人口因素与区域经济的多重协整关系研究——基于沈阳市时间序列数据的分析  

Multi-cointegration Research of Demographic Factors and Regional Economic——Based on the Analysis of Shenyang City Time Series Data

作　　者：刘艳春[1] 孙亮[2] 

机构地区：[1]辽宁大学商学院,辽宁沈阳110036 [2]辽宁大学公共基础学院,辽宁沈阳110036

出　　处：《数理统计与管理》2016年第2期309-318,共10页Journal of Applied Statistics and Management

基　　金：韩国高等教育财团ISEF资助;辽宁大学亚洲研究中心项目(Y201407);辽宁省教育厅文科基地项目(2016lslktziglx-11);辽宁省社科联项目(2014lslktziyyjj-25)

摘　　要：本文针对沈阳市最新的人口"六普"数据,采用描述统计的方法多维度分析了沈阳市人口现状及变化特点;采用ADF平稳性检验和Johansen协整检验方法研究了人口与经济发展之间的长期协整关系;运用向量误差模型(VEC)分析了短期内的人口因素变化对经济发展的影响;通过脉冲响应函数(IRF)分析了人口因素变化对于区域消费和收入响应的敏感程度。结果表明,沈阳市正处于人口红利末期与老龄化初期并存的发展关键阶段,人口因素无论长期还是短期,对于区域经济增长都有显著的正向影响,并且消费支出和人均收入对于人口因素短期内的冲击十分敏感。This paper adopts descriptive statistical method to analyze Shenyang city population status and characteristics multi-dimensionally for new data of the sixth China population census.By using ADF stationarity test and Johansen cointegration test we study the cointegration relationship between demographic factors and economic development for long term.And apply vector error model to analyze the short-term effect of demographic factors to economic development.Moreover,use the impulse response function to analyze the response sensitive degree of demographic factors to regional consumption and income.The results show that Shenyang is at a critical development stage that＇s coexistence of demographic dividend final stage and aging preliminary stage.Demographic factors have a significant positive impact on the regional economy growth for both long term and short term.And consumer spending and income per capita is very sensitive to the impact of population factors in the short term.

关 键 词：区域人口 经济可持续发展 JOHANSEN检验 向量误差模型 脉冲响应函数 

分 类 号：O212[理学—概率论与数理统计]