产业间相互作用的动态计量经济分析  

Dynamic Economic Analysis on the Three Industries' Mutual Influence

作　　者：欧晓万[1] 

机构地区：[1]中共韶关市委党校,广东韶关512026

出　　处：《韶关学院学报》2007年第8期70-74,共5页Journal of Shaoguan University

摘　　要：基于向量自回归模型,运用脉冲响应函数方法探求了韶关三次产业间相互冲击的动态响应。研究结论表明,韶关三次产业对第三产业新息的一个标准差冲击,从累积效果来看都具有较强的正向响应;对第一产业的冲击也具有一定程度的正向响应;但对第二产业的冲击主要是负向的累积响应。所以加速发展第三、第一产业,优化第二产业内部结构是实现韶关产业结构高度化的主要政策选择。Based on the foundation of vector auto-regression model, this paper applies impulse response function to find out the dynamic response of Shaoguan＇ three industries impulse. The results suggest that a shock of one standard deviation of innovation of the tertiary industry to three industries in China in the VAR has the positive responses accumulatively; the shock to primary industry is also the positive responses; but the shock to secondary industry mainly displays the negative accumulative responses. So quickly developing the tertiary industry and up- grading primary industry is dominating policy choices of higher China＇ s industrial structure.

关 键 词：三次产业 向量自回归模型 脉冲响应函数 

分 类 号：F045[经济管理—政治经济学]