科技投入与国际贸易互动关系研究——基于面板向量自回归模型的估计

A Study on Science & Technology Input and International Trade：Based on Panel Data Vector Autoregression

摘要: 利用2000-2008年面板数据,采用面板向量自回归模型研究了科技投入与出口之间的互动关系。结果表明,出口在滞后1～3期的情况下都是科技投入的格兰杰原因,而科技投入只在滞后2期的情况下才是出口的原因;科技投入的冲击对出口的影响和出口的冲击对科技投入的影响相似,均为正值,作用稳定,持续时间较长;方差分解中,科技投入对经济发展水平的影响要大于对出口的影响;外商直接投资的冲击无论对出口的影响还是对科技的影响均是负值。方差分解中,外商直接投资对出口和科技均有一定的贡献,但对经济增长几乎没有贡献,要加强对外商直接投资的宏观管理。

Abstract: According to panel data from year 2000 to 2008, this paper analyzes the relationship between science and technology input and international trade based on panel VAR. The results show the export is granger reason of S&T input at the lag of 1~3 year. S&T input is the granger reason of the export only at lag 2 year. The impingement of S&T to the export is just like the export to S&T which is opposite and stable for a long time. The variance decomposition shows the impact of S&T input to economy is more than S&T to the export. The FDI is useful to the export and S&T input, but has no contribution to economy.