基于VAR模型的制造业价值链攀升影响因素研究——以江苏为例  

The Influence Factor Research on Value Chain Upgrade of Manufacturing Industry Based on VAR Model : Taking Jiangsu as an Example

作　　者：简晓彬[1,2] 周敏[1] 

机构地区：[1]中国矿业大学管理学院,江苏徐州221116 [2]空军勤务学院财务系,江苏徐州221000

出　　处：《科技进步与对策》2013年第15期61-68,共8页Science & Technology Progress and Policy

基　　金：国家自然科学基金项目(40971081);江苏省社会科学基金项目(11EYB008)

摘　　要：以向量自回归(VAR)模型为基础,运用协整检验、格兰杰因果检验、方差分解和脉冲响应分析等技术,综合考察了技术创新、生产性服务业、产业集群、制造业规模等因素对江苏制造业价值链攀升的影响。研究发现:制造业价值链、技术创新、生产性服务业三者之间存在长期均衡关系,且生产性服务业是制造业价值链的Granger原因,制造业价值链是技术创新的Granger原因,但技术创新不是制造业价值链的Granger原因;脉冲响应和方差分解表明,各因素对制造业价值链攀升的影响顺序依次是生产性服务业、技术创新、产业集群指数和制造业规模,它们对制造业价值链总方差的贡献分别为28.1%、20.5%、6.3%和2.6%,说明四者对制造业价值链攀升具有重大影响,但生产性服务业影响更大。据此,提出了加快发展生产性服务业、加大技术创新力度、加速产业集群升级、壮大企业规模等政策建议。This article takes the vector auto-regressive （ VAR ） model as a basis , and uses the cointegration test , granger causality test , variance decomposition and impulse response analysis technology to inspect the influence of technology innovation , producer services industry , industry cluster and manufacturing industry scale factors on the value chain of Jiangsu manufacturing industry upgrade comprehensively.Research finds that value chain of manufacturing industry , technology innovation and producer services industry have a long term equilibrium relationship , and producer services industry is the Granger reason of value chain of manufacturing industry , value chain of manufacturing industry is the Granger reason of technology innovation , but technological innovation is not the Granger reason of the value chain of manufacturing industry ; Pulse and variance decomposition show that the order that each factor influences value chain of manufacturing industry is production services , technology innovation , industry cluster index and manufacturing industry scale , their contribution respective to the total variance of value chain of manufacturing industry are 28.1% , 20.5% , 6.3%and 2.6% , which explains that the four factors have important influence on value chain of manufacturing industry upgrade , but the influence of producer services is more bigger.Accordingly , this article puts forward to some policy suggestions of speeding up the development of production services , increasing the technical innovation , accelerating industrial cluster upgrade and expanding scale of enterprise.

关 键 词：制造业价值链 向量自回归(VAR)模型 技术创新 生产性服务业 产业集群指数 制造业规模 

分 类 号：F264[经济管理—国民经济]