我国经济水平与管道物流水平之间的作用研究——基于向量误差修正模型的应用  

Study on the Interaction Between the China's Economic Level and the Level of Pipeline Logistics——Based on the application of vector error correction model

作　　者：钱芝网[1,2] 俞佳立 

机构地区：[1]上海理工大学管理学院,上海200093 [2]上海健康医学院信息管理学院,上海201318

出　　处：《科技和产业》2017年第11期98-102,107,共6页Science Technology and Industry

基　　金：上海市教委科研创新项目(13YS145)

摘　　要：基于1990年到2014年国内生产总值、管道货运量、管道里程数的时间序列数据。在通过平稳性检验和协整检验后建立向量误差修正模型,并进行格兰杰因果分析和脉冲响应分析,对我国经济增长和管道物流之间的关系进行实证研究。通过协整检验可以得到,各变量之间确实存在着长期的均衡关系。格兰杰因果检验分析表明:在10%的显著性水平下,国内生产总值与管道货运量之间存在着单向格兰杰因果关系,管道货运量不是经济增长的格兰杰原因,其他变量之间在5%的显著性水平下都通过了格兰杰因果检验。脉冲响应函数得出:给GDP和管道里程数一个正向冲击,长期来看都会促进管道货运量的增长,而给管道货运量一个正向冲击,没有表现出拉动经济增长的效果。Based on the time series data of GDP,pipeline freight,pipeline mileage from 1990 to 2014.This paper establish error correction model after stationarity test and cointegration test,to study the relationship between economic growth and the logistics pipeline in China through granger causality analysis and impulse response analysis.Through the cointegration test,we can know that there is a long-term equilibrium relationship between the variables.Granger causality analysis shows that there is a one-way granger causality between the gross domestic product(GDP)and pipeline freight volume under the 10%level of significance,and pipeline freight volume is not the cause of granger economic growth,among other variables all through the granger causality test under the 5%level of significance.The impulse response function shows that if giving apositive impact to GDP and pipeline mileage,it will promote the pipeline freight volume growth in a long time,but giving apositive impact to pipeline freight volume,without the effect of stimulating economic growth,it can show that the pipeline logistics development is still in the initial stage,the relevant departments should adjust the pipeline freight policy to play the pipeline transportation better.

关 键 词：管道运输 格兰杰因果分析 误差修正模型 经济水平 脉冲响应分析 

分 类 号：F205[经济管理—国民经济]