产业关联效应 基于时间序列数据的研究.pdfVIP

2011 /01 总第 405期 商业研究 COMMERCIAL RESEARCH 1 : 1001- 148X (2011) 01- 0095- 07 : 1 2 赵成柏 , 武学风 (1. 淮阴工学院经济管理学院, 江苏淮安 223001; 2. 江西农业大学经济与贸易学院, 南昌 330045) : 利用 1978 - 2007年中国国家统计局对我国三大产业产值所统计的时间序列数据, 采用 ADF单位根检验协整检验和Granger因果关系检验等计量方法, 对我国第一第二第三产业 之间的内在关系进行了检验, 协整估计结果表明它们之间存在长期稳定的关系, 而误差修正模 型表明部门间的短期关系并不明显; 第一产业和第二产业之间存在双向因果关系, 第二产业和 第三产业中的批发和零售业之间存在双向因果关系, 第一产业和第三产业间为单向因果关系 : 产业关联; Granger检验; 误差修正模型 : F1213 : A Industrial Association Effect An Em p irical Study Based on Tim e - Series Data 1 2 ZHAO Cheng- bo , WU Xue- feng ( 1. School of Economics M anagement, H uaiyin Institute of Technology, Huaian 223001, China; 2. School of Economy Trade, JiangxiAgricultural University, Nanchang 330045, China) Abstract: Using the statistical time- series data of the threemajor industrial value of output from 1978 to 2007 that come from theChinasNationalBureau ofStatistics, thepapercarried out inspection on intrinsic relationship among the threemajor industries byuseofADF rootof unity test, cointegration test andGranger causality test and othermeasure mentmethods. The results of cointegration estimates indicate that they exist long- term stable relationship, but error correctionmodel shows that short- term relationship between departments is not obvious; between primary industry and secondary industry, and between secondary industry andwholesalebusiness, retailtrade, two- waycausalrelationship exists, but between primary industry and tertiary industry, one- way causal relationship exists. K ey word