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20102:*!!!基于动态面板数据模型的实证分析李平田朔国际贸易不仅是商品和服务在国际间的交换,同时也为先进技术的创新和扩散提供了条件目前,有关进口贸易与技术创新之间的理论和经验研究已经比较成熟,而出口贸易与技术创新的研究相对薄弱基于此,本文通过构建研发活动的投入产出函数,运用中国2001~2007年制造业行业的面板数据,实证检验出口贸易通过技术溢出对行业的技术创新的影响结果表明,出口贸易的水平效应对技术创新产生了积极的影响,后向溢出的作用较不显著,但在考虑行业竞争程度的影响后,出口贸易的技术溢出效应均显著为正出口贸易技术创新水平溢出垂直溢出山东理工大学经济学院:F746.12:A:10076964[2010]020908270627*(08BJL007):R&D!!!(2008RKA133):!!!,,,,,,,,,,,FDI,FDI(CoeHelpman,1995;Jakob,2005),,,,Krugman(1979)(),,,,,,(,2008),(Collie,2002)(,2008)∀44∀:20102,,,1.,Feder(1982),1931,,,,,;,,(2005),2.FDI,,,,,(KnellerPisu,2005),,,,,,,,GrossmanHelpman(1991),(2007)1996~20031716,,,,,(GMM),,,2001~2007:;;1.2030,CD(Y=ALK),,CDR&D,:Iit=ARDlitRDkit(1),it();I,;RDl;RDk;A,,,(2007),,,,CD,:Iit=A0ehorit+!blitRDlitRDkit(2)hor;bl,,,,ArellanoBond(1991)ArellanoBover(1995)BlundellBond(1998)(GMM)BlundellBond(1998),GMM(systemGMM)GMM,∀45∀:20102,GMM,(systemGMM),(1)(2),:lnIit=lnA+∀lnLi,t-1+lnRDlit+lnRDkit+v1+v2+#it(3)lnIit=lnA0+∀lnLi,t-1+lnRDlit+lnRDkit+horit+!blit+v1+v2+#it(4),v1,,v2,#it,(4),,,,lnpcm∀bl,:lnIit=lnA0+∀lnLi,t-1+lnRDlit+lnRDkit+horit+!blit+∃lnpcmit∀blit+v1+v2+#it(5)2.(1)Iit:(),R&D,,,(2)hor:Javorcik(2004)FDIhoritExportitFitExportitit,#∃;Fitit,#∃(3)bl:blit=%k&iaikhorkt,aik,iki∋(4)RDl:,R&D(5)RDk:,R&D(6)pcm:,,CheungPascual(2004),:pcmit=VAit-WitFit,VA,#∃;W,#∃;F,#∃;it3.2001~2007,,#∃,28(;;R&DR&D3,;2001,R&D,,,2004,200220032005∀46∀∋(aik2002122)12228)2828:;;;;;;();;;;;;;;;;;;;;;;;;;;;:201022006,2004GMM,,Sargan,ArellanoBond,stataSarganp11.2%12.67%12.49%,,,,ArellanoBond(2)1%,1:(4)(5),0.95573521.26575,1%,,,(4),0.1032774,,10%,,:,,;,,,,1(3)(4)(5)lnA02.402483***(17.40)2.275539***(17.80)2.289577***(18.75)lnIi,t-10.7023756***(25.41)0.6701735***(23.73)0.6446254***(23.14)lnRDl-0.5806125***(-25.08)-0.5903358***(-18.66)-0..5940144***(-21.20)lnRDk0.1495015***(7.07)0.116978***(7.16)0.0762867***(5.65)hor0.9557352***(10.91)1.26575***(10.20)bl0.1032774*(1.65)4.420396***(7.37)lnpcm∀bl3.05056***(7.57)Sarganp0.11200.12670.1249AR(1)p0.01150.01050.0141AR(2)p0.9941***0.8281***0.7630***:(1)t******10%5%1%;(2)Sargan#∃,ArellanoBond#∃,,(5)1%,,(4)1%,(5),(3.05056)1%,,,,:,,;,,,,1%1%,0.1%(3,0.14950150.1169780.0762867),,∀47∀:20102,,,,,,#∃,GDP3.68,4.48,,1/4~1/3,,,,,,2001~2007,(systemGMM):(1),,,,,(2),,,,,;,,,,[1],.[J]..2008(11).[2],.:[J]..2005(9).[3],.TBT[J]..2008(1).[4],,.![J]..2007(7).[5]Arellano,M.,Bond,S.SometestsofSpecificationforPannelData:MonteCarloEvidenceandApplicationtoEmploymentEquations.ReviewsofEconomicStudies,1991,58:277297.