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作 者:罗会华 LUO Hui-hua(School of Trade and Economics,Hunan University Of Commerce,Changsha 410205,Hunan)
机构地区:[1]湖南商学院经济与贸易学院,湖南长沙410205
出 处:《商学研究》2018年第4期23-31,共9页Commercial Science Research
基 金:国家社科基金青年项目"发展中大国的交通运输溢出效应与区域经济增长研究"(12CJL059)
摘 要:采用基于VAR的Johansen协整检验方法对我国1980—2016年的实际人均GDP、交通网络里程与换算周转量的长期与短期关系进行了实证检验。通过VECM发现:长期均衡时,人均GDP、交通网络里程对换算周转量的弹性分别为0. 521和0. 512;短期波动时,换算周转量增长率显著受到滞后的自身增长率、人均GDP增长率及交通网络里程增长率的正向影响;人均GDP增长率显著受到滞后换算周转量增长率、人均GDP增长率的正向影响,但与滞后交通网络里程增长率负相关;交通网络里程增长率显著受到滞后2期的换算周转量增长率的正向影响。并进一步采用脉冲响应函数和方差分解分析了三者间的互动关系。Johansen cointegration test based on the VAR was used to test the long-term and short-term relationship between the per capita GDP, the traffic network mileage and the conversion turnover in China for 1980—2016 years. Main conclusions of VECM: in the long term equilibrium, the elasticity of per capita GDP and traffic network mileage to conversion turnover is 0.521 and 0.512, respectively. In the short term, the growth rate of conversion turnover is significantly affected by the lagging growth rate of itself, the per capita GDP growth rate and the growth rate of traffic network mileage. The growth rate of per capita GDP is significantly affected positive by growth rate of lagged conversion turnover and per capita GDP, but negatively related to growth rate of the lagged traffic network mileage. And the growth rate of traffic network mileage is positively affected by the rate of 2 lag conversion turnover. Furthermore, the interaction between them is discussed by impulse response and variance decomposition.
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