Tác động của xuất khẩu hàng hóa tới tăng trưởng kinh tế Việt Nam

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Bộ giáo dục đào tạo Trường đại học kinh tế quốc dân Nguyễn thị thu thủy TáC ĐộNG CủA XUấT KHẩU HàNG HóA TớI TĂNG TRƯởNG KINH Tế VIệT NAM Chuyên ngành: Kinh tế quản lý thương mại Mã số: 62 31 01 21 Ngi hng dn khoa hc: gs Ts Hoàng đức thân ts phạm anh Hà nội, năm 2014 ii MC LC TRANG PH BèA LI CAM OAN .i MC LC ii DANH MC CC T VIT TT vi DANH MC BNG BIU vii DANH MC HèNH V viii PHN M U ix CHNG C S Lí LUN V TC NG CA XUT KHU HNG HểA TI TNG TRNG KINH T 1.1 Khỏi quỏt v TTKT v tỏc ng xut khu hng húa ti TTKT 1.1.1 Khỏi nim v bn cht tng trng kinh t 1.1.2 o lng tng trng kinh t 1.1.3 Ngun tng trng kinh t 1.1.4 Tỏc ng ca xut khu hng húa ti TTKT .6 1.2 Lý thuyt v tỏc ng ca xut khu hng húa ti tng trng kinh t .7 1.2.1 Lý thuyt trng cu 1.2.2 Lý thuyt c in 10 1.2.3 Lý thuyt tõn c in 12 1.2.4 Lý thuyt tng trng ni sinh 14 1.2.5 Lý thuyt ca trng phỏi cu trỳc 17 1.2.6 Tỏc ng ca c cu hng húa xut khu ti TTKT cỏc lý thuyt 19 1.2.7 Kt lun t tng quan lý thuyt 23 1.3 Kinh nghim quc t v thỳc y xut khu hng ti tng trng kinh t 26 1.3.1 Kinh nghim ca Hn Quc 26 1.3.2 Kinh nghim ca Thỏi Lan 30 1.3.3 Bi hc cho Vit Nam 33 1.4 Tng kt chng 34 iii CHNG TNG QUAN NGHIấN CU THC NGHIM V LA CHN Mễ HèNH NGHIấN CU CHO LUN N .36 2.1 Tng quan nghiờn cu thc nghim trờn th gii 36 2.1.1 C s lý thuyt cho cỏc nghiờn cu thc nghim 36 2.1.2 Nghiờn cu s dng d liu chộo 37 2.1.3 Nghiờn cu s dng chui thi gian 40 2.1.4 Nghiờn cu thc nghim v tỏc ng ca c cu hng húa xut khu ti tng trng kinh t 44 2.1.5 Kt lun t tng quan nghiờn cu thc nghim trờn th gii 50 2.2 Tng quan cỏc nghiờn cu ca Vit Nam v mụ hỡnh xut 50 2.2.1 Tng quan cỏc nghiờn cu ca Vit Nam 50 2.2.2 Mụ hỡnh nghiờn cu ca lun ỏn 52 2.2.2.1 Mc tiờu v yờu cu cn t c ca mụ hỡnh 53 2.2.2.2 Ngun s liu 53 2.2.2.3 La chn bin s v thang o 54 2.2.2.4 Mụ hỡnh nh lng v gi thuyt nghiờn cu: 59 2.2.2.5 Quy trỡnh c lng: 62 2.3 Tng kt chng 64 CHNG PHN TCH TC NG CA XUT KHU HNG HểA TI TNG TRNG KINH T VIT NAM GIAI ON 2000-2012 65 3.1 Khỏi quỏt thc trng xut khu hng hoỏ v tng trng kinh t vit nam giai on 2000-2012 .65 3.1.1 Khỏi quỏt v xut khu hng húa Vit Nam 65 3.1.2 Khỏi quỏt v tng trng kinh t Vit Nam 70 3.2 Phõn tớch nh tớnh tỏc ng ca xut khu hng húa ti tng trng kinh t Vit Nam 75 3.2.1 Tỏc ng ca quy mụ v tc tng trng XKHH ti TTKT 75 3.2.1.1 Xut khu hng húa vi tng cu ca nn kinh t .75 3.2.1.2 Xut khu hng húa vi gii quyt vic lm 78 3.2.1.3 Xut khu hng húa vi tớch ly vt cht 79 iv 3.2.1.4 Xut khu hng húa vi tng nng sut nhõn t 82 3.2.1.5 Xut khu hng húa vi ti nguyờn, mụi trng 85 3.2.2 Tỏc ng ca c cu hng húa xut khu ti tng trng kinh t 87 3.2.2.1 Mc n nh xut khu hng húa vi tng trng kinh t .87 3.2.2.2 C cu hng húa xut khu theo hm lng k nng vi tng trng kinh t 88 3.2.2.3 C cu hng húa xut khu theo li th so sỏnh vi tng trng kinh t 90 3.2.2.4 Mc a dng húa mt hng xut khu vi tng trng kinh t .94 3.2.3 Kt lun t phõn tớch nh tớnh 101 3.3 nh lng tỏc ng ca xut khu hng húa ti tng trng kinh t 102 3.3.1 Kt qu kim nh tớnh dng ca cỏc chui 102 3.3.2 Kt qu hi quy 103 3.3.3 Kt qu kim nh nhõn qu 106 3.3.4 Bỡnh lun kt qu kim nh cỏc gi thuyt nghiờn cu nh lng 107 3.4 ỏnh giỏ chung v tỏc ng ca xut khu hng húa ti tng trng kinh t 121 3.4.1 Nhng tỏc ng tớch cc 121 3.4.2 Nhng hn ch 123 3.3.3 Nhng nguyờn nhõn ch yu 125 3.5 Tng kt chng 130 CHNG KHUYN NGH V THC Y XUT KHU HNG HểA HNG TI TNG TRNG KINH T N NM 2020 131 4.1 nh hng v quan im gn kt xut khu vi tng trng kinh t 131 4.1.1 nh hng chuyn i mụ hỡnh tng trng kinh t ca Vit