摘要
基于广东省1996—2017年体育彩票销量与居民消费能力的时间序列数据,建立了VAR模型和误差修正模型,并对体育彩票销量与居民消费能力的长期均衡关系和短期动态关系进行了实证分析。结果表明:广东省体育彩票销量和居民消费能力的原始序列均为非平稳的,属于一阶单整序列;两者之间存在长期均衡关系,居民消费能力对体育彩票销量的长期弹性为2.735;一旦两者短期关系发生偏离时,误差修正机制将以0.271的调整力度将其拉回到长期均衡关系;滞后1期时,体育彩票销量是居民消费能力的格兰杰原因;滞后2、4、5、6期时,居民消费能力是体育彩票销量的格兰杰原因;居民消费能力对体育彩票销量的带动效应较大,但存在一定滞后期;而体育彩票销量对居民消费能力有一定的带动作用,但带动效应不大。
Based on the time series data of sports lottery sales and residents'consumption ability in Guangdong Province from 1996 to 2017,the VAR model and error correction model were established,and the long-term equilibrium relationship and short-term dynamic relationship between sports lottery sales and residents'consumption ability were empirical analyzed.The results show that the original sequence of sports lottery sales and residents'consumption ability in Guangdong Province is non-stationary and belongs to the first-order integral sequence.There is a long-term equilibrium relationship between the two,and the long-term elasticity of residents'consumption ability to sports lottery sales is 2.735.Once the short-term relationship between the two,the error correction mechanism will pull it back to the long-term equilibrium relationship with an adjustment of 0.271.The sales volume of sports lottery is the granger cause of residents'consumption ability when the lag phase 1.After lag phase 2,4,5 and 6,residents'consumption capacity is the granger cause of sports lottery sales.The consumption ability of residents has a great driving effect on the sales of sports lottery,but there is a lag phase.The sales volume of sports lottery has a certain driving effect on residents'consumption ability,but the driving effect is not large.
作者
黄永正
吴建逊
HUANG Yongzheng;WU Jianxun
出处
《商业经济》
2020年第1期28-30,47,共4页
Business & Economy
基金
2017年度广东省哲学社会科学“十三五”规划学科共建项目：空间视域下广东省体育彩票事业发展的特征研究(GD17XTY11)省部级
关键词
广东省
体育彩票销量
居民消费能力
实证研究
Guangdong Province
sports lottery sales
residents'consumption ability
empirical study
