Mối quan hệ giữa tự do thương mại và tăng trưởng kinh tế, nghiên cứu trường hợp việt nam

B TR GIÁO D C VÀ ÀO T O NG I H C KINH T TP.HCM *** _ PH M VI T HÙNG M I QUAN H GI A T DO TH ƠNG M I VÀ T NG TR NG KINH T : NGHIÊN C U TR NG H P VI T NAM LU N V N TH C S KINH T Thành ph H Chí Minh - n m 2013 B TR GIÁO D C VÀ ÀO T O NG I H C KINH T TP.HCM *** _ PH M VI T HÙNG M I QUAN H GI A T DO TH ƠNG M I VÀ T NG TR NG KINH T : NGHIÊN C U TR NG H P VI T NAM Chuyên ngành: Kinh t phát tri n Mã s : 60310105 LU N V N TH C S KINH T NG IH NG D N KHOA H C: PGS.TS NGUY N PHÚ T Thành ph H Chí Minh - n m 2013 L I C M ƠN Tr h c tiên xin chân thành cám ơn th y PGS TS Nguy n Phú T ng d n dành nhi u th i gian c, góp ý ã t n tình ng viên tơi q trình th c hi n lu n v n t t nghi p Xin chân thành cám ơn quý th y, cô c a khoa Kinh t phát tri n, Vi n t o sau i h c khoa khác c a tr Lãnh o Vi n ng nghi p ng i h c Kinh t thành ph H Chí Minh, Vi n Nghiên C u Th ơng M i, b n l p cao h c khố 19 ã t n tình h tr su t th i gian theo h c t i tr ng c ng nh th i gian làm lu n v n t t nghi p Tôi c ng xin g i l i cám ơn Trung Thanh - Tr n PGS.TS inh V n Thành - Vi n tr ng TS H ng phòng Qu n lý khoa h c Vi n Nghiên C u Th ơng M i - B Công Th ơng ã t o i u ki n h tr tơi q trình thu th p tài li u, s li u th c hi n lu n v n t t nghi p Cu i xin dành cho cha m , v , nh ng ng i thân gia ình tơi ã h t lịng quan tâm dành cho nh ng i u ki n t t nh t tơi hồn thành khố h c Xin chân thành cám ơn t t c m i ng i! Ph m Vi t Hùng L i cam oan Tôi xin cam oan r ng ây cơng trình nghiên c u c a riêng tơi, có s h tr t! Th y h ng d n, nh ng ng li u, tài li u s d"ng i ã c m ơn trích d n lu n v n Các s tài lu n v n nghiên c u c ng nh k t qu nghiên c u u có ngu n g c rõ ràng n i dung tài trung th c ch a t!ng c công b b t c cơng trình TP H Chí Minh, ngày 23 tháng 01 n m 2013 Tác gi Ph m Vi t Hùng TÓM T!T M"c tiêu c a lu n v n kh o sát m i quan h nhân qu gi a t th ơng m i t ng tr ng kinh t Vi t Nam d a d li u kinh t hàng n m T#ng c"c th ng kê công b ; chi u h ng m c tác ng qua l i gi a hai bi n s gi i pháp ki n ngh$ sách nh m thúc %y ho t i u ki n th ơng m i t ang xu h m i t ng tr a ng xu t nh p kh%u ng t t y u c a th gi i Tác gi áp d"ng mơ hình h i quy Bajwa Siddiqi (2011) ki m $nh nhân qu Granger t! ó c s d"ng xu t, ph ơng pháp kh o sát m i quan h gi a t th ơng ng kinh t Vi t Nam c ng&n h n dài h n K t qu nghiên c u th c nghi m ki m $nh nhân qu Granger d a mơ hình vector hi u ch'nh sai s (VECM) cho th y r ng quan h gi a t th ơng m i t ng tr ng qua l i dài h n, nh ng i u ki n Vi t Nam tác kinh t n t th ơng m i l n tác ng kinh t ch' tác ng t! t ng tr ng t! t th ơng m i n t ng tr ng ng kinh t K t qu th c nghi m theo tác gi h p lý t! Vi t Nam th c hi n sách t th ơng m i, cán cân th ơng m i c a Vi t Nam âm (giá tr$ kim ng ch nh p kh%u l n kim ng ch xu t kh%u) T! k t qu nghiên c u, theo tác gi gi i pháp phù h p tr ng h p t ng c ng xu t kh%u qu n lý nh p kh%u nh m gi m thâm h"t cán cân th ơng m i ho t ng xu t nh p kh%u M CL