生产性服务业与制造业的关系研究——基于协整和Granger因果检验的实证分析

On the Relationship between Producer Services Industry and Manufacturing Industry

国内外学者对生产性服务业和制造业之间的关系一直存有争议。本文以我国1992-2007年的时序数据为基础,对生产性服务业和制造业增长变量进行了单位根检验、协整检验、Granger因果检验,并建立了相应的ECM模型,以期较为准确地描述我国生产性服务业和制造业的关系。结果表明:(1)生产性服务业增长和制造业增长之间具备协整关系;(2)在短期,生产性服务业和制造业之间符合"需求遵从论";在长期,两者的关系符合"互动论";(3)生产性服务业增长能促进制造业增长,并且这种提升作用在长期比短期更明显。

There has been a great dispute regarding the relationship between producer services industry and manufacturing industry both abroad and at home. Based on the time-series data of China from 1992 to 2007, this paper applies unit root test, co-integration test, granger causality test and error correction model to producer services industry and manufacturing industry, in order to describe the relationship between them accurately. And the results show that： （1） there is a co-integration relationship between producer services industry and manufacturing industry; （2） in the short run, the relationship between producer services industry and manufacturing industry accords with ＂hypothesis of demand-following＂ , however the relationship accords with ＂ hypothesis of interaction＂ in the long run; （3） the development of producer services industry can stimulate the further development of manufacturing industry, and such stimulation is much more obvious in the long-term than in the short-term.