Nam 131 4.1.2 nh hng phỏt trin xut khu ca Vit Nam 132 4.1.3 Quan im thỳc y xut khu hng húa hng ti tng trng kinh t 133 4.2 Khuyn ngh nhm thỳc y xut khu hng ti tng trng kinh t bn vng n nm 2020 .135 4.2.1 Phõn k phỏt trin xut khu: 135 4.2.2 Tng ngun cung cho xut khu hng húa 137 v 4.2.3 Kớch cu xut khu qua cỏc bin phỏp xỳc tin thng mi: 141 4.2.4 Tỏi cu trỳc lnh vc xut khu 143 4.2.5 Nõng cao cht lng nhõn lc khu vc xut khu 152 4.2.6 Nõng cao nng lc cnh tranh ca doanh nghip xut khu 153 4.2.7 Nõng cao hiu qu thu hỳt v qun lý, s dng FDI .155 4.2.8 Tng cng u t v ng dng khoa hc cụng ngh xut khu 156 4.2.9 Hon thin c ch, chớnh sỏch thỳc y xut khu 158 4.3 Kt lun chng v nhng tip tc nghiờn cu .160 KT LUN 161 DANH MC CC CễNG TRèNH CA TC GI CễNG B Cể LIấN QUAN N LUN N DANH MC TI LIU THAM KHO PH LC vi DANH MC CC T VIT TT ADF Kim nh Dickey-Fuller m rng (Standard International Trade Classification) ASEAN Hip hi cỏc quc gia ụng Nam (Association of Southeast Asian Nations) DNNN Doanh nghip nh nc ELG Tng trng kinh t hng v xut khu (Export-led-Growth) EU Liờn minh Chõu u (European Union) FDI u t trc tip nc ngoi (Foreign Direct Investment) GDP Tng sn phm quc ni (Gross Domestic Product) NICs Cỏc nc cụng nghip mi (Newly Industrial Countries) SITC Danh mc tiờu chun ngoi thng TFP Nng sut cỏc yu t tng hp (Total Factor Productivity) TPP Hip nh i tỏc chin lc xuyờn Thỏi Bỡnh Dng Trans-Pacific Strategic Economic Partnership Agreement TTKT Tng trng kinh t VAR Mụ hỡnh t hi quy vecto (Vector Autoregresstion) WTO T chc thng mi th gii (World Trade Organization) XKHH Xut khu hng húa vii DANH MC BNG BIU Bng 1.1: Tc tng trng GNP thc, u t v xut khu cỏc giai on thc hin k hoch nm (FYP-Five Year Plan), 1962-1986 (%) ca Hn Quc 29 Bng 1.2: C cu xut khu ca Thỏi Lan, 1981-1993 (%) 32 Bng 2.1: Cỏc mụ hỡnh Var hai bin 61 Bng 3.1: So sỏnh NSL v tc tng NSL ca Vit Nam vi mt s quc gia khu vc v trờn th gii 73 Bng 3.2: Cu trỳc tng trng theo chi tiờu (%) 76 Bng 3.3: Mi quan h nhõn qu gia vic lm v xut khu hng húa 79 Bng 3.4: Mi quan h nhõn qu gia xut khu hng húa v tớch ly vt cht 80 Bng 3.5: Mt hng XK v nguyờn ph liu nhp khu tng ng nm 2012 .81 Bng 3.6: S lng mt hng cú li th so sỏnh ca cỏc nhúm hng (theo tiờu chun SITC cp ch s) 91 Bng 3.7: So sỏnh mc a dng húa mt hng xut khu qua cỏc thi k 99 Bng 3.8: Kt qu kim nh nghim n v vi cỏc chui ó hiu chnh 103 Bng 3.9: Kt qu hi quy a bin mt phng trỡnh 105 Bng 3.10: Kt qu kim nh nhõn qu 106 Bng 3.11: Kt qu kim nh cỏc gi thuyt nghiờn cu nh lng 107 Bng 3.12 Ch s PRODY v t trng KNXK mt s mt hng thụ v s ch 110 viii DANH MC HèNH V Hỡnh 1.1: C ch tỏc ng ca xut khu ti tng trng kinh t 16 Hỡnh 1.2: Cỏc kờnh tỏc ng ca xut khu hng húa ti tng trng kinh t 25 Hỡnh 2.1: Cỏc mụ hỡnh hi quy a bin mt phng trỡnh 60 Hỡnh 3.1: Cỏn cõn thng mi Vit Nam giai on 2000-2012 66 Hỡnh 3.2: C cu th trng xut khu ca Vit Nam 68 Hỡnh 3.3: C cu xut khu theo khu vc kinh t 69 Hỡnh 3.4: So sỏnh tc TTKT ca Vit Nam vi cỏc quc gia khu vc 71 Hỡnh 3.5: Hiu qu s dng u t ca cỏc khu vc kinh t 74 Hỡnh 3.6: Tc tng trng GDP v TFP (%), 1987-2012 74 Hỡnh 3.7: Tc tng trng XK, tng trng GDP, t trng xut khu/GDP (%) 76 Hỡnh 3.8: So sỏnh t trng XK/GDP ca Vit Nam vi mt s nc ASEAN 77 Hỡnh 3.9: C cu hng húa ch bin xut khu theo hm lng cụng ngh 83 Hỡnh 3.10: Quan h gia mc n nh xut khu v GDP, tc tng GDP 87 Hỡnh 3.11: T trng xut khu cỏc nhúm hng v GDP bỡnh quõn/ngi 89 Hỡnh 3.12: C cu XK hng ch bin thõm dng k nng ca Vit Nam v mc trung bỡnh ca th gii 90 Hỡnh 3.13: S lng mt hng cú li th so sỏnh v GDP bỡnh quõn u ngi 92 Hỡnh 3.14: Quan h gia s lng mt hng