中国汽车产业及其影响因素关系的研究——基于VAR模型的脉冲响应和方差分解  

Research on the Relationship Between Chinese Automobile Industry and Its Influencing Factors——Impulse Response and Variance Decomposition Based on VAR Model

作　　者：李洪庆 王军雷[1] 康凯[1] 刘磊[1] Li Hongqing;Wang Junlei;Kang Kai;Liu Lei(China Automotive Technology and Research Center Co,Ltd.,Tianjin 300300)

机构地区：[1]中国汽车技术研究中心有限公司,天津300300

出　　处：《汽车文摘》2021年第1期11-17,共7页Automotive Digest

摘　　要：通过对1983~2018年中国汽车产量及其相关影响因素统计数据进行整理和分析,并构建向量自回归(VAR)模型,从社会经济、资源环境、生产研发能力3个方面分析对中国汽车产量变化的影响。采用单位根检验、格兰杰因果检验、脉冲响应函数和方差分解4种方法,系统阐述了各影响因素对中国汽车产量变化的影响。结果表明:居民消费水平和全员劳动生产率是汽车产量变化的格兰杰原因,而且对汽车产量的影响较为显著和持久;汽车产量的变化受自身扰动项的冲击影响呈现递减的趋势。By collating and analyzing the statistical data of China's automobile production and related influencing factors from 1983 to 2018,and constructing a vector autoregressive model,it analyzes the impact on the changes in China's automobile production from 3 aspects of social economy,resources and environment,and production research and development capabilities.Using unit root test,cointegration test,Granger causality test,impulse response function and variance decomposition,the impact of each influencing factor on the changes in China's automobile production is systematically explained.The results show that the consumption level of residents and the labor productivity of all employees are the Granger reasons for the changes in automobile production,and the impact on automobile production is more significant and lasting;the changes in automobile production are affected by the impact of their own disturbance items,showing a decreasing trend.

关 键 词：汽车产业 VAR模型 脉冲响应函数 方差分解 

分 类 号：F424.7[经济管理—产业经济]