Abstract: The dynamic analysis of the VAR model is applied to make an empirical analysis about correlation between FDI and market concentration of Chinas automobile industry. The result shows that，there exists a cointergration relationship between FDI and market concentration of Chinas automobile industry and FDI can promote the market concentration of Chinas automobile industry. However，the result of the impulse response function and variance decompositio indicates that the impact of FDI on Chinas automotive industry market concentration is lagging behind，and the positive relationship between them is weak. Finally the policy about how to use FDI effectively is proposed on the basis of above analysis.

Key words: FDI, automobile industry, market concentration, VAR model

摘要： 采用VAR模型的动态分析方法，对FDI与我国汽车产业市场集中度的相关性进行实证分析。实证结果表明，FDI对我国汽车产业的市场集中度有正向促进作用，两者之间存在协整关系。脉冲响应函数和方差分解分析的结果表明，FDI对我国汽车产业市场集中度的影响存在滞后效应，这种正向影响的力度较弱。并就我国汽车产业如何有效利用FDI提出了政策建议。

关键词: FDI, 汽车产业, 市场集中度, VAR模型