cú li th so sỏnh vi GDP v tc tng GDP 93 Hỡnh 3.15: Mi quan h gia ch s HI v GDP bỡnh quõn u ngi 95 Hỡnh 3.16: Quan h gia ch s HI v GDP bỡnh quõn u ngi ca mt s quc gia 96 Hỡnh 3.17: Mi quan h gia ch s HI v tc tng trng GDP .98 Hỡnh 3.18: Quan h gia ch s Theil Entropy v GDP, tng trng GDP 100 Hỡnh 3.19: So sỏnh a dng húa XK ca Vit Nam vi mc trung bỡnh ca th gii 101 ix PHN M U S cn thit ca ti lun ỏn Xut khu, ó t lõu, c coi l mt nhng ng lc quan trng ca tng trng kinh t, c bit l vi cỏc nc ang phỏt trin Quan im ny c ng h khụng ch v mt lý thuyt, m cũn c minh chng bng nhng in hỡnh thnh cụng ca cỏc nn kinh t nh Nht Bn, cỏc nc NICs, Thỏi Lan, Trung Quc c th gii ca ngi l t phỏ, thn k Tuy nhiờn, trờn thc t, cng khụng ớt quc gia cha thnh cụng vi chin lc tng trng kinh t hng v xut khu nh cỏc quc gia Nam , M La Tinh, dy lờn nhng hoi nghi v tỏc ng tớch cc ca xut khu ti tng trng kinh t, c gúc lý lun v thc tin Nhng nm gn õy, nghiờn cu v mi quan h gia xut khu vi tng trng kinh t a n nhng kt lun thỳ v in hỡnh, nghiờn cu v S thn k ụng , World Bank (1993) kt lun rng: Chin lc thỳc y xut khu nhỡn chung l s la chn thnh cụng nht ca HPAEs (high performing Asian economies)nh hng xut khu ch khụng phi chớnh sỏch cụng nghip l ng lc ch yu thỳc y tng trng nng sut ca Nht v Hn Quc [96] Tuy nhiờn, nghiờn cu Suy ngm li s thn k ụng (2004) li cho kt qu rt khỏc bit: xut khu khụng phi l nhõn t thỳc y tng trng nng sut ca Nht Bn, m ngc li, tng trng nng sut mi l nhõn t thỳc y xut khu Giai on Nht Bn tng trng mnh nht, nhng nm 1950, 1960, li chớnh l giai on h thc hin mc bo h cao nht i vi nn kinh t, iu m nhiu nc ang phỏt trin khỏc b qua dng vo bi cnh t nc mỡnh Vi Hn Quc, kt qu thm cũn cho thy tỏc ng tiờu cc ca xut khu ti tng trng nng sut, cỏc ngnh xut khu nhiu hn cú tc tng trng nng sut thp hn [85] Nhng kt lun khụng hon ton thng nht v tỏc ng ca xut khu ti tng trng kinh t khin cho ch ny, cho ti nay, cũn mang tớnh thi s, ng thi khuyn khớch cỏc nghiờn cu i tỡm li gii ỏp cho : ti cú nghiờn cu ng h, cú nghiờn cu hoi nghi v tỏc ng ca xut khu ti tng trng kinh x t? cú nc thnh cụng, cú nc cha thnh cng? Nhõn t no quyt nh s thnh cụng ca chin lc ny? Mc dự quan im v lp lun v tỏc ng ca xut khu núi chung ti tng trng kinh t cũn cha hon ton thng nht, nhng t gúc lý lun v thc nghim, cỏc nghiờn cu li rt ng thun cho rng chin lc tng trng kinh t hng v xut khu ca cỏc quc gia thnh cụng hay khụng, thnh cụng mc no tựy thuc vo cht lng c cu hng húa xut khu ca quc gia ú, ú bao hm cỏc thuc tớnh phn ỏnh chng loi mt hng xut khu, mc phc tp, mc nng sut, mc thu nhp ca hng húa xut khu, mc trung húa/a dng húa v mc n nh ca c cu hng húa xut khu Cỏc quc gia ang phỏt trin s cú kh nng t c tng trng bn vng v hiu qu di hn nu gi hng húa xut khu c nh v cao trờn di cht lng (quality spectrum), v ngy cng tim cn vi gi hng húa xut khu ca cỏc quc gia phỏt trin Ngc li, c cu hng húa xut khu chm dch chuyn ti nhng th bc cao di cht lng, l mt nhng nguyờn nhõn quan trng kỡm hóm tng trng kinh t ca cỏc nc ang phỏt trin, khin cho nhiu nc b mc kt cỏc mc thu nhp thp hoc trung bỡnh nh nhiu bi hc ó din trờn th gii Do ú, ỏnh giỏ tỏc ng ca xut khu ti tng trng kinh t cn i sõu vo bn cht, ú c bit quan tõm ti cht lng c cu hng húa xut khu, hn l ch xem xột b ngoi qua nhng s n tng v quy mụ v tc tng trng xut khu Vi Vit Nam, k t nm 1986 n nay, cựng vi hi nhp sõu rng v ton din vo nn kinh t khu vc v th gii, xut khu luụn c coi l mt nhng tr ct ca cụng cuc ci cỏch ton din v phỏt trin kinh t Vi vai trũ ú, xut khu hng húa ca Vit Nam ó t c nhng thnh tớch ngon mc v quy mụ v tc tng trng Nu nm 1986, kim