安徽省入境旅游人数与旅游外汇收入关系研究——基于格兰杰因果检验  

Relationship Research on the Inbound Tourist Number and Foreign Exchange Earnings from Tourism in Anhui Province Based on Granger Causality Test

作　　者：陈鹏[1] 吴玲[1] 

机构地区：[1]宿州学院管理工程学院,安徽宿州234000

出　　处：《河北北方学院学报（社会科学版）》2014年第1期69-75,共7页Journal of Hebei North University：Social Science Edition

基　　金：国家社科青年基金项目(13CJY106);宿州学院优秀青年人才基金项目(2013XQRW05)

摘　　要：基于1980～2012年间安徽省入境旅游人数和国际旅游外汇收入数据，通过计算相关系数、ADF检验、运用协整分析方法和格兰杰因果检验，对入境旅游人数和国际旅游外汇收入两者之间关系进行实证分析，并构建一元线性回归模型对国际旅游外汇收入进行预测。实证研究结果表明：安徽省入境旅游人数与国际旅游外汇收入之间高度正相关，两者不存在协整关系，但短期内入境旅游人数与国际旅游外汇收入之间存在双向因果关系，即入境旅游人数是国际旅游外汇收入增加的格兰杰原因，国际旅游外汇也是入境旅游人数增加的格兰杰原因。借助一元线性回归模型较好预测了国际旅游外汇收入，进而对旅游市场建设提出相应的政策建议。According to the statistics of inbound tourism in Anhui Province and the data of international tourism receipts from 1980 to 2012,this paper calculates the correlation coefficient,uses ADF test,co-inte-gration analysis and Granger causality test to research the relationship between the inbound tourism num-ber and the international tourism receipts,and construct a linear regression model to predict the interna-tional tourism receipts.The empirical results show that there is a high-positive correlation between the two obj ects of study;and they have no co-integration relationship with each other.But in the short term,there is a two-way Granger causality between them;the former is the Granger causality of the latter,and vice ver-sa.The linear regression model can better predict the international tourism receipts.Finally the paper puts forward the corresponding policy recommendations to the construction of tourism market.

关 键 词：入境旅游人数 国际旅游外汇收入 相关系数 格兰杰因果检验 预测 

分 类 号：F59[经济管理—旅游管理]