欠发达地区物流与经济发展的协整模型及实证研究  

Co-integration Model and Empirical Study of Logistics and Economic Development in Underdeveloped Regions

作　　者：吴彪[1] 李雪菲 李耘 薛大维[1] 宋成举[1] Wu Biao;Li Xuefei;Li Yun;Xue Dawei;Song Chengju(School of Automotive & Transportation Engineering, Heilongjiang Institute of Technology, Harbin 150050;Jiangsu Provincial Key Laboratory of Transportation & Safety, Huaiyin Institute of Technology, Huai'an 223003, China)

机构地区：[1]黑龙江工程学院汽车与交通工程学院,黑龙江哈尔滨150050 [2]淮阴工学院江苏省交通运输与安全保障重点建设实验室,江苏淮安223003

出　　处：《物流技术》2019年第8期37-41,共5页Logistics Technology

基　　金：黑龙江省交通运输厅科技项目(HJK2016A004);黑龙江省省属本科高校基本科研业务费科研项目(2018CX09);江苏省交通运输与安全保障重点建设实验室开放基金(TTS2017-06)

摘　　要：为揭示欠发达地区物流与经济发展之间的关系,以黑龙江省为例,利用计量经济学模型与方法对欠发达地区区域物流与经济发展之间的协整关系进行了实证研究。研究结果表明:2005-2015年黑龙江省地区生产总值、货运周转量和物流产业增加值三个时间序列是二阶单整序列;从协整关系检验来看,黑龙江省区域物流与经济发展之间存在长期稳定的均衡关系;从格兰杰因果关系检验看,黑龙江省货运周转量对经济发展具有单向的因果原因;从误差修正模型看,黑龙江省区域物流与经济发展之间关系短期内偏差波动以30.54%的速度被纠正;建立的向量自回归模型表明,黑龙江省货运周转量和物流产业增加值的滞后期对经济发展有很大影响。In order to reveal the relationship between logistics and economic development in underdeveloped regions, with Heilongjiang Province as example, we set out to empirically study the co- integration relationship between regional logistics and economic development in the region using the econometric model and methodology. The result showed that the three time series of GDP, freight turnover and logistics industry added value in Heilongjiang Province from 2005 to 2015 constitute a second-order integrated process;judging from the co- integration relationship found, there is long- term stable equilibrium between regional logistics and economic development in Heilongjiang Province;judging from the Granger causality test, the freight turnover of the province is a one-way causal factor of the economic development of the region;and according to the error correction model, the short-term deviation fluctuation between logistics and economic development in Heilongjiang is corrected at the rate of 30.54%. All in all, the established vector autoregressive model showed that the lag period of freight turnover and the added value of the logistics industry in Heilongjiang has great impact on its economic development.

关 键 词：欠发达地区 区域物流 经济发展 协整关系检验 GRANGER因果关系检验 误差修正模型 VAR模型 

分 类 号：F259.27[经济管理—国民经济] F224