ngch xut khu hng húa cũn di t USD thỡ nm 2012 kim ngch xut khu 114,6 t USD, vi tc tng trng hng nm khỏ cao so vi khu vc v th gii Nm 2012 cng ỏnh du s kin ln u tiờn sau 20 nm liờn tc nhp siờu, Vit Nam ó t thng d thng mi 284 triu USD Thu nhp t xut khu c u t tr li cho nhp khu mỏy 2000 Nhúm hng 2005 RCA, % Nhúm hng 2010 RCA % Nhúm hng RCA % múc 843 Qun ỏo nam v tr em trai dt kim 8.9 1.3 674 Thộp m kim loi cỏn phng dng cun 1.1 0.4 844 Qun ỏo n v tr em gỏi dt kim 7.3 1.9 687 Thic 1.0 0.0 845 Qun ỏo khỏc bng vi dt kim hay múc hoc khụng 3.2 2.9 694 inh, inh c, c 1.2 0.2 1.4 0.2 696 Thit b dựng gia ỡnh khỏc bng kim loi thng 2.5 0.2 848 Qun ỏo, ph tr bng vi khụng dt, m nún 1.8 0.4 716 Thit b in chy bng Roto v ph tựng 1.8 1.0 851 Giy dộp 14.7 9.5 751 Mỏy phũng 6.7 2.3 899 Hng ch bin khỏc 1.5 0.7 763 Thit b liờn lc vin thụng v ph tựng 1.0 0.4 764 Thit b bin i, iu chnh dũng in v ph tựng 1.2 3.7 771 Thit b in dựng ngt mch, bo v mch in 1.0 0.6 773 Thit b khỏc phõn phi in 3.0 1.9 785 Xe mỏy, xe p cú hoc khụng cú ng c 1.3 0.4 811 1.3 0.1 821 Rng, hũm, valy, vớ ng n trang 4.7 4.1 831 Qun ỏo nam hay tr em trai bng vi khụng dt kim hoc múc 4.0 1.1 841 Qun ỏo n hay tr em gỏi bng vi khụng dt kim hay múc 8.8 3.2 842 o khoỏc, ỏo chong khụng tay bng vi dt kim hay múc 6.7 3.2 843 Qun ỏo nam v tr em trai dt kim 7.7 1.2 844 Qun ỏo n v tr em gỏi dt kim 5.9 1.7 845 Qun ỏo khỏc bng vi dt kim hay múc hoc khụng 5.7 4.4 1.3 0.2 848 Qun ỏo, ph tr bng vi khụng dt, m nún 2.2 0.4 851 Giy dộp 11.2 7.2 881 Ph kin mỏy nh 13.5 0.6 893 Xe y dựng cho tr em, chi, trũ chi v hng th thao 1.6 1.2 897 kim hon, ca th kim hon 7.2 3.8 899 Hng ch bin khỏc 1.5 0.8 846 ph tr qun ỏo bng vi dt kim hay múc hoc khụng tr loi hng dựng cho tr s sinh 846 ph tr qun ỏo bng vi dt kim hay múc hoc khụng tr loi hng dựng cho tr s sinh Tớnh toỏn ca tỏc gi t ngun UN Comtrade Ph lc 5: Xu hng bin ng v chu k ca cỏc chui s c lng Hodrick-Prescott Filter (lambda=1600) Hodrick-Prescott Filter (lambda=1600) 03 036 02 032 01 03 00 02 -.01 01 -.02 028 024 012 020 008 004 00 000 -.01 -.004 -.02 -.008 00 01 02 03 04 05 DGSA 06 07 08 09 Trend 10 11 12 00 01 02 03 Cycle 04 05 06 GLSA 07 08 Trend 09 10 11 12 Cycle Hodrick-Prescott Filter (lambda=1600) Hodrick-Prescott Filter (lambda=1600) 1.0 0.5 0.0 -0.5 -.2 1.0 -.4 0.5 0.0 -.2 -0.5 -1.0 -1.0 -.4 00 01 02 03 04 05 DKSA 06 07 08 Trend 09 10 11 00 12 01 02 03 04 05 DEXSA Cycle 06 07 08 09 Trend 10 11 12 Cycle Hodrick-Prescott Filter (lambda=1600) Hodrick-Prescott Filter (lambda=1600) 1.2 0.8 0.4 0.0 1.2 -.1 -0.4 0.8 -0.8 -.2 0.4 0.0 -0.4 -.1 -0.8 00 01 02 03 04 05 DEX1SA 06 07 Trend 08 09 10 Cycle 11 12 -.2 00 01 02 03 04 05 DEX2SA 06 07 Trend 08 09 10 Cycle 11 12 Hodrick-Prescott Filter (lambda=1600) Hodrick-Prescott Filter (lambda=1600) 16 12 08 04 00 15 -.04 10 -.08 -.1 -.2 05 00 -.1 -.05 -.10 -.2 00 01 02 03 04 05 06 DEX3SA 07 08 09 Trend 10 11 12 00 01 02 03 04 05 06 07 DSPESA Cycle 08 Trend 09 10 11 12 Cycle Hodrick-Prescott Filter (lambda=1600) Hodrick-Prescott Filter (lambda=1600) 2 0 -.2 -.4 -.2 -.4 -.6 -.8 0 -.2 -.4 -.2 -.6 -.4 -.8 00 01 02 03 04 05 06 DTSA 07 08 Trend 09 10 11 00 12 01 02 03 04 05 06 DTBSA Cycle Hodrick-Prescott Filter (lambda=1600) 07 08 Trend 09 10 11 12 Cycle Hodrick-Prescott Filter (lambda=1600) 4 2 -.2 -.4 -.6 -.2 -.2 -.4 -.2 -.4 -.4 00 01 02 03 04 05 DTWSA 06 07 Trend 08 09 10 Cycle 11 12 00 01 02 03 04 05 DCXSSA 06 07 Trend 08 09 10 Cycle 11 12 Ph lc 6: Kt qu kim nh ADF cỏc chui ó hiu chnh v ly sai phõn Null Hypothesis: DGSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -3.731370 