铁路货运与宏观经济运行景气关联关系研究  

A Study on the Prosperity Relationship between Railway Freight Transportation and Macro Economy

作　　者：杨栋 王龙 徐涵 张禄 YANG Dong;WANG Long;XU Han;ZHANG Lu(Transportation Research Department,China Railway Economic and Planning Research Institute Co.,Ltd.,Beijing 100038,China)

机构地区：[1]中国铁路经济规划研究院有限公司运输研究所,北京100038

出　　处：《铁道货运》2021年第1期25-30,42,共7页Railway Freight Transport

基　　金：国家发展和改革委员会课题(2019KYB08)。

摘　　要：铁路货运一向被视为表征宏观经济运行状态的风向标,研究铁路货运量与宏观经济相关指标之间的景气关联关系,既有助于宏观调控政策的有效实施,又能促进铁路货运形势的精准研判。以经济周期波动理论为基础,首先基于X-11季节调整法对铁路货运和宏观经济相关指标的时间序列进行要素分解,提取其中的趋势-循环要素序列,其次分别运用时差相关法和K-L信息量法测度两者的先行、一致、滞后关系,进而获得铁路货运量与工业增加值,以及重点行业(煤电行业)与铁路货运量的景气关联关系。结果表明,铁路货运量增长率相比工业增加值增长率的先行期为1 a左右。Railway freight volume has always been regarded as a signpost to specify the state of macroeconomic operation.Studying the prosperity relationship between railway freight volume and some macro-economic indicators,contributes not only to the effective implementation of macro-control policies,but also to the judgment of railway freight transport situation.In this regard,based on the theory of economic cycle,the X-11 seasonal adjustment method is adopted to decompose the time series of railway freight volume and a certain macro-economic indicator in order to extract the trend-cycle element sequence,then the time difference correlation method and the K-L information method are used to measure their relationship(i.e.leading,consistent or lagging).Thus,the prosperity relationships between railway freight volume and industrial added value as well as the key industry(coal-electricity industry)and railway freight transportation are derived.The result indicates that antephase of growth rate for railway freight transport is about 1a compared with growth rate for industrial added value.

关 键 词：铁路货运 宏观经济 X-11季节调整法 时差相关分析法 K-L信息量法 铁路货运量 工业增加值 

分 类 号：F530[经济管理—产业经济]