内蒙古经济增长与居民储蓄、投资关系动态分析——基于VAR模型的实证研究  

Dynamic Analysis of the Relationship among Economic Grouth,Residents' Deposit and Investment in Inner Mongolia——Empirical Research based on UAR Model

作　　者：王志刚[1,2] 

机构地区：[1]内蒙古财经学院统计系 [2]天津财经大学

出　　处：《统计教育》2010年第6期38-43,共6页Statistical education

基　　金：教育部新世纪优秀人才支持计划资助(NCET-08-0909)资助

摘　　要：我们利用1985-2007年的时间序列数据,基于宏观和动态的视角,对我国居民消费及其影响因素进行了实证分析。Johansen协整检验的结果说明我区经济增长与居民储蓄、投资关系之间存在一种长期均衡关系。向量自回归VAR模型的动态分析表明,我区经济增长对自身的冲击产生持续响应,经济增长呈现出一定程度的"惯性"特征;投资对GDP的冲击是正向的,居民储蓄对GDP的短期影响不明显,但长期为反向。通过分析揭示了投资是内蒙古近些年经济快速发展的主要动力。Employing time series data from 1985 to 2007,the paper conducts empirical studies on Inner Mongolia economic growth and its determinants based on the dynamic and macroeconomic view.The result of Johansen cointegration test reveals that there is a long-term equilibrium relationship between Inner Mongolia economic growth and its determinants.The dynamic analysis of Vector Auto-regression model indicates that Inner Mongolia economic growth presents some kind of ＂ inertia＂ characteristic;the impulse of invest ment to Inner Mongolia economic growth is positive,while the short-term response of resident＇s consumption to Inner Mongolia economic growth is unapparent,but the long-term response is negative.By analyzing,the fundamental reason of the rapid growth in inner Mongolia is invest ment.

关 键 词：向量自回归 脉冲响应函数 方差分解 GRANGER因果检验 经济增长 

分 类 号：O212.1[理学—概率论与数理统计]