0.0068 Test critical values: 1% level -3.588509 5% level -2.929734 10% level -2.603064 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DGSA) Method: Least Squares Sample (adjusted): 2002Q1 2012Q4 Included observations: 44 after adjustments Variable Coefficient Std Error t-Statistic Prob DGSA(-1) -0.855297 0.229218 -3.731370 0.0006 D(DGSA(-1)) -0.269282 0.149687 -1.798971 0.0794 C -0.000255 0.001005 -0.253294 0.8013 R-squared 0.614823 Mean dependent var 3.74E-05 Adjusted R-squared 0.596034 S.D dependent var 0.010477 S.E of regression 0.006659 Akaike info criterion -7.119983 Sum squared resid 0.001818 Schwarz criterion -6.998334 Log likelihood 159.6396 Hannan-Quinn criter -7.074870 F-statistic 32.72226 Durbin-Watson stat Prob(F-statistic) 0.000000 1.910014 Null Hypothesis: DKSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -9.751635 0.0000 Test critical values: -3.577723 1% level 5% level -2.925169 10% level -2.600658 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DKSA) Method: Least Squares Sample (adjusted): 2001Q2 2012Q4 Included observations: 47 after adjustments Variable Coefficient Std Error t-Statistic Prob DKSA(-1) -2.970394 0.304605 -9.751635 0.0000 D(DKSA(-1)) 1.145575 0.231782 4.942466 0.0000 D(DKSA(-2)) 0.585641 0.113244 5.171497 0.0000 C -0.000527 0.010117 -0.052069 0.9587 R-squared 0.904627 Mean dependent var 0.000259 Adjusted R-squared 0.897973 S.D dependent var 0.216933 S.E of regression 0.069292 Akaike info criterion -2.419713 Sum squared resid 0.206459 Schwarz criterion -2.262254 Log likelihood 60.86325 Hannan-Quinn criter -2.360460 F-statistic 135.9541 Durbin-Watson stat Prob(F-statistic) 0.000000 2.139031 Null Hypothesis: DEXSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.356450 0.0000 Test critical values: 1% level -3.581152 5% level -2.926622 10% level -2.601424 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DEXSA) Method: Least Squares Sample (adjusted): 2001Q3 2012Q4 Included observations: 46 after adjustments Variable Coefficient Std Error t-Statistic Prob DEXSA(-1) -2.769973 0.435774 -6.356450 0.0000 D(DEXSA(-1)) 1.075801 0.367478 2.927528 0.0056 D(DEXSA(-2)) 0.846958 0.267857 3.161977 0.0029 D(DEXSA(-3)) 0.428978 0.137771 3.113697 0.0034 C -0.026516 0.032949 -0.804782 0.4256 R-squared 0.836121 Mean dependent var -0.002707 Adjusted R-squared 0.820133 S.D dependent var 0.522708 S.E of regression 0.221685 Akaike info criterion -0.072799 Sum squared resid 2.014909 Schwarz criterion 0.125966 Log likelihood 6.674375 Hannan-Quinn criter 0.001660 F-statistic 52.29607 Durbin-Watson stat 2.012752 Prob(F-statistic) 0.000000 Null Hypothesis: DEX1SA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.970957 0.0000 Test critical values: 1% level -3.581152 5% level -2.926622 10% level -2.601424 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DEX1SA) Method: Least Squares Sample (adjusted): 2001Q3 2012Q4 Included observations: 46 after adjustments Variable Coefficient Std Error t-Statistic Prob DEX1SA(-1) -2.625916 0.439781 -5.970957 0.0000 D(DEX1SA(-1)) 0.930477 0.367951 2.528805 0.0154 D(DEX1SA(-2)) 0.742278 0.265823 2.792377 0.0079 D(DEX1SA(-3)) 0.368873 0.136841 2.695635 0.0101 C -0.043236 0.028791 -1.501750 0.1408 R-squared 0.837676 Mean dependent var 0.000416 Adjusted R-squared 0.821839 S.D dependent var 0.448488 S.E of regression 0.189302 Akaike info criterion -0.388620 Sum squared resid 1.469252 Schwarz criterion -0.189854 Log likelihood 13.93825 Hannan-Quinn criter -0.314161 F-statistic 52.89527 