哈尔滨工业大学学报:社会科学版
哈爾濱工業大學學報:社會科學版
합이빈공업대학학보:사회과학판
Journal of Harbin Institute of Technology(Social Sciences Edition)
2011年
3期
47-52
,共6页
经济增长%消费%投资%状态空间模型
經濟增長%消費%投資%狀態空間模型
경제증장%소비%투자%상태공간모형
economic growth%consumption%investment%state space model
为研究黑龙江省消费、投资与经济增长之间的动态关系,选取1990—2009年相应统计数据作为样本,原始数据表明,黑龙江省经济快速增长;居民消费稳健提高;固定资产投资快速提升,所占比重明显偏高。Granger因果关系检验结果表明,投资和经济增长互为Granger因果关系;居民消费的直接拉动作用在统计上并不显著,间接拉动作用较显著。变参数的状态空间模型估计结果表明,居民消费对经济增长的弹性的平滑值约在0.61左右波动,投资对经济增长的弹性的平滑值约在0.23左右波动。应注重扩大消费需求,形成消费、投资协调拉动的增长格局,进而促进区域经济更好更快发展。
為研究黑龍江省消費、投資與經濟增長之間的動態關繫,選取1990—2009年相應統計數據作為樣本,原始數據錶明,黑龍江省經濟快速增長;居民消費穩健提高;固定資產投資快速提升,所佔比重明顯偏高。Granger因果關繫檢驗結果錶明,投資和經濟增長互為Granger因果關繫;居民消費的直接拉動作用在統計上併不顯著,間接拉動作用較顯著。變參數的狀態空間模型估計結果錶明,居民消費對經濟增長的彈性的平滑值約在0.61左右波動,投資對經濟增長的彈性的平滑值約在0.23左右波動。應註重擴大消費需求,形成消費、投資協調拉動的增長格跼,進而促進區域經濟更好更快髮展。
위연구흑룡강성소비、투자여경제증장지간적동태관계,선취1990—2009년상응통계수거작위양본,원시수거표명,흑룡강성경제쾌속증장;거민소비은건제고;고정자산투자쾌속제승,소점비중명현편고。Granger인과관계검험결과표명,투자화경제증장호위Granger인과관계;거민소비적직접랍동작용재통계상병불현저,간접랍동작용교현저。변삼수적상태공간모형고계결과표명,거민소비대경제증장적탄성적평활치약재0.61좌우파동,투자대경제증장적탄성적평활치약재0.23좌우파동。응주중확대소비수구,형성소비、투자협조랍동적증장격국,진이촉진구역경제경호경쾌발전。
This paper selects the corresponding statistical data(from 1990 to 2009) as a sample in order to research on dynamic relationship between consumption,investment and economic growth in Heilongjiang Province.The original statistical data showed that economic growth was rapid,and household consumption was increasing steadily,and investment of fixed asset was increasing rapidly in Heilongjiang Province.The proportion of the investment of fixed assets was obviously high.It showed that there was mutual Granger causality between investment and economic growth with Granger causality test.The direct drawing function of household consumption is not statistically remarkable,but its indirect drawing function is remarkable.The time varying parameter model based on state space model shows that the smooth value of elasticity coefficient of household consumption acting on economic growth fluctuates around 0.61 more or less.The smooth value of elasticity coefficient of investment acting on economic growth fluctuates around 0.23 approximately.It suggests that consumption demand should pay great attention to expanding,and economic growth should be driven by consumption and investment coordinately.Only in this way can the sound and rapid development of the economy in Heilongjiang Province be promoted.