基于SVAR模型的自主创新投入产出动态效应分析—以我国大中型工业企业为例  

A dynamic analysis of innovation inputs and outputs based on SVAR model—A case study of China's large and medium industrial enterprises

作　　者：卢方元[1] 李小鸽[1] 

机构地区：[1]郑州大学商学院,河南郑州450001

出　　处：《科研管理》2014年第1期25-32,共8页Science Research Management

摘　　要：在平稳性检验、协整检验、格兰杰因果检验的基础上,建立SVAR模型。利用脉冲响应和方差分解技术对我国大中型工业企业的自主创新投入与产出进行实证分析。结果表明:自主创新经费投入强度、R&D人员投入强度和生产设备投入能力与创新产出之间存在着长期均衡的关系;R&D经费投入强度冲击、R&D人员投入强度冲击和生产设备投入能力冲击都会对自主创新产出产生正向的影响,其中生产设备投入能力的贡献最大,其次为R&D人员投入强度;R&D经费投入强度的增加对创新产出的影响具有长期的滞后性。This paper establishes the SVAR model based on the stationary test, co -integration test and Granger causality test, and makes an empirical analysis on Chinese LME independent innovation input - output using the impulse response and variance decomposition technology. The results show that the R＆D investment intensity, R＆D personnel investment intensity and produc- tion equipment input capability have a long - term equilibrium relationship with the innovation output. The shocks which come from the R＆D investment intensity, R＆D personnel investment intensity and production equipment input capability have a posi- tive impact on the independent innovation output, and the production equipment input capability contributes the most while the R＆D personnel investment intensity ranks the second in the contribution. However, there exists a long - term lagging between the increment of R＆D investment intensity and its effect on the innovation output.

关 键 词：自主创新投入 自主创新产出 SVAR模型 脉冲响应 方差分解 

分 类 号：F403.8[经济管理—产业经济]