采用VAR模型的广义脉冲响应函数与方差分解法,研究了我国1985年到2008年期间两类不同的环境规制(单位企业支付排污费、污染治理项目本年完成投资额)与外商直接投资之间的长期动态影响特征.冲击响应分析结果显示,环境规制是影响我国外商直接投资的重要原因;外商直接投资正向作用于环境规制,但这种正向作用力具有一定的滞后效应.方差分解结果表明,环境规制对外商直接投资预测方差的贡献度相对较小,但外商直接投资是解释各类环境规制预测方差的重要变量.
By employing generalized impulse response function and variance decomposition analysis,which are based on VAR method,the long-term effects was investigated,that of dynamic interactions between two kinds of environmental regulation indicators and foreign direct investment during 1985~2008.The impulse response shows that,on the one hand,environmental regulation in China is an important influence factors on foreign direct investment,on the other hand,the foreign direct investment has positive acting force to environmental regulation,however the latter has certain hysteresis.And variance decomposition results suggest that foreign direct investment is the main variable to explain the forecasting mean square error of the environmental regulation variable,but it's not true vice versa.