[6]Arellano,M.,Bover,O.AnotherLookattheInstrumentalVariableEstimationofErrorComponentModels.JournalofEconomics,1995,68:2951.[7]Blundel,lR.,Bond,S.InitialConditionsandMomentRestrictionsinDynamicPanelDataModels.JournalofEconometrics,1998,87:115143.[8]Cheung,Y.W.,Pascua,lA.G.Marketstructure,technologyspillovers,andpersistenceinproductivitydifferentials.InternationalJournalofAppliedEconomics,204,1(1):123.[9]Coe,D.T.,Helpman,E.InternationalR&DSpillovers.NBERWorkingPaperNo.W4444,1995.[10]Collie,D.R.Prohibitingstateaidinanintegratedmarket:CournotandBertrandcompetitionwithdifferentiatedproducts.JournalofIndustry,2002(2):215231.[11]Feder,G.OnExportandEconomicGrowth.JournalofDevelopmentEconomics,1982(12):5973.[12]Grossman,G.,Helpman,E.InnovationandGrowthintheGlobalEconomy.Cambridge,Mass:MITPress,1991.[13]Jakob,B.M.TechnologySpilloverthroughTradeandTFPConvergence:120YearsofEvidencefortheOECDCountries.EPRUWorkingPaperSeries,2005.[14]Javorcik,B.S.DoesForeignDirectInvesrmentIncreasetheProductivityofDomesticFirms?InSearchofSpilloversthroughBackwardLinkages.AmericanEconomicReview,2004,94:605627.[15]Kneller,R.,Pisu,M.IndustrialLinkageandExportSpilloversfromFDI.UniversityofNottinghamResearchPaperNo.2005/20.[16]Krugman,P.R.Increasingreturns,monopolisticcompetitionandinternationaltrade.JournalofInternationalEconomics,1979(9):469479.(责任编辑:段锡平)∀48∀WorldEconomyStudyNo.2,2010(SerialNo.192)20102RMBsettlementofcrossbordertradeandoffshorefinancialmarketsynergistically.EvaluationonMutualEffectofInterestRateandExchangeRatebetweenChinaandU.S.:AnEmpiricalStudyontheBasisofCoveredInterestrateParityTheoryLiuWeiWuHong(32)Aftermakingempiricalstudyonthemutualeffectmechanismbetweeninterestrateandexchangerate,wecouldfindsomeresultsasfollowing.Firstly,China∗sinterestratepolicyhaslittleeffectonSinoU.S.exchangerateandinterestratepolicyoftheU.S.A.,althoughChina∗sinterestrateisGrangercauseofSinoU.S.exchangerateandinterestrateoftheU.S.A..Secondly,interestratepolicyoftheU.S.A.hasmoreeffectonSinoU.S.exchangerateandChina∗sinterestrate.SowebelievethatChinashouldcontinuetoestablishmarketorientedinterestratemechanismanddevelopinternationalcommunicationmechanismamongChina∗sfinancialmarkets.TheRealExchangeRateofRMBandEmploymentofChina:AStudybasedontheEndogenousLaborSupplyModelsWangXiaocheng(37)Inthisarticle,weestablishanoptimizingintertemporalagentmodelwithendogenouslaborsupplyincorporatedandsetupatheorymodelandthemetrologicalmodelobjecttotheemploymentofChina.ThenusingJohansencointegratingtechnique,GrangercausalitytestandVECmodeltofindtherelationshipbetweentherealexchangerateofRMBand