Durbin-Watson stat Prob(F-statistic) 0.000000 2.013629 Null Hypothesis: DEX2SA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.280924 0.0000 Test critical values: 1% level -3.581152 5% level -2.926622 10% level -2.601424 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DEX2SA) Method: Least Squares Sample (adjusted): 2001Q3 2012Q4 Included observations: 46 after adjustments Variable Coefficient Std Error t-Statistic Prob DEX2SA(-1) -2.924746 0.465655 -6.280924 0.0000 D(DEX2SA(-1)) 1.259634 0.384571 3.275424 0.0022 D(DEX2SA(-2)) 0.768597 0.269686 2.849973 0.0068 D(DEX2SA(-3)) 0.383878 0.142631 2.691411 0.0103 C 0.005233 0.006916 0.756706 0.4536 R-squared 0.781818 Mean dependent var -0.001477 Adjusted R-squared 0.760532 S.D dependent var 0.094817 S.E of regression 0.046399 Akaike info criterion -3.200760 Sum squared resid 0.088267 Schwarz criterion -3.001995 Log likelihood 78.61749 Hannan-Quinn criter -3.126302 F-statistic 36.72920 Durbin-Watson stat Prob(F-statistic) 0.000000 1.851429 Null Hypothesis: DEX3SA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.451779 0.0000 Test critical values: 1% level -3.574446 5% level -2.923780 10% level -2.599925 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DEX3SA) Method: Least Squares Sample (adjusted): 2001Q1 2012Q4 Included observations: 48 after adjustments Variable Coefficient Std Error t-Statistic Prob DEX3SA(-1) -1.405420 0.217834 -6.451779 0.0000 D(DEX3SA(-1)) 0.375075 0.150095 2.498919 0.0162 C 0.005178 0.004048 1.279182 0.2074 R-squared 0.541272 Mean dependent var -0.001167 Adjusted R-squared 0.520884 S.D dependent var 0.039234 S.E of regression 0.027157 Akaike info criterion -4.313879 Sum squared resid 0.033188 Schwarz criterion -4.196929 Log likelihood 106.5331 Hannan-Quinn criter -4.269683 F-statistic 26.54865 Durbin-Watson stat Prob(F-statistic) 0.000000 2.001359 Null Hypothesis: DCXSSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.492086 0.0000 Test critical values: 1% level -3.584743 5% level -2.928142 10% level -2.602225 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DCXSSA) Method: Least Squares Sample (adjusted): 2001Q4 2012Q4 Included observations: 45 after adjustments Variable Coefficient Std Error t-Statistic Prob DCXSSA(-1) -2.667017 0.485611 -5.492086 0.0000 D(DCXSSA(-1)) 1.351437 0.405525 3.332559 0.0019 D(DCXSSA(-2)) 0.993472 0.323580 3.070249 0.0039 D(DCXSSA(-3)) 0.603906 0.242081 2.494646 0.0170 D(DCXSSA(-4)) 0.318455 0.155553 2.047242 0.0474 C 0.000443 0.013190 0.033618 0.9734 R-squared 0.659502 Mean dependent var 0.001133 Adjusted R-squared 0.615849 S.D dependent var 0.142602 S.E of regression 0.088385 Akaike info criterion -1.890672 Sum squared resid 0.304662 Schwarz criterion -1.649784 Log likelihood 48.54013 Hannan-Quinn criter -1.800871 F-statistic 15.10764 Durbin-Watson stat Prob(F-statistic) 0.000000 2.046871 Null Hypothesis: DSPESA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -14.31804 Test critical values: 1% level -3.571310 5% level -2.922449 10% level -2.599224 0.0000 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DSPESA) Method: Least Squares Sample (adjusted): 2000Q4 2012Q4 Included observations: 49 after adjustments Variable Coefficient Std Error t-Statistic Prob DSPESA(-1) -1.626677 0.113610 -14.31804 0.0000 C -0.005558 0.004527 -1.227770 0.2256 R-squared 0.813497 Mean dependent var -0.000296 Adjusted R-squared 0.809529 S.D dependent var 0.072370 S.E of regression 0.031584 Akaike info criterion -4.032351 Sum squared resid 0.046886 