旅游外汇收入、FDI和GDP关系的脉冲响应分析
摘要:基于VAR模型对我国1985-2007年旅游外汇收入(FTI)、实际利用外资金额(FDI)和国内生产总值(GDP)间关系进行脉冲响应分析。结果表明:通过脉冲响应分析,DLFDI对DLFTI、DLFDI对DLGDP呈现负脉冲响应,DLFTI对于DLFDI、DLFTI对DLGDP整体上呈现零响应,DLGDP对DLFDI表现出较强的正响应,DLFTI对DLGDP总体呈现出正响应;通过格兰杰成因分析,DLFTI和DLFDI、DLGDP和DLFTI之间没有相互影响,DLGDP是DLFDI的格兰杰成因,但DLFDI不是DLGDP的格兰杰成因。
关键词:旅游外汇收入;实际利用外资金额;国内生产总值;脉冲响应
The Analysis of the Impulse Response about the Relationships between FTI; FDI and GDP
XIANG Yan-ping1, 2 JIANG Cai-fang1
(1.Jishou University Business School, Jishou, Hunan 416000, China;2.School of Economics Renmin University of China, Beijing 100872, China )
Abstract: The paper made the impulse response about the relationships between FTI, FDI and GDP based on the VAR. The results showed that the impulse response was negative about DLFDI to DLFTI and DLFDI to DLGDP; the impulse response was zero about DLFTI to DLFDI and DLFTI to DLGDP and the impulse response was positive about DLGDP to DLFDI and DLFTI to DLGDP. The result also showed that there was no influence between DLFTI and DLFDI or DLGDP and DLFTI; DLGDP did Granger Cause DLFT but DLFDI did not Granger Cause DLGDP based on the Granger Cause.
Keywords: FTI; FDI; GDP; impulse response