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基于VAR模型的湖南经济增长与就业关系实证
引用本文:刘佳琦,袁笛,胡柳平,欧祖军.基于VAR模型的湖南经济增长与就业关系实证[J].吉首大学学报(自然科学版),2017,38(2):89-93.
作者姓名:刘佳琦  袁笛  胡柳平  欧祖军
作者单位:(1.吉首大学数学与统计学院,湖南 吉首 416000;2.哈尔滨工业大学深圳研究生院,广东 深圳 518055)
基金项目:国家自然科学基金资助项目(11201177,11561025);湖南省自然科学基金资助项目(2017JJ2218,2017JJ3253);吉首大学研究生科研创新项目(JGY201642)
摘    要:根据湖南省1952-2014年3大产业就业人数和GDP数据,利用向量自回归(VAR)模型分析二者之间的动态相关性.结果表明,湖南省GDP增长与3大产业就业人数增长有双向Granger因果关系.湖南省GDP的增长能够对3大产业的就业人数产生显著影响,同时3大产业就业人数增长也能促进湖南省GDP快速增长.

关 键 词:向量自回归模型  GDP  就业增长  Granger因果关系

Empirical Study of the Relationship Between Economic Growth and Employment in Hunan Province Based on VAR Model
LIU Jiaqi,YUAN Di,HU Liuping,OU Zujun.Empirical Study of the Relationship Between Economic Growth and Employment in Hunan Province Based on VAR Model[J].Journal of Jishou University(Natural Science Edition),2017,38(2):89-93.
Authors:LIU Jiaqi  YUAN Di  HU Liuping  OU Zujun
Institution:(1.College of Mathematics and Statistics,Jishou University,Jishou 416000,Hunan China;2.Shenzhen Graduate School,Harbin Institute of Technology,Shenzhen 518055,Guangdong China)
Abstract:The paper analyses the dynamic relationship between the quantity of employment in three major industries and GDP in Hunan Province from 1952 to 2014 through VAR model.The result shows that there exists the bidirectional Granger Causality relationship between the GDP growth and the quantity of employment in Hunan Province.The development of GDP has a significant influence on the employment quantity in three major industries;and at the same time,the increase in employment quantity also promotes rapid GDP growth.
Keywords:VAR model                                                                                                                        GDP                                                                                                                        employment growth  Granger Causality relationship
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