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| Keywords: | FDI Sino-Japanese trade co-integration test error correction model dummy variable Granger test |
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