C PH"N M "U 1 S c n thi t l a ch n v n V n nghiên c u nghiên c u M"c tiêu nghiên c u it ng nghiên c u 5 Ph m vi nghiên c u Ý ngh(a th c ti)n c a tài K t c u lu n v n CH ƠNG LÝ LU N KHOA H C V# TH ƠNG M I T TR DO, T NG NG KINH T 1.1 Th ơng m i vai trò c a th ơng m i n n kinh t qu c dân 1.2 Ph ơng th c v n hành sách th ơng m i th gi i 10 1.3 Lý lu n v t b o h th ơng m i 12 1.3.1 Lý lu n v t th ơng m i 12 - Lý thuy t l i th t i c a Adam Smith 12 - Lý thuy t l i th so sánh c a Ricardo 13 - Mơ hình Heckscher-Ohlin 14 - Lý thuy t th ơng m i m i 16 1.3.2 Lý lu n v b o h th ơng m i 17 1.3.3 Các tiêu chí ánh giá sách t hay b o h th ơng m i 19 1.3.4 Các y u t nh h 1.4 Lý thuy t t ng tr ng n ho t ng th ơng m i qu c t 21 ng kinh t 25 1.5 M i quan h gi a t th ơng m i T ng tr ng kinh t 27 1.6 Mơ hình nghiên c u th c nghi m v m i quan h gi a t th ơng m i t ng tr ng kinh t 30 1.7 xu t mơ hình nghiên c u 31 1.8 Ph ơng pháp nghiên c u th c ngi m 33 1.9 o l ng t th ơng m i 41 1.10 K t lu n 44 CH ƠNG T DO TH ƠNG M I & T NG TR NG KINH T C$A VI T NAM GIAI O N 1986-2011 45 2.1 Ti n trình t th ơng m i 2.2 Th c tr ng ho t Vi t Nam 45 ng ngo i th ơng t ng tr ng kinh t Vi t Nam 48 2.3 Phân tích th c nghi m v m i quan h gi a t th ơng m i T ng tr t ng kinh Vi t nam 55 2.3.1 Tóm l c k t qu nghiên c u tr c 55 2.3.2 S li u phân tích th c nghi m 57 2.3.3 Phân tích k t qu th c nghi m 58 2.3.4 Gi i thích k t qu nghiên c u 66 2.3 K t lu n: 68 CH ƠNG K T LU N, GI I PHÁP VÀ KI N NGH% 69 3.1 K t lu n 69 3.2 Gi i pháp 70 3.3 Ki n ngh$ 76 TÀI LI U THAM KH O PH L C I: S LI U PHÂN TÍCH TH NG KÊ MƠ T PH L C 2: S LI U PHÂN TÍCH TH C NGHI M PH L C 3: CH& S M C'A TH% TR NG C$A ICC N M 2011 PH L C 4: K T QU KI(M %NH MƠ HÌNH B)NG PH"N M#M 12 DANH M C CÁC B NG B ng 2.1: Thu su t thu nh p kh u bình quân theo cam k t CEPT (%) 46 B ng 2.2: Thu su t thu nh p kh u bình quân theo cam k t WTO (%) 47 B ng 2.3: T ng tr ng kinh t ch s t th ơng m i c a Vi t Nam* 48 B ng 2.4: Cơ c u nh p kh u phân theo nhóm hàng giai o n 1986-1995 50 B ng 2.5: Cơ c u nh p kh u phân theo nhóm hàng giai o n 1996- 2005 53 B ng 2.6: Cơ c u nh p kh u phân theo nhóm hàng giai o n 2006- 2011 55 B ng 2.7: K t qu ki m nh nghi m ơn v ADF B ng 2.8 : K t qu xác nh tr t i u 60 B ng 2.9: K t qu ki m nh ng liên k t v i chu i không d ng 61 B ng 2.10: K t qu cl i v i chu i g c 59 ng mơ hình VECM 62 B ng 2.11: K t qu ki m nh ki m nh m i quan h ng n h n 64 B ng 2.12: K t qu ki m nh ki m nh m i quan h dài h n 64 B ng 2.13: K t qu ki m nh nhân qu Granger 66 DANH M C CÁC HÌNH V* Hình 2.1: Hình 2.2: Hình 2.3: m th ơng m i GDP Vi t Nam giai o n 1986 - 1995 49 m th ơng m i GDP Vi t Nam giai o n 1996 - 2005 52 m th ơng m i GDP Vi t Nam giai o n 2006 - 2011 54 DANH M C CH Ch+ vi t t,t AFTA ASEAN DNNN CEPT FDI FTA GDP OLS SW TFP USD USBTA VAR XHCN XNK WTO VI T T!T Di n gi-i Khu v c t th ơng m i ASEAN Hi p h i qu c gia ông Nam Á Doanh nghi p Nhà N c Hi p $nh v thu quan u ãi có hi u l c chung u t tr c ti p n c Khu v c t th ơng m i T#ng s n ph%m qu c n i