Mối quan hệ giữa kiều hối, phát triển tài chính và tăng trưởng

- , ' ' BO GIAO DUC VA DAO TAO TRUoNG DAI HOC KINH TE TP HCM • • NGUYEN VAN TUYEN MOl QUAN H:f: GIUA KIEU HOI, PilAT TRIEN TAl CHINH vA TANG TRUONG Chuyen nganh: Tai chinh- Ngan hang Ma s6: 60340201 LUAN VAN THAC Si KINH TE • • NGUdi HUONG DAN KHOA HQC: GIAO SV TRAN NGQC THO TP H6 Chi Minh -Nam 2013 rf.J LOICAMDOAN Toi xin cam doan r~ng lu~n van "M6i quan h~ gifra kiSu h6i, phat triSn tai chinh Va tang truemg" la cong trinh nghien Cllu CUa rieng toi Dfr li~u duqc sir d\}ng lu~n van la trung thlJC duqc thu th~p tir nhfrng ngu6n dang tin c~y va cac kSt qua trinh bay Iu~n van chua duqc cong b6 ~i b&t kY cong trinh nghien CUu nao tru6c day NSu phat hi~n c6 b&t Icy gian l~n nao, toi xin chju toan b9 trach nhi~m tru6c H()i d6ng TP.HCM, thang 10 nam 2013 Tac gia luin van l t MUCLUC • • Trang ph\1 bia LOi cam doan Danh ml,lc Cl,lm tir viSt t~t Danh m\lc cac bang, bi€u Danh ml,lC cac hinh ve, d6 thi Tom t~t Trang 1 Gi&i thi~u Trang 2 T6ng quan cac kSt qua nghien CUu tru&c day Trang 14 Phuong phap nghien c(ru Trang 27 3.1 Dfr li~u Trang 27 Phuong phap nghien c(ru Trang Nc)i dung va cac kSt qua nghien c(ru Trang 42 KSt lu~n Trang 54 Tai li~u tham khao DANH MUC CUM TUVIET TAT • • Ten ttiy dti ti~ng Anh Cl}m vi~t tit ' Ten diy dti ti~ng Vi~t Autoregressive Distributed Phuong phap phan phoi tr~ tv' Lag h6iquy Balance of Payment Statistics Yearbook Nien giam thong ke can can tmin CPI Consumer Price Index Chi so gia tieu dung FDI Foreign Direct Investment BAu tu tzvc ti€p nu6c ngoai FEM Fixed Effects Model Mo hinh hi~u (rng cb dinh GDP Gross Domestic Product Tfing san phfrm quoc n()i GMM Generalized Method of Moments Phuong phap u6c luQ'Ilg GMM IMF International Monetary Fund Quy tien t~ quoc te ODA Official Development Assistance H6 trq phat tri€n chinh thuc OLS Ordinary Least Squares Phuong phap binh phuong nho nhAt PFMOLS Panel Fully Modified Ordinary Least Squares Phuong phap binh phuong nho nhftt v6i dfr li~u bang duqc hi~u chinh hofm toan REM Random Effects Model Mo hinh hi~u (rng ng~u nhien ARDL BOPSY J SGMM System Generalized Method of Phuong phap u6c luQllg Moments SGMM ~l}m vi~t tit Ten diy dii ti~ng Anh Ten diy dii ti~ng Vi~t UNCTAD United Nations Conference on Trade and Development Di~n dan thuong m~i va phat tri~n cua Lien Hi~p Qu6c I Var Error Correction Model Mo hinh vector hi~u chinh sai ' so WB World Bank Ngan hang the giai WDI World Development Indicators Cac chi so phat trien the gi6i VECM i DANH MVC cAc BANG, BIEU Bang 1.1: Nhfrng u6e lm;mg va dv dmin eho dong ehay kiSu h6i vao eae qu6e gia dang phat triSn Bang 2.1: Bang tom luge eae nghien diu diSn hinh tru6e day vS dS tai kiSu h6i Bang 3.1: Bang tom luge vS eae biSn nghien e(ru Bang 3.2: Bang th6ng ke tom t~t eae biSn hBi quy ehinh Bang 4.1: KSt qua mo hinh hBi quy tae d()ng eua kiSu h6i va tang truOn.g Bang 4.2: HBi quy v&i Deposits la biSn d~i di~n eho phat triSn tai ehinh Bang 4.3: HBi quy v6i Loans la biSn d~i di~n eho phat triSn tai ehinh Bang 4.4: HBi quy v6i Credit la biSn d~i di~n eho phat triSn tai ehinh Bang 4.5: HBi quy v6i M2 la biSn d~i di~n eho phat triSn tai ehinh DANH MVC cAc HiNH vE, DO THJ ffinh 1.1: Top 10 qu6c gia dang phat triSn c6 ngu6n kiSu h6i 16n nhftt ffinh 1.2: Top 10 qu6c gia c6 cy I~ kiSu h6i GDP 16n nhftt ffinh 1.3: KiSu h6i va cac ngu6n v6n khac chay vao cac nu6c dang phat trien Tom tit (Abstract) KiSu hBi dong vai tro cang quan tr