新疆职业大学学报
新疆職業大學學報
신강직업대학학보
Journal of Xinjiang Vocational University
2015年
3期
22-27
,共6页
新疆TFP%VAR模型%R&D%人力资本
新疆TFP%VAR模型%R&D%人力資本
신강TFP%VAR모형%R&D%인력자본
Xinjiang TFP%VAR model%R&D%human capital
基于1996—2013年新疆R&D、出口、人力资本、SD(研发资本存量)等因素对TFP的影响进行了实证分析。首先,对变量进行了平稳性检验与格兰杰检验,发现出口、人力资本、SD与TFP存在因果关系;其次,对这四组时间序列变量做JJ协整检验后做出协整模型;再次,基于VAR模型对出口、人力资本、SD和TFP进行分析,发现人力资本与SD对TFP起促进作用;最后对模型结果做出了相关解释并提供了一些建议。
基于1996—2013年新疆R&D、齣口、人力資本、SD(研髮資本存量)等因素對TFP的影響進行瞭實證分析。首先,對變量進行瞭平穩性檢驗與格蘭傑檢驗,髮現齣口、人力資本、SD與TFP存在因果關繫;其次,對這四組時間序列變量做JJ協整檢驗後做齣協整模型;再次,基于VAR模型對齣口、人力資本、SD和TFP進行分析,髮現人力資本與SD對TFP起促進作用;最後對模型結果做齣瞭相關解釋併提供瞭一些建議。
기우1996—2013년신강R&D、출구、인력자본、SD(연발자본존량)등인소대TFP적영향진행료실증분석。수선,대변량진행료평은성검험여격란걸검험,발현출구、인력자본、SD여TFP존재인과관계;기차,대저사조시간서렬변량주JJ협정검험후주출협정모형;재차,기우VAR모형대출구、인력자본、SD화TFP진행분석,발현인력자본여SD대TFP기촉진작용;최후대모형결과주출료상관해석병제공료일사건의。
Based on annual data of R&D ,labor, capital income, human capital and export from 1996 to 2012 ,the paper first carried on the empirical analysis on this question. Then stationery test and Granger test were carried out on the variable. It’s found that TFP has causal relationship with export, SD and human capital. Then JJ cointegration test was done on the four variables to make cointegration model; based on the VAR model for export, human capital, SD and TFP, it’s found that increase of human capital and SD can enhance TFP.At last we make relevant explanations and put forward some suggestions.