Schwarz criterion -3.955133 Log likelihood 100.7926 Hannan-Quinn criter -4.003055 F-statistic 205.0064 Durbin-Watson stat Prob(F-statistic) 0.000000 2.185854 Null Hypothesis: DTSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -12.22816 0.0000 Test critical values: 1% level -3.571310 5% level -2.922449 10% level -2.599224 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DTSA) Method: Least Squares Sample (adjusted): 2000Q4 2012Q4 Included observations: 49 after adjustments Variable Coefficient Std Error t-Statistic Prob DTSA(-1) -1.521755 0.124447 -12.22816 0.0000 C 0.020566 0.019794 1.039003 0.3041 R-squared 0.760848 Mean dependent var 0.000469 Adjusted R-squared 0.755760 S.D dependent var 0.279394 S.E of regression 0.138078 Akaike info criterion -1.082033 Sum squared resid 0.896083 Schwarz criterion -1.004816 Log likelihood 28.50981 Hannan-Quinn criter -1.052737 F-statistic 149.5279 Durbin-Watson stat Prob(F-statistic) 0.000000 2.051977 Null Hypothesis: DTBSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -11.67208 0.0000 Test critical values: 1% level -3.571310 5% level -2.922449 10% level -2.599224 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DTBSA) Method: Least Squares Sample (adjusted): 2000Q4 2012Q4 Included observations: 49 after adjustments Variable Coefficient Std Error t-Statistic Prob DTBSA(-1) -1.486889 0.127389 -11.67208 0.0000 C 0.021933 0.010906 2.011132 0.0501 R-squared 0.743502 Mean dependent var 2.94E-05 Adjusted R-squared 0.738045 S.D dependent var 0.146934 S.E of regression 0.075203 Akaike info criterion -2.297282 Sum squared resid 0.265811 Schwarz criterion -2.220065 Log likelihood 58.28341 Hannan-Quinn criter -2.267986 F-statistic 136.2374 Durbin-Watson stat Prob(F-statistic) 0.000000 2.132195 Null Hypothesis: DTWSA has a unit root Exogenous: Constant Lag Length: (Automatic based on AIC, MAXLAG=8) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.138157 0.0001 Test critical values: 1% level -3.581152 5% level -2.926622 10% level -2.601424 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(DTWSA) Method: Least Squares Sample (adjusted): 2001Q3 2012Q4 Included observations: 46 after adjustments Variable Coefficient Std Error t-Statistic Prob DTWSA(-1) -2.129588 0.414465 -5.138157 0.0000 D(DTWSA(-1)) 0.788374 0.373163 2.112681 0.0408 D(DTWSA(-2)) 0.808608 0.323499 2.499569 0.0165 D(DTWSA(-3)) 0.452429 0.186099 2.431111 0.0195 C -9.29E-05 0.014765 -0.006291 0.9950 R-squared 0.718448 Mean dependent var -0.000707 Adjusted R-squared 0.690979 S.D dependent var 0.177949 S.E of regression 0.098921 Akaike info criterion -1.686658 Sum squared resid 0.401204 Schwarz criterion -1.487893 Log likelihood 43.79314 Hannan-Quinn criter -1.612200 F-statistic 26.15531 Durbin-Watson stat Prob(F-statistic) 0.000000 1.938506 Ph lc 7: Kt qu cỏc phng trỡnh hi quy a bin Phng trỡnh Dependent Variable: DGSA Method: Least Squares Sample (adjusted): 2002Q3 2012Q4 Included observations: 42 after adjustments Variable Coefficient Std Error t-Statistic Prob C -0.000604 0.000695 -0.869678 0.3912 DGSA(-2) 0.275256 0.107937 2.550159 0.0159 DKSA(-7) -0.026274 0.008473 -3.100966 0.0041 DKSA(-8) -0.034126 0.008168 -4.178296 0.0002 DEXSA(-8) 0.010715 0.002990 3.583063 0.0011 DSPESA(-7) -0.045597 0.024141 -1.888749 0.0683 DSPESA(-8) -0.063177 0.027513 -2.296271 0.0286 DCXSSA(-4) 0.019479 0.008095 2.406310 0.0223 DCXSSA(-6) 0.020823 0.008219 2.533508 0.0166 DCXSSA(-7) 0.024979 0.008230 3.035195 0.0048 DCXSSA(-8) 0.019088 0.008732 2.185989 0.0365 R-squared 0.695352 