Bình ph ơng nh* nh t Ch' s Sachs Warner N ng su t nhân t t#ng h p ô la M+ Hi p $nh Th ơng m i song ph ơng Vi t Nam - M+ Vector t h i quy Xã h i ch ngh(a Xu t nh p kh%u T# ch c th ơng m i th gi i 78 1.3 Bi n LnK Null Hypothesis: LNK has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=5) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -0.886605 -3.769597 -3.004861 -2.642242 0.7730 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNK) Method: Least Squares Date: 09/05/12 Time: 09:38 Sample (adjusted): 1990 2011 Included observations: 22 after adjustments Variable Coefficient Std Error t-Statistic Prob LNK(-1) D(LNK(-1)) D(LNK(-2)) D(LNK(-3)) C -0.131505 -0.316562 -0.062516 -0.134479 2.224939 0.148325 0.254167 0.263314 0.241220 2.301965 -0.886605 -1.245488 -0.237420 -0.557494 0.966539 0.3877 0.2298 0.8152 0.5845 0.3473 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.205078 0.018038 0.712273 8.624658 -20.91606 1.096438 0.389951 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.105653 0.718785 2.356005 2.603970 2.414418 1.352236 78 1.4 Bi n KnL Null Hypothesis: LNL has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -2.479261 -3.831511 -3.029970 -2.655194 0.1356 *MacKinnon (1996) one-sided p-values Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 19 Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNL) Method: Least Squares Date: 09/05/12 Time: 09:38 Sample (adjusted): 1993 2011 Included observations: 19 after adjustments Variable Coefficient Std Error t-Statistic Prob LNL(-1) D(LNL(-1)) D(LNL(-2)) C -0.015402 0.449319 0.644666 0.267409 0.006212 0.464176 0.462414 0.110494 -2.479261 0.967993 1.394132 2.420108 0.0255 0.3484 0.1836 0.0287 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.647889 0.577466 0.003232 0.000157 84.24442 9.200056 0.001071 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.021637 0.004972 -8.446781 -8.247952 -8.413131 1.499266 78 K t qu ki m $nh tính d!ng theo mơ hình có h s ch,n bi n xu th 2.1 Bi n LnGDP Null Hypothesis: LNGDP has a unit root Exogenous: Constant, Linear Trend Lag Length: (Automatic based on SIC, MAXLAG=5) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -2.506178 -4.394309 -3.612199 -3.243079 0.3224 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNGDP) Method: Least Squares Date: 09/05/12 Time: 09:40 Sample (adjusted): 1988 2011 Included observations: 24 after adjustments Variable Coefficient Std Error t-Statistic Prob LNGDP(-1) D(LNGDP(-1)) C @TREND(1986) -0.290848 0.534336 3.368797 0.020418 0.116052 0.139337 1.327898 0.008283 -2.506178 3.834840 2.536939 2.465042 0.0210 0.0010 0.0196 0.0229 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.481997 0.404296 0.010300 0.002122 77.94731 6.203268 0.003741 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.069232 0.013345 -6.162276 -5.965934 -6.110186 1.900395 78 2.2 Bi n LnT Null Hypothesis: LNT has a unit root Exogenous: Constant, Linear Trend Lag Length: (Automatic based on SIC, MAXLAG=5) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -3.481982 -4.394309 -3.612199 -3.243079 0.0643 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNT) Method: Least Squares Date: 09/05/12 Time: 09:41 Sample (adjusted): 1988 2011 Included observations: 24 after adjustments Variable Coefficient Std Error t-Statistic Prob LNT(-1) D(LNT(-1)) C @TREND(1986) -0.638879 0.437074 -2.407987 0.068656 0.183481 0.198124 0.713014 0.019505 -3.481982 2.206065 -3.377197 3.519857 0.0024 0.0392 0.0030 0.0022 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.392865 0.301794 0.101451 0.205845 23.04972 4.313862 0.016831 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.102422 0.121412 -1.587477 -1.391134 -1.535387 2.104529 78 2.3 Bi n LnK Null Hypothesis: LNK has a unit root Exogenous: Constant, Linear Trend Lag Length: (Automatic based on SIC, MAXLAG=5) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -2.767914 -4.416345 -3.622033 -3.248592 0.2217 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNK) Method: Least Squares Date: 09/05/12 Time: 09:41 Sample (adjusted): 1989 2011 Included observations: 23 after adjustments Variable Coefficient Std Error t-Statistic Prob LNK(-1) D(LNK(-1)) D(LNK(-2)) C @TREND(1986) -0.903310 0.177542 0.264082 12.30473 0.131743 0.326351 0.285256 0.229516 4.384394 0.052293 -2.767914 0.622394 1.150608 2.806483 2.519304 0.0127 0.5415 0.2650 0.0117 0.0214 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.396275 0.262114 0.603418 6.554033 -18.19833 2.953729 0.048655 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.102124 0.702463 2.017246 2.264093 2.079327 2.050519 78 2.4 Bi n LnL Null Hypothesis: LNL has a unit root Exogenous: Constant, Linear Trend Lag Length: (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* 1.696819 -4.467895 -3.644963 -3.261452 1.0000 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(LNL) Method: Least Squares Date: 09/05/12 Time: 09:42 Sample (adjusted): 1991 2011 Included observations: 21 after adjustments Variable Coefficient Std Error t-Statistic Prob LNL(-1) C @TREND(1986) 0.244456 -4.173921 -0.006002 0.144067 2.475422 0.003348 1.696819 -1.686145 -1.792975 0.1070 0.1090 0.0898 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.296728 0.218587 0.004187 0.000316 86.81099 3.797330 0.042083 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.021506 0.004737 -7.981999 -7.832782 -7.949615 0.732722 78 II K t qu xác $nh tr) t i u VEC Residual Portmanteau Tests for Autocorrelations Null Hypothesis: no residual autocorrelations up to lag h Date: 09/05/12 Time: 09:46 Sample: 1986 2011 Included observations: 19 Lags Q-Stat Prob Adj Q-Stat Prob df 10 11 12 15.44003 30.09708 46.87952 59.15504 68.95497 80.88975 95.97916 106.5771 114.1740 121.0820 129.1464 135.2403 NA* NA* 0.0001 0.0024 0.0253 0.0754 0.1075 0.2163 0.4251 0.6549 0.8072 0.9229 16.29781 32.67922 52.60837 68.15736 81.45726 98.90040 122.7920 141.0974 155.5317 170.1152 189.2680 205.8088 NA* NA* 0.0000 0.0002 0.0018 0.0034 0.0015 0.0019 0.0041 0.0076 0.0068 