基于VAR模型的辽宁省经济增长波动分析

An Analysis of Economic Increase Fluctuation in Liaoning Province Based on VAR Model

通过建立向量自回归模型,运用脉冲响应函数和预测方差分解的方法对辽宁省宏观经济系统中经济增长的波动情况进行实证分析.研究结论表明:辽宁省经济发展基本符合出口导向型增长假说,影响辽宁省宏观经济波动的变量中,出口额占主要地位,长期上看GDP变化对其响应显著为正,且方差分解中来自出口的新息对GDP波动的贡献也最大.因此,目前加速辽宁省宏观经济增长的有效途径是实施出口导向型战略,在振兴东北老工业基地的基础上大力发展现代化工业并逐步扩大出口.

On the foundation of vector auto regression model, this paper applies impulse response function and variance decomposition to make up positive analysis, which refers to economic increase fluctuation in Liaoning macroeconomic system. The result shows that development situation in Liaoning accords with hypothesis of export oriented economic increase, and export has an important position among the many variables which can influence the macro economy. In the long run, there exists a prominent positive response between GDP and export, and the innovation from export is concerned with fluctuation of GDP. Therefore, now the efficient method to accelerate economic increase in Liaoning is to carry out export oriented strategy, develop modem industry and gradually expand export scale based on rejuvenation our northeast.