臺灣博碩士論文加值系統

摘要
本研究主要探討對外直接投資（FDI）對地主國的經濟成長的影響。過去實證研究使用橫斷面資料分析多國現象，但橫斷面資料只適合分析多國的平均整體現象，無法反應個別國家的單一現象，再加上實證上大多使用雙變數Granger因果關係作為分析架構，未能完全詮釋出口為主國家的經濟現象。Ibrahim（2000）研究指出用二元共整合法不能清楚指出變數間存在長期因果關係，且Granger因果關係只適用於檢定短期因果關係。因此，針對目前文獻之不足，本研究利用Blanchard and Quah（1989）所提的結構性VAR（structural VAR），建立一個理論性的VAR結構模型，並加入貿易因素，檢定1965年到2000年東亞（台灣、新加坡、韓國、馬來西亞、泰國），與拉丁美洲國家（阿根廷、巴西、墨西哥、哥倫比亞）對外直接投資對地主國的貿易與經濟成長的影響。
實證結果得知對外直接投資會增加拉丁美洲國家（除了墨西哥以外）與泰國的經濟成長。另外、各國各變數間的因果關係為泰國FDI對出口有單向因果關，與國內生產毛額有單向因果關係，進口對FDI有單向因果關係；新加坡出口對FDI有單向因果關係，FDI對進口有單向因果關係；馬來西亞出口與進口對FDI有單向因果關係 ；哥倫比亞與墨西哥FDI與進口、出口、國內生產毛額間無因果關係。

Abstract
Although there are considerable evidence on the link between foreign direct investment (FDI) and economic growth or trade and variables have not been yet fully explored. This paper constructs a the interactions among these four important macroeconomic variables (there are FDI, export , import and GDP growth) with the observations through 1965-2000 from 9 economics in East Asia and Latin America. The main results can be summarized as follows: First, four countries with located in Latin America (Argentina, Brazil, and Colombia) and only one variables has no causality in Latin America countries. Third, in East Asia, found to be significant for significant for Thailand. The causality running from export to FDI or FDI to import is found to be significant for Singapore. Export and import to FDI in Malaysis also exhibit causal relationships.

目錄
第一章、 緒論-------------------------------------------------1
第二章、東亞與拉丁美洲對外直接投資的發展趨--------------------5
第一節、東亞與拉丁美洲對外直接投資的發展趨勢------------------5
第二節、對外直接投資的重要性----------------------------------5
第三章、理論與文獻回顧----------------------------------------10
第一節、對外直接投資與經濟成長的關係--------------------------10
第二節、對外直接投資與貿易的關係------------------------------13
第三節、對外直接投資與經濟成長、貿易三變數間因果關係----------16
第四章、研究方法----------------------------------------------17
第五章、資料來源與實證結果------------------------------------20
第一節、資料來源說明------------------------------------------20
第二節、落後期數之選取與模型診斷性檢測------------------------21
第三節、單根檢定----------------------------------------------21
第四節、共整合檢定--------------------------------------------23
第五節、VAR結構模型-------------------------------------------26
第六章、結論與建議--------------------------------------------39
第一節、結論--------------------------------------------------39
第二節、建議--------------------------------------------------41
第三節、未來研究方向------------------------------------------41
參考文獻------------------------------------------------------43

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