베트남의 경제성장과 외국인직접투자간의 인과관계 분석
The Causality between economic growth and foreign direct investment in Vietnam
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The purpose of this thesis is to study the causal relationship between foreign direct investment and economic growth export in Vietnam with data from 1996 to 2019. The materials used to analyze Vietnam's economic indicators and the current state of Vietnam's foreign direct investment inflows are cited from the World bank and the General Statistics Office of Vietnam. The safety of the data must be checked when analyzing the relationship between Vietnam's economic growth and foreign direct investment. Specifically, the safety of data of variables must be checked through the method of testing the stationarity of Augmented Dickey-Fuller. At the same time, cointegration between variables must be tested through Johansen's cointegration test. The results of the unit root test and the cointegration test show that the stationary variables have a cointegration relationship, so the VECM(Vector Error Correction model) model is suitable for analysis. Research results of Granger causality show that in the short term, there is no causal relationship between Foreign Direct Investment (FDI) and economic growth, but in the long term, there is a causal relationship between FDI and economic growth. In other words, in the long term, there is a relationship between FDI and Gross domestic product (GDP), exports; which means the economic growth of Vietnam is affected by fluctuations of FDI.
Abstract
The purpose of this thesis is to study the causal relationship between foreign direct investment and economic growth export in Vietnam with data from 1996 to 2019. The materials used to analyze Vietnam's economic indicators and the current state of Vietnam's foreign direct investment inflows are cited from the World bank and the General Statistics Office of Vietnam. The safety of the data must be checked when analyzing the relationship between Vietnam's economic growth and foreign direct investment. Specifically, the safety of data of variables must be checked through the method of testing the stationarity of Augmented Dickey-Fuller. At the same time, cointegration between variables must be tested through Johansen's cointegration test. The results of the unit root test and the cointegration test show that the stationary variables have a cointegration relationship, so the VECM(Vector Error Correction model) model is suitable for analysis. Research results of Granger causality show that in the short term, there is no causal relationship between Foreign Direct Investment (FDI) and economic growth, but in the long term, there is a causal relationship between FDI and economic growth. In other words, in the long term, there is a relationship between FDI and Gross domestic product (GDP), exports; which means the economic growth of Vietnam is affected by fluctuations of FDI.
참고문헌 (42)
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- "베트남 통계청"[URL]
- "세계은행"[URL]
- "베트남 외국인투자 총국"[URL]
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- "World bank group doing business"[URL]
- "국제연합무역개발협의회"[URL]