自然科学基金投入与科技论文产出的协整分析  

The co-integration analysis on NSFI input and S&T paper's output

作　　者：孟浩[1] 周立[2] 何建坤[1] 

机构地区：[1]清华大学公共管理学院,北京100084 [2]清华大学经济管理学院,北京100084

出　　处：《科学学研究》2007年第6期1147-1150,1155,共5页Studies in Science of Science

基　　金：全国教育科学"十五"规划重点课题(DFB030294);北京市科委软科学研究计划项目(Z0004094040112);中国博士后基金资助项目(2005038337)

摘　　要：运用动态计量经济学的单位根检验、协整分析和Granger因果检验,对我国自然科学基金投入与科技产出的动态计量经济关系进行了实证分析,结果显示:自然科学基金投入及SCI、EI、ISTP论文的时间序列存在单位根,而且自然科学基金投入与SCI论文产出之间存在长期稳定的动态均衡关系,但与EI、ISTP之间不存在长期稳定的均衡关系;自然科学基金投入是SCI论文产出的Granger原因,而且SCI论文产出也是自然科学基金投入的Granger原因,二者之间已形成一种良性互动的反馈与发展机制。By means of approaches of ADF Unit root test, co -integration analysis and Granger causal test of Dynamics Econometrics, the dynamic econometric relationship between the input of Nature Science Fund and the output of paper cited by SCI,EI,ISTP is analyzed. The results show： （1）there are unit root in the time series of Fund input, SCI, El, ISTP. And there is the long- run and stationary equilibrium relationship between the input of Nature Science Fund and the output of paper cited by SC, but this is not true for the input of Nature Science Fund and the output of paper cited by El and ISTP. （2） The input of Nature Science Fund is the Granger causal of SCI paper＇ s output, and the SCI paper＇ s output is the Granger causality of the input of Nature Science Fund and a alternating feedback and development mechanism between them has been come into being.

关 键 词：自然科学基金投入 科技论文 ADF单位根检验 协整分析 Granger因果检验理 

分 类 号：F224[经济管理—国民经济]