本文關(guān)鍵詞： 多變量協(xié)整 向量自回歸 預(yù)測(cè)誤差方差 國際貿(mào)易理論 中國-巴基斯坦經(jīng)濟(jì)走廊　出處：《中國農(nóng)業(yè)科學(xué)院》2016年博士論文　論文類型：學(xué)位論文

【摘要】：外商直接投資(FDI)由于全球化和貿(mào)易自由化而得到重視。同時(shí),一般來講,外商投資成為東道國資本形成、貿(mào)易刺激、技術(shù)進(jìn)步和人力資源開發(fā)的一種動(dòng)力來源,從而有助于經(jīng)濟(jì)增長(zhǎng)。但是,實(shí)證研究尤其是關(guān)于發(fā)展中國家(如巴基斯坦)的研究顯示了不一致的結(jié)果,外商直接投資對(duì)經(jīng)濟(jì)的影響更依賴于東道國的國內(nèi)情況。本項(xiàng)研究采用了六個(gè)實(shí)證模型,即利用經(jīng)濟(jì)增長(zhǎng)、進(jìn)口、出口、資本形成、勞動(dòng)生產(chǎn)率和農(nóng)業(yè)生產(chǎn)率來分析FDI對(duì)巴基斯坦經(jīng)濟(jì)的第一輪和第二輪的影響。這些研究采用自回歸分布滯后模型(ARDL)、向量自回歸模型(VAR)、向量誤差修正模型(VECM)等計(jì)量經(jīng)濟(jì)學(xué)方法進(jìn)行估計(jì)。研究也涉及到格蘭杰因果關(guān)系、預(yù)測(cè)誤差方差分解(FEV)和脈沖響應(yīng)函數(shù)(IRF)方法。研究發(fā)現(xiàn),包含在模型中的變量存在長(zhǎng)期(協(xié)整)關(guān)系。FDI與國內(nèi)生產(chǎn)總值(GDP)之間存在的雙向格蘭杰因果關(guān)系及VECM的結(jié)果在很大程度上支持FDI驅(qū)動(dòng)型增長(zhǎng)和增長(zhǎng)導(dǎo)致FDI的假設(shè)。同時(shí),發(fā)現(xiàn)經(jīng)濟(jì)增長(zhǎng)水平在其固有價(jià)值方面對(duì)于沖擊很敏感。研究還發(fā)現(xiàn),FDI和出口的互補(bǔ)意味著FDI存量增加有助于出口,FDI將為巴基斯坦進(jìn)入國際市場(chǎng)方面提供更多的機(jī)會(huì)。總的來看,FDI本身就具有基于投資、利潤(rùn)和稅收的一系列政府政策功能。因此,通過出口導(dǎo)向、投資環(huán)境和經(jīng)濟(jì)增長(zhǎng)水平可以預(yù)判FDI在巴基斯坦未來的發(fā)展方向。此外,中國經(jīng)濟(jì)走廊(CPEC)有望通過恢復(fù)外國投資者的信心來增加FDI在巴基斯坦的流入。然而,FDI對(duì)人力資本和農(nóng)業(yè)生產(chǎn)力增長(zhǎng)的影響不顯著,這意味著FDI在巴基斯坦技能提高、投資密集方向方面缺乏先決條件來獲取溢出收益。
[Abstract]:Foreign direct investment (FDI) as a result of globalization and trade liberalization and attention. At the same time, generally speaking, foreign investment has become the domestic capital formation, trade stimulation, a power source of technological progress and human resources development, which contributes to the economic growth. However, empirical studies especially on developing countries (such as Pakistan). Research has shown inconsistent results, the domestic situation is more dependent on the host country of foreign direct investment impact on the economy. This study used six models, namely the use of import, export, economic growth, capital formation, labor productivity and agricultural productivity analysis of FDI on the economy of Pakistan the first round and second round effects. These studies using the autoregressive distributed lag model (ARDL), vector autoregressive model (VAR), vector error correction model (VECM) and Econometrics research method is estimated. Grainger involved the causal relationship between the forecast error variance decomposition (FEV) and impulse response function (IRF) method. The study found that the variables included in the models of long-term (cointegration) relationship between.FDI and the gross domestic product (GDP) two-way causal relationship between Grainger and VECM between the results largely support the FDI driver growth and growth leads to the assumptions of the FDI. At the same time, found that the level of economic growth in terms of its inherent value for the impact is very sensitive. The study also found that the complementary FDI and exports means that the stock of FDI contribute to the increased export, FDI will enter the international market for Pakistan to provide more opportunities. In general, FDI itself is based on a series of government investment, profit and tax policy function. Therefore, the export-oriented, investment environment and the level of economic growth in Pakistan FDI can predict the future direction. In addition, in China Economic Corridor (CPEC) is expected to recover by the confidence of foreign investors to increase the inflow of FDI in Pakistan. However, FDI has no significant effect on human capital and agricultural productivity growth, which means to improve the skills of FDI in Pakistan, investment intensive direction lack prerequisite to obtain spillover benefits.

【學(xué)位授予單位】：中國農(nóng)業(yè)科學(xué)院
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2016
【分類號(hào)】：F135.3;F831.6
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本文編號(hào)：1485769