| 基于VAR模型的中国居民消费与经济增长的关系 |
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| 引用本文： | 阙澄宇,马斌.基于VAR模型的中国居民消费与经济增长的关系[J].大连海事大学学报(自然科学版),2010(4). |
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| 作者姓名： | 阙澄宇 马斌 |
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| 作者单位： | 东北财经大学国际经济贸易学院; |
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| 基金项目： | 辽宁省教育厅2008年度高等学校创新团队项目(2008T042) |
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| 摘 要： | 为研究我国城镇、农村居民消费与经济增长之间的关系,采用我国1978—2008年的经济数据,在构建稳定的VAR模型基础上,通过建立协整方程,运用Granger因果检验方法、脉冲响应函数和方差分解方法,对其进行分析.结果表明:短期内农村居民消费对我国经济增长的拉动明显,长期内城镇居民消费对经济增长有较强的促进作用;城镇居民消费和农村居民消费都是经济增长的强Granger原因,农村居民消费的冲击会影响城镇居民消费,间接地对经济增长的波动产生较大影响.
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| 关 键 词： | 城镇居民消费 农村居民消费 经济增长 向量自回归(VAR)模型 脉冲响应 方差分解 |
Relationship between households consumption and economic growth in China based on VAR model |
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| QUE Chengyu,MA Bin.Relationship between households consumption and economic growth in China based on VAR model[J].Journal of Dalian Maritime University,2010(4). |
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| Authors: | QUE Chengyu MA Bin |
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| Institution: | QUE Chengyu,MA Bin(College of International Economy , Trade,Dongbei University of Finance , Economics,Dalian 116025,China) |
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| Abstract: | To analyse the relationship between the dwellers' consumption in town and countryside and the economic growth,the economic data of the year 1978-2008 of our country was used.On the basis of constructing stable vector autoregressive(VAR) model,through establishing co-integration equation,Granger causality tests,the impulse response function and the variance decomposition method were applied.Result indicates that the countryside dwellers' consumption has obvious pull effect on our country economic growth in a... |
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| Keywords: | township dwellers consumption countryside resident consumption economic growth vector autoregression(VAR) model impulse response variance decomposition |
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