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Związki przyczynowo-skutkowe między bilateralnymi przepływami handlu, bezpośrednich inwestycji zagranicznych i migracji w państwach rozwiniętych

Author

Listed:
  • Natalia Drzewoszewska

    (Uniwersytet Mikołaja Kopernika w Toruniu)

Abstract

Celem niniejszego artykułu jest empiryczna identyfikacja relacji między bilateralnymi przepływami handlu, przepływami bezpośrednich inwestycji zagranicznych oraz przepływami migracyjnymi w krajach rozwiniętych. Na podstawie wyników przeprowadzonych testów pierwiastka jednostkowego, testów kointegracji oraz testów przyczynowości sformułowano modele grawitacji dla każdego z trzech procesów, biorąc pod uwagę zależności przyczynowe między nimi. W celu oszacowania modeli użyto estymatora PMG, który uwzględnia różnorodność jednostek w badanym panelu. Estymacji dokonano zarówno dla wyjściowej próby badawczej, jak i dla próby ograniczonej do wybranych par krajów rozwiniętych w celu osiągnięcia możliwie wysokiej liczby obserwacji w okresie badawczym 1990–2014. Wyniki przeprowadzonej analizy świadczą o istotnym, pozytywnym długoterminowym wpływie handlu bilateralnego na przepływy BIZ pochodzące od partnera handlowego. Liczba migrantów przybywających do kraju importera w długim okresie stymuluje zaś handel międzynarodowy. Ponadto część wyników testów przyczynowości wskazuje na dwukierunkowy związek przyczynowy między przepływami handlu i wielkością zasobów BIZ. W szacowanych modelach uwzględniono także dodatkowo potencjalną endogeniczności mas w modelach grawitacji, którymi są wartości PKB per capita obydwu krajów. Włączenie ich do zbioru zmiennych powiązanych relacją kointegrującą w testach Pedroniego nie prowadzi jednak w każdym przypadku do odrzucenia hipotezy zerowej o braku kointegracji.

Suggested Citation

  • Natalia Drzewoszewska, 2016. "Związki przyczynowo-skutkowe między bilateralnymi przepływami handlu, bezpośrednich inwestycji zagranicznych i migracji w państwach rozwiniętych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 203-220.
    • Handle: RePEc:sgh:annals:i:41:y:2016:p:203-220
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    References listed on IDEAS

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    More about this item

    Keywords

    endogeniczność; panelowa kointegracja; model grawitacji; przyczynowość w sensie Grangera; dynamiczny model panelowy; model korekty błędem;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • F10 - International Economics - - Trade - - - General
    • F14 - International Economics - - Trade - - - Empirical Studies of Trade
    • F16 - International Economics - - Trade - - - Trade and Labor Market Interactions
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • F22 - International Economics - - International Factor Movements and International Business - - - International Migration

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