汽车产业与国民经济动态关系研究  

Study on Dynamic Relationship between Automobile Industry and National Economy

作　　者：赵佳 葛鹏[1] 石红 Zhao Jia;Ge Peng;Shi Hong(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：《中国汽车》2021年第9期34-41,共8页China Auto

基　　金：科技部-国家重点研发计划(编号:2019YFE0100200)。

摘　　要：汽车产业与宏观经济是否存在双向动态影响有待明晰。本文运用向量自回归(VAR)模型,选取13年的季度数据,进行格兰杰因果关系检验、脉冲响应分析和方差分解,得到汽车产业与宏观经济双向动态关系。结果显示:汽车销量与国内生产总值互为Granger原因,零售物价指数是汽车销量和国内生产总值的Granger原因;汽车销量对国民生产总值的方差贡献度较高,达到4.58%;零售物价指数较低,占2.04%;国内生产总值和零售物价指数对汽车销量影响显著。Whether there is a two-way dynamic influence between the automobile industry and the macro economy remains to be clarified. In this paper, the vector autoregressive(VAR) model is used to select the quarterly data of 13 years, and the Granger causality test,impulse response analysis and variance decomposition are carried out to obtain the bidirectional dynamic relationship between the automobile industry and the macro economy. The results show that automobile sales and GDP are Granger causes for each other, and retail price index is the Granger cause for automobile sales and GDP. The variance contribution of automobile sales to GNP is higher, reaching4.58%. The retail price index was low, accounting for 2.04 percent;Gross domestic product(GDP) and retail price index(RPI) have a significant impact on car sales.

关 键 词：汽车产业 国民生产总值 零售物价指数 VAR模型 

分 类 号：F42[经济管理—产业经济]