基于GVAR模型的产业内生联系与外生冲击分析  

Analysis of Endogenous Links and Exogenous Shocks among Industries Based on GVAR Model

作　　者：耿鹏[1] 赵昕东[1] 

机构地区：[1]华侨大学商学院

出　　处：《数量经济技术经济研究》2009年第12期32-45,共14页Journal of Quantitative & Technological Economics

基　　金：教育部人文社会科学一般项目(07JA790004);福建省自然科学基金资助项目(2009J01312)的资助

摘　　要：产业之间具有无法直接观测的内生性联系,外生冲击对各个产业的影响通过内生性进行传导。本文利用GVAR模型分析中国产业的状况,估计结果显示,各个产业间存在显著的内生性联系,并且由此带来的各种溢出效应对于产业政策的制定极具参考意义。通过进一步的研究,我们发现外生冲击将沿着固定的内生性路径逐步影响各个产业,因此,政府在制定政策时应当充分考虑到各个产业间内生联系的影响与外生冲击的传导机制,以取得更好的政策效果。There are some endogenous linkages among industries which cannot be directly observed, and exogenous shocks which impact various industries conduct through the linkage. In this paper, we use the GVAR model to analyze Chinese industries. The results show that the endogenous links exist obviously and the resulting spillover effects are useful for various policies for the industry. While exogenous shocks will impact various industries along the fixed endogenous path. Therefore, in order to achieve better policy results, the formulation of industrial policy should take fully into account the impact of endogenous links and the transmission mechanisms of exogenous shocks.

关 键 词：GVAR模型 内生联系 外生冲击 

分 类 号：F062.9[经济管理—政治经济学]