0.0085 NA* NA* 16 32 48 64 80 96 112 128 144 160 *The test is valid only for lags larger than the VAR lag order df is degrees of freedom for (approximate) chi-square distribution III K t qu ki m $nh ng liên k t Date: 09/05/12 Time: 09:50 Sample (adjusted): 1993 2011 Included observations: 19 after adjustments Trend assumption: Linear deterministic trend Series: LNGDP LNK LNL LNT Lags interval (in first differences): to Unrestricted Cointegration Rank Test (Trace) Hypothesized No of CE(s) Eigenvalue Trace Statistic 0.05 Critical Value Prob.** None * At most * At most * At most 0.913173 0.837936 0.540938 0.066785 97.11454 50.68158 16.10611 1.313283 47.85613 29.79707 15.49471 3.841466 0.0000 0.0001 0.0404 0.2518 Trace test indicates cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values 78 Unrestricted Cointegration Rank Test (Maximum Eigenvalue) Hypothesized No of CE(s) Eigenvalue Max-Eigen Statistic 0.05 Critical Value Prob.** None * At most * At most * At most 0.913173 0.837936 0.540938 0.066785 46.43296 34.57547 14.79282 1.313283 27.58434 21.13162 14.26460 3.841466 0.0001 0.0004 0.0412 0.2518 Max-eigenvalue test indicates cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): LNGDP -77.33135 -37.11973 233.2714 169.9993 LNK -13.38642 11.68966 -17.49530 -14.43443 LNL 182.0087 -33.50340 -334.9902 -286.6753 LNT 23.10826 23.17389 -57.67383 -35.01254 Unrestricted Adjustment Coefficients (alpha): D(LNGDP) D(LNK) D(LNL) D(LNT) -0.000960 0.041778 -0.000229 -0.050375 Cointegrating Equation(s): -0.007062 -0.031902 -4.08E-05 -0.047570 0.001135 0.017860 -0.000576 0.023128 Log likelihood 243.6603 Normalized cointegrating coefficients (standard error in parentheses) LNGDP LNK LNL LNT 1.000000 0.173105 -2.353621 -0.298821 (0.02794) (0.15378) (0.02142) Adjustment coefficients (standard error in parentheses) D(LNGDP) 0.074245 (0.20301) D(LNK) -3.230758 (1.36383) D(LNL) 0.017744 (0.03585) D(LNT) 3.895531 (1.70397) -4.90E-05 0.007441 0.000296 0.005415 78 Cointegrating Equation(s): Log likelihood 260.9481 Normalized cointegrating coefficients (standard error in parentheses) LNGDP LNK LNL LNT 1.000000 0.000000 -1.198627 -0.414271 (0.11125) (0.02634) 0.000000 1.000000 -6.672230 0.666936 (0.57829) (0.13692) Adjustment coefficients (standard error in parentheses) D(LNGDP) 0.336387 -0.069701 (0.09967) (0.02065) D(LNK) -2.046558 -0.932185 (1.20687) (0.25004) D(LNL) 0.019259 0.002594 (0.03975) (0.00823) D(LNT) 5.661303 0.118262 (1.31243) (0.27191) Cointegrating Equation(s): Log likelihood 268.3445 Normalized cointegrating coefficients (standard error in parentheses) LNGDP LNK LNL LNT 1.000000 0.000000 0.000000 -0.766873 (0.02366) 0.000000 1.000000 0.000000 -1.295843 (0.07697) 0.000000 0.000000 1.000000 -0.294171 (0.01457) Adjustment coefficients (standard error in parentheses) D(LNGDP) 0.601120 -0.089556 -0.318311 (0.27305) (0.02740) (0.42045) D(LNK) 2.119684 -1.244652 2.689864 (3.16841) (0.31792) (4.87879) D(LNL) -0.115185 0.012678 0.152674 (0.10480) (0.01052) (0.16137) D(LNT) 