网络购物、人均可支配收入对社会消费品零售总额的动态关系研究——基于Johansen检验与VEC模型的分析  

Research on Dynamic Relationship Between Online Shopping and Per Capita Income to Total Retail Sales of Social Consumer Goods——Analysis Based on Johansen Test and VEC Model

作　　者：梁红梅[1] 赵宏宝 LIANG Hongmei;ZHAO Hongbao(School of Economics,Northwest Normal University,Lanzhou 730070,China)

机构地区：[1]西北师范大学经济学院,兰州730070

出　　处：《重庆理工大学学报（自然科学）》2020年第8期203-209,共7页Journal of Chongqing University of Technology：Natural Science

基　　金：国家自然科学基金项目(71263046)。

摘　　要：基于2008—2017年的季度数据,运用Johansen检验,通过对网络购物、人均可支配收入和社会消费品零售总额建立向量误差修正模型。结果表明:网络购物、人均可支配收入与社会消费品零售总额之间存在长期均衡协整关系,即网络购物和人均可支配收入能正向推动社会消费品零售总额的增长,且网络购物对社会消费品零售总额的影响远大于人均可支配收入对社会消费品零售总额的影响。VEC模型(vector error correctiom model)表明网络购物和社会消费品零售总额可以分别以-0.0052和-0.0067力度消除前一期的非均衡误差,而人均可支配收入反而会使前一期的非均衡误差增大,致使三者之间呈现出一种短期偏离、长期协调均衡发展的状态。Based on the quarterly data from 2008 to 2017,this paper uses the Johansen test to establish a vector error correction model for online shopping,per capita disposable income and total retail sales of social consumer goods.The results show that there is a long-term equilibrium cointegration relationship between the online shopping,per capita disposable income and total retail sales of social consumer goods,that is,online shopping and per capita disposable income can positively promote the growth of total retail sales of social consumer goods,and the impact of online shopping on the total retail sales of social consumer goods is far greater than the impact of per capita disposable income on the total retail sales of social consumer goods.The VEC model(vector error correctiom model)shows that the total retail sales of online shopping and social consumer goods can eliminate the non-equilibrium error of the previous period with-0.0052 and-0.0067 respectively,while the per capita disposable income will increase the imbalance error of the previous period,resulting a short-term deviation between the three and a state of long-term coordinated and balanced development.

关 键 词：网络购物 人均可支配收入 社会消费品零售总额 协整检验 VEC模型 

分 类 号：F126[经济管理—世界经济]