基于VAR的高速公路与经济发展关系动态效应分析

Dynamic effect analysis of the relationship between highway and economic development in China based on VAL model

利用1988～2005年高速公路与经济发展状况的年度数据,构建反应我国高速公路与经济发展动态关系的VAR(向量自回归)模型。在模型的基础上,运用脉冲响应函数和方差分解分析了高速公路与经济发展之间的动态效应。结果表明,两者之间存在协整关系以及Granger因果关系。进一步得出以下结论:高速公路的变动趋势比国民经济更加敏感,且高速公路受国民经济的影响大于对国民经济的影响,我国高速公路建设应当适度超前并与国民经济均衡发展。

It uses the annual data of highway and GDP from 1988 to 2005, constructs dynamic relations VAR model that reflects the relationship between highway and the economic development. On the base of the model, it analyzes the dynamic effects of the relationship between the highway and economic development by the pulse response function and the variance decomposition. It indicates that there are co-integration relationship and Granger causality relationship between them. The further conclusion is that, the fluctuant trend of highway is more sensitive than that of economy, and the highway has been influenced by the economy more than the economy has been influenced by the highway. In China, there should be a balance between highway and economic development with the strategy of the former exceeding the latter moderately.