11.05637 -0.286367 -15.32247 (3.28473) (0.32959) (5.05790) 78 IV K t qu cl ng mơ hình VECM Vector Error Correction Estimates Date: 09/05/12 Time: 09:53 Sample (adjusted): 1993 2011 Included observations: 19 after adjustments Standard errors in ( ) & t-statistics in [ ] Cointegrating Eq: CointEq1 LNGDP(-1) 1.000000 LNK(-1) 0.173105 (0.02794) [ 6.19493] LNL(-1) -2.353621 (0.15378) [-15.3051] LNT(-1) -0.298821 (0.02142) [-13.9537] C 25.30068 Error Correction: D(LNGDP) D(LNK) D(LNL) D(LNT) CointEq1 0.074245 (0.20301) [ 0.36573] -3.230758 (1.36383) [-2.36888] 0.017744 (0.03585) [ 0.49498] 3.895531 (1.70397) [ 2.28615] D(LNGDP(-1)) 0.617404 (0.38610) [ 1.59906] 3.394518 (2.59390) [ 1.30866] 0.015447 (0.06818) [ 0.22657] 5.963829 (3.24081) [ 1.84023] D(LNGDP(-2)) -0.521165 (0.41448) [-1.25738] 2.489173 (2.78456) [ 0.89392] 0.135409 (0.07319) [ 1.85010] -6.542222 (3.47902) [-1.88048] D(LNK(-1)) 0.016018 (0.01712) [ 0.93580] 0.109578 (0.11499) [ 0.95291] 0.002922 (0.00302) [ 0.96662] 0.137732 (0.14367) [ 0.95865] D(LNK(-2)) 0.008127 (0.01392) [ 0.58401] 0.187952 (0.09348) [ 2.01052] 0.005109 (0.00246) [ 2.07903] 0.178075 (0.11680) [ 1.52463] D(LNL(-1)) 0.057130 (1.89816) [ 0.03010] -21.81779 (12.7521) [-1.71091] 0.265677 (0.33518) [ 0.79264] 17.21385 (15.9325) [ 1.08043] D(LNL(-2)) 0.595935 (2.22246) 22.73929 (14.9308) 1.448153 (0.39244) -2.444987 (18.6545) 78 [ 0.26814] [ 1.52298] [ 3.69008] [-0.13107] D(LNT(-1)) 0.018040 (0.03465) [ 0.52067] -0.830339 (0.23277) [-3.56728] -0.006275 (0.00612) [-1.02573] 0.100406 (0.29082) [ 0.34525] D(LNT(-2)) 0.047975 (0.03408) [ 1.40752] -0.130956 (0.22899) [-0.57189] 0.016791 (0.00602) [ 2.78981] 0.016224 (0.28610) [ 0.05671] C 0.037780 (0.04938) [ 0.76512] -0.280681 (0.33173) [-0.84611] -0.030416 (0.00872) [-3.48834] -0.248703 (0.41446) [-0.60006] 0.588475 0.176950 0.001178 0.011443 1.429985 65.07618 -5.797493 -5.300420 0.070925 0.012613 0.930257 0.860514 0.053187 0.076874 13.33835 28.88476 -1.987870 -1.490797 0.122483 0.205834 0.917425 0.834849 3.67E-05 0.002021 11.11016 98.02167 -9.265439 -8.768366 0.021637 0.004972 0.641637 0.283275 0.083025 0.096047 1.790469 24.65420 -1.542548 -1.045475 0.122917 0.113450 R-squared Adj R-squared Sum sq resids S.E equation F-statistic Log likelihood Akaike AIC Schwarz SC Mean dependent S.D dependent Determinant resid covariance (dof adj.) Determinant resid covariance Log likelihood Akaike information criterion Schwarz criterion 1.69E-15 8.53E-17 243.6603 -21.01688 -18.82976 78 V K t qu ki m $nh m i liên k ng&n h n Bi n ph" thu c LnGDP Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square Value df Probability 0.445858 2.675148 (6, 9) 0.8311 0.8484 Value Std Err 0.016018 0.008127 0.057130 0.595935 0.018040 0.047975 0.017117 0.013915 1.898163 2.222455 0.034647 0.034085 Null Hypothesis Summary: Normalized Restriction (= 0) C(4) C(5) C(6) C(7) C(8) C(9) Restrictions are linear in coefficients Bi n ph" thu c LnK Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square