韩福荣, 许诺. 外商直接投资与我国资本外逃关系的实证研究——协整分析与误差修正模型[J]. 北京工业大学学报, 2006, 32(1): 83-87.
    引用本文: 韩福荣, 许诺. 外商直接投资与我国资本外逃关系的实证研究——协整分析与误差修正模型[J]. 北京工业大学学报, 2006, 32(1): 83-87.
    HAN Fu-rong, XU Nuo. Exemplary Analysis on Relationship Between FDI and Capital Flight in China——Cointegration Analysis and Error Correction Model[J]. Journal of Beijing University of Technology, 2006, 32(1): 83-87.
    Citation: HAN Fu-rong, XU Nuo. Exemplary Analysis on Relationship Between FDI and Capital Flight in China——Cointegration Analysis and Error Correction Model[J]. Journal of Beijing University of Technology, 2006, 32(1): 83-87.

    外商直接投资与我国资本外逃关系的实证研究——协整分析与误差修正模型

    Exemplary Analysis on Relationship Between FDI and Capital Flight in China——Cointegration Analysis and Error Correction Model

    • 摘要: 在引进大量外资的同时,也出现了巨额的资本外逃现象.量化分析资本外逃与直接投资的关系,对相关理论的研究和政策制订都有重要的指导意义.运用计量经济学中协整分析和误差修正模型,通过分析1982- 2003年外商直接投资和资本外逃的有关数据,根据格兰杰(Granger)定理运用EG两步法建立误差修正模型,针对外商直接投资与资本外逃间的关系,提出了几点政策建议.

       

      Abstract: The phenomenon of huge Capital Flight (CF) appeared while China introduced a large number of Foreign Direct Investments (FDI). Quantitative analysis on the correlative relation between CF and FDI was of important instructional meaning for the theory and policy study. The Cointegration Analysis and Error Correction Model were applied according to the data of FDI and CF from 1982 to 2003 in China, and the error correction model was set up via EG two-step method on the basis of Granger theorem. In allusion to the positive correlation of FDI and CF, some policy advice was put forward.

       

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