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基于VAR模型的广西消费、投资和经济增长关系的实证研究
引用本文:闫海春,马德山,丁丽丽. 基于VAR模型的广西消费、投资和经济增长关系的实证研究[J]. 西北民族学院学报, 2009, 30(2): 1-5
作者姓名:闫海春  马德山  丁丽丽
作者单位:西北民族大学,计算机科学与信息工程学院,甘肃,兰州,730030 
摘    要:文章通过建立消费、投资和GDP的向量自回归(VAR)模型,利用格兰杰非因果性检验、脉冲响应和预测方差分解的方法对广西经济系统中消费、投资与经济增长的关系进行实证分析,研究结果表明:消费对于广西的经济增长有着重要的作用,因此,通过适当刺激消费,促进消费结构升级,能够更快更好地促进广西的经济发展.

关 键 词:消费  向量自回归  格兰杰非因果性检验  脉冲响应  预测方差

Empirical Research of the Relationship between Consumption, Investment and Economic Growth in Guangxi Province Based on VAR Model
Affiliation:YAN hai - chun, MA de - shan, DING Li - li (Department of Computer Science and Information Engineering , Northwest University for Nationalities, 730030)
Abstract:through the establishment of the VAR model based on consumption investment and GDP , applies the method of non- Granger causality test, impulse response and forecast variance decomposition to make up positive analysis in Guangxi Province, Analysis of the study shows: the consumption plays an important role to Guangxi province's economic growth . So, through stimulating consumption appropriately and promoting the consumption structure upgrading, it can promote the economic development of Guangxi province faster and better.
Keywords:consumption  VAR  Granger - causality test  impulse response  forecast variance
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