基于VAR模型的四川经济增长与投资消费关系实证研究  

AN EMPIRICAL STUDY OF THE RELATIONSHIP BETWEEN ECONOMIC GROWTH AND INVESTMENT-CONSUMPTION IN SICHUAN BASED ON VAR MODELS

作　　者：张妍[1] 刘玥[1] 杜娟[1] 

机构地区：[1]西南民族大学管理学院,四川成都610041

出　　处：《河南工业大学学报（社会科学版）》2012年第1期71-73,共3页Journal of Henan University of Technology:Social Science Edition

摘　　要：选取1990-2010年四川省经济数据,运用格兰杰因果检验、VAR模型和脉冲响应分析等方法对四川省经济增长与投资消费之间的关系进行了实证研究,结果表明:不论时间长短,投资水平对经济增长和消费水平的影响相对显著,而经济增长和消费水平在短期内对其他两项的影响不显著。The paper selects the economic data in Sichuan from 1990 to 2010 and conducts an empirical research on the relationship between the economic growth and investment-consumption in Sichuan Province＇s economic growth and investment and consumption,using such methods as the Granger Causality Test,VAR models and Impulse Response Analysis.Results show： regardless of the length of time,the level of investment plays a relatively significant role in economic growth and consumption levels whereas the impact of economic growth and consumption levels on the other two aspects is relatively insignifican in the short term.

关 键 词：经济增长 投资消费 格兰杰因果检验 VAR模型 

分 类 号：F127[经济管理—世界经济]