宏观质量研究
宏觀質量研究
굉관질량연구
Journal of Macro-Quality Research
2014年
1期
54-60
,共7页
VAR模型%经济增长%Granger检验
VAR模型%經濟增長%Granger檢驗
VAR모형%경제증장%Granger검험
Vector Autoregressive Models%Economic Growth%Granger Test
当前我国正处在稳增长、调结构、转方式和促改革的关键时期，对经济增长的各影响因素进行动态分析很有必要。文章利用向量自回归模型(VAR 模型)，根据我国1978-2012的数据，对居民和政府消费、资本形成总额及出口的动态关系进行研究。结果表明：四者之间与经济增长存在一个长期稳定均衡的关系；居民消费与经济增长有很强的双向 Granger原因，政府消费与投资对居民消费有较强的单向 Granger 原因；居民消费前8期表现负弹性效应，之后表现正弹性，政府消费前6期表现正弹性，后表现负弹性，投资与出口均一直表现出正弹性；所以，发挥消费的基础作用，投资的关键作用和出口的支撑作用是今后宏观调控的必然取向。
噹前我國正處在穩增長、調結構、轉方式和促改革的關鍵時期，對經濟增長的各影響因素進行動態分析很有必要。文章利用嚮量自迴歸模型(VAR 模型)，根據我國1978-2012的數據，對居民和政府消費、資本形成總額及齣口的動態關繫進行研究。結果錶明：四者之間與經濟增長存在一箇長期穩定均衡的關繫；居民消費與經濟增長有很彊的雙嚮 Granger原因，政府消費與投資對居民消費有較彊的單嚮 Granger 原因；居民消費前8期錶現負彈性效應，之後錶現正彈性，政府消費前6期錶現正彈性，後錶現負彈性，投資與齣口均一直錶現齣正彈性；所以，髮揮消費的基礎作用，投資的關鍵作用和齣口的支撐作用是今後宏觀調控的必然取嚮。
당전아국정처재은증장、조결구、전방식화촉개혁적관건시기，대경제증장적각영향인소진행동태분석흔유필요。문장이용향량자회귀모형(VAR 모형)，근거아국1978-2012적수거，대거민화정부소비、자본형성총액급출구적동태관계진행연구。결과표명：사자지간여경제증장존재일개장기은정균형적관계；거민소비여경제증장유흔강적쌍향 Granger원인，정부소비여투자대거민소비유교강적단향 Granger 원인；거민소비전8기표현부탄성효응，지후표현정탄성，정부소비전6기표현정탄성，후표현부탄성，투자여출구균일직표현출정탄성；소이，발휘소비적기출작용，투자적관건작용화출구적지탱작용시금후굉관조공적필연취향。
Currently China is in turn steady growth,adjusting economic structure,changing ways and promoting the crucial period of reform,dynamic analysis of influencing factors of economic growth is very necessary.Articles using vector Autoregressive models (VAR models),which is based on data from 1978 to 2012 of the residents and Government consumption,gross capital formation and exports dynamics were studied.Results showed that the four elemats and the economic growth have a long-term stable and balanced relationship;Consumer spending and economic growth has a strong bidirectional Granger cause,Government consumption and investment to private consumption have a strong unidirectional Granger cause;household's consumption during the first 8 shows negative effect,then shows positive elastic,Government consumption during the first 6 period shows positive elastic,then shows negative elastic,investment and exports has been showing positive elastic;So consumption plays a basis orle,investment plays a vital role,exports plays a supporting role is the trend of macro-control in the future.
