Empirical Analysis of the Relationship between FDI and Processing Trade: 1985-2008

摘要：

This paper, with the research object of China’s annual statistical data from 1985 to 2008, based on VAR model, by employing Granger causality test approach, impulse response function and variance decomposition, etc. gives an empirical analysis and test of the dynamic correlation between FDI and processing trade. The empirical result denotes that there exists bilateral Granger causality relationship between FDI and processing trade. For a short period, the impact of FDI on the responsiveness of processing trade is more intense. The impact of processing trade on the responsiveness of FDI is also more intense and the volatility of fluctuations is larger; for a long period, there exists a long-term stable relationship between FDI and processing trade.

关键词： FDI processing trade VAR Granger causality FDI processing trade VAR Granger causality

作者: Wang Xijun

作者单位: School of Economics & Management Weifang University Weifang, China

会议类型: 国际会议

会议名称: 2011 International Conference on Information System and Computational Intelligence(2011 IEEE信息系统与计算智能国际会议 ICISCI 2011)

会议地点: 哈尔滨

会议语种:英文

页码: 107-111

在线出版日期: 2011-01-18（万方平台首次上网日期，不代表论文的发表时间）