Value df Probability 2.728860 16.37316 (6, 9) 0.0854 0.0119 Value Std Err Null Hypothesis Summary: Normalized Restriction (= 0) C(12) C(13) C(16) C(17) C(18) C(19) Restrictions are linear in coefficients 3.394518 2.489173 -21.81779 22.73929 -0.830339 -0.130956 2.593897 2.784560 12.75213 14.93077 0.232765 0.228987 78 Bi n ph" thu c L Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square Value df Probability 7.126898 42.76139 (6, 9) 0.0050 0.0000 Value Std Err Null Hypothesis Summary: Normalized Restriction (= 0) C(22) C(23) C(24) C(25) C(28) C(29) 0.015447 0.135409 0.002922 0.005109 -0.006275 0.016791 0.068179 0.073190 0.003023 0.002457 0.006118 0.006019 Restrictions are linear in coefficients Bi n ph" thu c LnT Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square Value df Probability 1.801098 10.80659 (6, 9) 0.2052 0.0945 Value Std Err Null Hypothesis Summary: Normalized Restriction (= 0) C(32) C(33) C(34) C(35) C(36) C(37) Restrictions are linear in coefficients 5.963829 -6.542222 0.137732 0.178075 17.21385 -2.444987 3.240807 3.479020 0.143672 0.116799 15.93247 18.65446 78 VI K t qu ki m $nh dài h n Bi n ph" thu c LnGDP Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square Value df Probability 0.133756 0.133756 (1, 9) 0.7230 0.7146 Value Std Err 0.074245 0.203007 Null Hypothesis Summary: Normalized Restriction (= 0) C(1) Restrictions are linear in coefficients Bi n ph" thu c LnT Wald Test: Equation: Untitled Test Statistic F-statistic Chi-square Value df Probability 5.226500 5.226500 (1, 9) 0.0481 0.0222 Value Std Err 3.895531 1.703967 Null Hypothesis Summary: Normalized Restriction (= 0) C(31) Restrictions are linear in coefficients 78 VII K t qu ki m $nh nhân qu Granger Pairwise Granger Causality Tests Date: 09/05/12 Time: 10:05 Sample: 1986 2011 Lags: Null Hypothesis: Obs F-Statistic Prob LNK does not Granger Cause LNGDP LNGDP does not Granger Cause LNK 23 0.64857 3.53275 0.5952 0.0390 LNL does not Granger Cause LNGDP LNGDP does not Granger Cause LNL 19 1.77830 4.87132 0.2048 0.0193 LNT does not Granger Cause LNGDP LNGDP does not Granger Cause LNT 23 6.45944 6.38374 0.0045 0.0047 LNL does not Granger Cause LNK LNK does not Granger Cause LNL 19 3.15981 1.27565 0.0642 0.3270 LNT does not Granger Cause LNK LNK does not Granger Cause LNT 23 1.33272 4.72647 0.2987 0.0151 LNT does not Granger Cause LNL LNL does not Granger Cause LNT 19 6.69925 2.66524 0.0066 0.0952 ... TR GIÁO D C VÀ ÀO T O NG I H C KINH T TP.HCM *** _ PH M VI T HÙNG M I QUAN H GI A T DO TH ƠNG M I VÀ T NG TR NG KINH T : NGHIÊN C U TR NG H P VI T NAM Chuyên ngành: Kinh t phát tri... trò ng kinh t ng kinh t có m i quan h nh th nào? T ng kinh t t ng tr ng kinh t ,t yêu c u ph i t th ơng m i? Các lý thuy t kinh t c# i n tân c# i n cho r ng t th ơng m i d n n t ng tr ng kinh. .. t Nam V n nghiên c u lu n v n ó t th ơng m i có m i quan h th i v i t ng tr kinh t c a Vi t Nam C" th câu h*i nghiên c u sau ây s/ c gi i quy t ng lu n v n này: i) T th ơng m i t ng tr ng kinh