生产性服务业和制造业的关系研究_基于协整和Granger因果检验的实证分析.pdfVIP

实证研究 生产性服务业与制造业的关系研究 生产性服务业与制造业的关系研究 ———基于协整和Granger 因果检验的实证分析 赵秀丽 张 成 唐 敏 摘 要：国内外学者对生产性服务业和制造业之间的关系一直存有争议。本文以我国1992-2007 年的时序 数据为基础，对生产性服务业和制造业增长变量进行了单位根检验、协整检验、Granger 因果检验，并建立 了相应的ECM 模型，以期较为准确地描述我国生产性服务业和制造业的关系。结果表明：（1）生产性服务 业增长和制造业增长之间具备协整关系；（2）在短期，生产性服务业和制造业之间符合 “需求遵从论”；在 长期，两者的关系符合 “互动论”；（3）生产性服务业增长能促进制造业增长，并且这种提升作用在长期比 短期更明显。 关键词：生产性服务业；制造业；协整；需求遵从论；互动论 On the Relationship between Producer Services Industry and Manufacturing Industry Zhao Xiuli ，Zhang Cheng ，Tang Min Abstract: There has been a great dispute regarding the relationship between producer services industry and manufacturing industry both abroad and at home. Based on the time-series data of China from 1992 to 2007, this paper applies unit root test, co -integration test, granger causality test and error correction model to producer services industry and manufacturing industry, in order to describe the relationship between them accurately. And the results show that: (1) there is a co -integration relationship between producer services industry and manufacturing industry; (2) in the short run, the relationship between producer services industry and manufacturing industry accords with hypothesis of demand-following , however the relationship accords with hypothesis of interaction in the long run; (3) the development of producer services industry can stimulate the further development of manufacturing industry, and such stimulation is much more obvious in the long-term than in the short-term. Key words: Producer Services Industry ，Manufacturing Industry ，Co -Integration，Hypothesis of Demand - Following ，Hypothesis of Interaction 作者简介：赵秀丽，1978年生，内蒙古开鲁县人，中国人民大学经济学院博士生，内蒙古财经学院经 济学院讲师，研究方向：网络经济学；张成，1986年生，安徽固镇人，中国人民大学经济学院和日本爱知 大学中国研究科双博士学位攻读者，研究方向：网络经济学、产业经济学；唐敏，1985年生，江苏盐城人， 硕士，北广电子集团有限责任