华东经济管理
華東經濟管理
화동경제관리
East China Economic Management
2015年
1期
25~31
,共null页
时变弹性 状态空间模型 索洛残差 全要素生产率(TFP)
時變彈性 狀態空間模型 索洛殘差 全要素生產率(TFP)
시변탄성 상태공간모형 색락잔차 전요소생산솔(TFP)
time-varying elasticity;state space model;Solow residual;total factor productivity(TFP)
文章运用状态空间模型推导出C-D生产函数的时变要素产出份额,并以此改进索洛残差法计算安徽省1992-2012年的TFP增长率,实证分析结果发现,安徽省TFP增长率变动趋势与全省宏观经济运行高度吻合,其变化滞后于长三角地区大约2年时间,但近年来变化时差逐步趋同。计量结果显示:安徽省1992-2012年平均TFP增长率为1.13%,相对较高;TFP增长率是GDP增长率的Granger原因,反之则不成立;安徽省经济增长属于资本投入型,技术进步对经济增长的平均贡献率仅为7%,缺乏效率。最后得出促成技术进步的内生增长动力、提升人力资本的潜在增长动力、保证资本等实体要素的基础支撑力是未来安徽省经济持续稳定发展的根本保证。
文章運用狀態空間模型推導齣C-D生產函數的時變要素產齣份額,併以此改進索洛殘差法計算安徽省1992-2012年的TFP增長率,實證分析結果髮現,安徽省TFP增長率變動趨勢與全省宏觀經濟運行高度吻閤,其變化滯後于長三角地區大約2年時間,但近年來變化時差逐步趨同。計量結果顯示:安徽省1992-2012年平均TFP增長率為1.13%,相對較高;TFP增長率是GDP增長率的Granger原因,反之則不成立;安徽省經濟增長屬于資本投入型,技術進步對經濟增長的平均貢獻率僅為7%,缺乏效率。最後得齣促成技術進步的內生增長動力、提升人力資本的潛在增長動力、保證資本等實體要素的基礎支撐力是未來安徽省經濟持續穩定髮展的根本保證。
문장운용상태공간모형추도출C-D생산함수적시변요소산출빈액,병이차개진색락잔차법계산안휘성1992-2012년적TFP증장솔,실증분석결과발현,안휘성TFP증장솔변동추세여전성굉관경제운행고도문합,기변화체후우장삼각지구대약2년시간,단근년래변화시차축보추동。계량결과현시:안휘성1992-2012년평균TFP증장솔위1.13%,상대교고;TFP증장솔시GDP증장솔적Granger원인,반지칙불성립;안휘성경제증장속우자본투입형,기술진보대경제증장적평균공헌솔부위7%,결핍효솔。최후득출촉성기술진보적내생증장동력、제승인력자본적잠재증장동력、보증자본등실체요소적기출지탱력시미래안휘성경제지속은정발전적근본보증。
This paper deduces the time-varying factor output share of Cobb-Douglass productive function using the statespace model,and improves the Solow residual method to calculate the TFP growth rate of Anhui province from 1992 to 2012. The empirical analysis indicates that the change trend of TFP growth rate in Anhui is highly consistent withthe province’s macroeconomic performance,and lags behind the Yangtze River Delta region about two years,but thechange time is gradually convergent in recent years. The measurement results show that:the average annual TFP growthrate of Anhui is 1.13% from 1992 to 2012,which is relatively high;TFP growth rate is Granger cause of GDP growth,not vice versa;Anhui economic growth is due to capital investment,whereas the average contribution of technologicalprogress to economic growth is merely 7%,less efficient. Finally,the paper draws the following conclusions:promotingthe endogenous growth momentum of technological progress,enhancing the potential growth impetus of human capitaland ensuring the supporting force of capital and other physical elements are the fundamental guarantee for the sustainableand stable economic development of Anhui province in the future.