摘要
该文基于新疆历史数据分析,对相应时序变量进行了回归分析、向量自回归模型(VAR)分析和Granger因果关系检验,运用计量模型考察新疆流通产业对区域经济增长的作用及其因果关系。结果表明,新疆流通产业与区域经济增长之间是协整的,二者之间具有显著的正相关性,流通产业滞后1期和滞后2期均对当期的经济增长有正弹性,综合弹性为18%,流通产业在滞后期为2、3时是区域经济增长的Granger原因,区域经济增长在滞后期为1、2时是流通产业的Granger原因。
This paper uses econometric model to analyze the influence of circulation industry on regional economic growth and their causality. Based on the historical data of Xinjiang, the paper tests the time series variables through regression analysis, vector autoregressive model analysis and Granger causality tests. The results shows that there is positive correlation between circulation industry and regional economic growth,and the one and two time series variables are co-integration. In the lag time of 2 and 3, circulation industry is Granger cause of regional economic growth; In the lag time of 1 and 2, regional economic growth is Granger cause of circulation industry.
出处
《石河子大学学报（哲学社会科学版）》
2011年第6期5-8,共4页
Journal of Shihezi University(Philosophy and Social Sciences)