Mean dependent var -0.000459 Adjusted R-squared 0.597079 S.D dependent var 0.006841 S.E of regression 0.004343 Akaike info criterion -7.820559 Sum squared resid 0.000585 Schwarz criterion -7.365455 Log likelihood 175.2317 Hannan-Quinn criter -7.653746 F-statistic 7.075682 Durbin-Watson stat Prob(F-statistic) 0.000011 2.257132 Phng trỡnh Dependent Variable: DGSA Method: Least Squares Sample (adjusted): 2002Q3 2012Q4 Included observations: 42 after adjustments Variable Coefficient Std Error t-Statistic Prob C -0.001392 0.000649 -2.144542 0.0399 DGSA(-2) 0.182788 0.102194 1.788631 0.0835 DEX1SA(-3) -0.012365 0.003221 -3.839178 0.0006 DEX2SA(-1) 0.097042 0.014643 6.627279 0.0000 DEX2SA(-6) -0.052884 0.016871 -3.134664 0.0037 DEX2SA(-7) -0.074441 0.014920 -4.989406 0.0000 DEX3SA(-3) 0.121636 0.046476 2.617186 0.0136 DSPESA(-7) -0.079403 0.020254 -3.920387 0.0005 DSPESA(-8) -0.072567 0.024625 -2.946935 0.0060 DCXSSA(-4) 0.023640 0.007289 3.243273 0.0028 DCXSSA(-7) 0.035567 0.007513 4.734229 0.0000 R-squared 0.761202 Mean dependent var -0.000459 Adjusted R-squared 0.684170 S.D dependent var 0.006841 S.E of regression 0.003845 Akaike info criterion -8.064097 Sum squared resid 0.000458 Schwarz criterion -7.608993 Log likelihood 180.3460 Hannan-Quinn criter -7.897283 F-statistic 9.881671 Durbin-Watson stat Prob(F-statistic) 0.000000 1.530268 Phng trỡnh Dependent Variable: DGSA Method: Least Squares Sample (adjusted): 2002Q3 2012Q4 Included observations: 42 after adjustments Variable Coefficient Std Error t-Statistic Prob C -0.000270 0.000604 -0.446327 0.6587 DGSA(-2) 0.176235 0.097350 1.810329 0.0806 DKSA(-7) -0.024308 0.008186 -2.969428 0.0059 DKSA(-8) -0.036279 0.007273 -4.988214 0.0000 DEXSA(-8) 0.011287 0.002566 4.398554 0.0001 DTWSA(-1) 0.011496 0.006442 1.784576 0.0848 DTWSA(-3) -0.021304 0.007710 -2.763000 0.0098 DTWSA(-7) 0.017585 0.008403 2.092819 0.0452 DTWSA(-8) 0.030658 0.010010 3.062842 0.0047 DCXSSA(-4) 0.022877 0.007242 3.158755 0.0037 DCXSSA(-6) 0.024403 0.007786 3.134371 0.0039 DCXSSA(-7) 0.027507 0.007460 3.687455 0.0009 DCXSSA(-8) 0.019060 0.007849 2.428325 0.0216 R-squared 0.774898 Mean dependent var -0.000459 Adjusted R-squared 0.681753 S.D dependent var 0.006841 S.E of regression 0.003859 Akaike info criterion -8.027925 Sum squared resid 0.000432 Schwarz criterion -7.490075 Log likelihood 181.5864 Hannan-Quinn criter -7.830782 F-statistic 8.319217 Durbin-Watson stat Prob(F-statistic) 0.000002 1.923465 Phng trỡnh Dependent Variable: DGSA Method: Least Squares Sample (adjusted): 2002Q3 2012Q4 Included observations: 42 after adjustments Variable Coefficient Std Error t-Statistic Prob C -0.000246 0.000673 -0.366264 0.7167 DGSA(-2) 0.198439 0.103716 1.913295 0.0650 DKSA(-7) -0.022469 0.008389 -2.678295 0.0117 DKSA(-8) -0.040126 0.008401 -4.776286 0.0000 DEXSA(-8) 0.011599 0.003182 3.644827 0.0010 DTSA(-3) -0.009503 0.004788 -1.984977 0.0561 DTSA(-8) 0.012855 0.006261 2.053313 0.0486 DCXSSA(-4) 0.025157 0.008155 3.084969 0.0043 DCXSSA(-6) 0.020190 0.008094 2.494636 0.0181 DCXSSA(-7) 0.029947 0.008073 3.709477 0.0008 DCXSSA(-8) 0.023761 0.007827 3.035704 0.0048 R-squared 0.705007 Mean dependent var -0.000459 Adjusted R-squared 0.609848 S.D dependent var 0.006841 S.E of regression 0.004273 Akaike info criterion -7.852764 Sum squared resid 0.000566 Schwarz criterion -7.397660 Log likelihood 175.9080 Hannan-Quinn criter -7.685950 F-statistic 7.408723 Durbin-Watson stat Prob(F-statistic) 0.000007 1.990074
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