本文采用1982-2003年度全国的时间序列数据,运用现代协整理论,对中国的产业结构变动和FDI之间的长短期关系进行Granger因果关系检验。结果表明:中国的产业结构和FDI之间存在长期的双向Granger因果关系;而短期中,中国的产业结构变动对FDI的变化则具有单向的Granger因果关系:中国产业结构的变动对FDI的增长率具有正的影响,而FDI的变化却不是推动中国产业结构变动的主要原因;滞后一期的FDI对FDI的流入具有显著的影响;滞后一期的产业结构变动对FDI产生正的影响,而滞后两期的产业结构变动对FDI产生负的影响。

Based on the cointegration theory ,this paper tests the Granger causality relationship between the adjustment of industry structure and FDI for China over the period 1982-2003. The result shows :there is a long run bidirectional Granger causality relationship in the presence of cointegrarion among the variables, and short run unidirectional Granger causality running from the adjustment of industry structure to the change of FDI . The adjustment of Chinese industry structure has a positive impact on the increase rate of FDI,but the change of FDI is not the main reason that promotes the adjustment of Chinese industry structure in the short run.