湖北常住人口与GDP的协整分析  

Co-integration Analysis of Permanent Resident Population and GDP in Hubei Province

作　　者：吴伊梦 何先平[1] 尹恒 WU Yimeng;HE Xianping;YIN Heng(School of Information and Mathematics,Yangtze University,Jingzhou 434023,China)

机构地区：[1]长江大学信息与数学学院,湖北荆州434023

出　　处：《太原师范学院学报（自然科学版）》2020年第1期13-17,22,共6页Journal of Taiyuan Normal University:Natural Science Edition

基　　金：湖北省自然科学基金面上项目(2016CFB479)。

摘　　要：常住人口和GDP都是社会经济中的重要组成部分,也是衡量一个地区或国家是否繁荣的重要指标.文章主要通过ADF单位根检验,协整理论,Granger检验,脉冲响应和方差分析等相关理论,并运用Eviews9.0软件,对2001年至2017湖北常住人口和GDP两个宏观经济变量进行定量分析.为避免谬误回归对其进行协整检验,并对二者之间长期线性关系进行预测,对短期关系进行分析.探讨二者之间的长期短期关系后提出相关政策建议.研究结果表明:1)湖北常住人口数量和GDP之间存在显著的长期线性相关性,长期看来湖北省常住人口和GDP互为格兰杰原因,互相促进,但是常住人口是更显著的格兰杰原因.2)通过脉冲响应函数和方差分解,湖北常住人口序列受自身影响较大,GDP对它的冲击较小,并有一个明显的滞后效应.而GDP序列受自身和常住人口序列冲击的影响均比较明显.Permanent population and GDP are both important components of social economy,and also important indicators to measure the prosperity of a region or country.Over the years,demographers and economists have often talked about the term "demographic dividend".Based on ADF unit root test,cointegration theory,Granger test,impulse response and variance analysis,and using Eviews 9.0 software,this paper makes a quantitative analysis of the two macroeconomic variables of Hubei permanent population and Hubei GDP from 2001 to 2017.In order to avoid fallacious regression,the cointegration test of Hubei permanent population and GDP is carried out,and the long-term linear relationship between them is carried out.Forecast.The short-term relationship is analyzed.After discussing the long-term and short-term relationship between them,this paper puts forward relevant policy recommendations.The results show that:(1)There is a significant long-term linear correlation between the number of permanent population in Hubei Province and the GDP of Hubei Province.In the long run,the permanent population and GDP of Hubei Province are Granger cause and promote each other,but the permanent population is the more significant Granger cause.(2)Through impulse response function and variance decomposition,the sequence of permanent population in Hubei Province is greatly affected by itself,and GDP has a greater impact on it.It is small and has an obvious lag effect.The impact of GDP series on itself and the resident population series is more obvious.

关 键 词：常住人口 GDP ADF检验 协整 

分 类 号：C812[社会学—统计学] C924.24