自主创新与我国林业产业发展关系的计量分析

Econometric Analysis of Relationships between Independent Innovation and Forestry Industry Development in China

为探讨我国林业自主创新与林业产业发展的动态关系和相互作用,基于VAR模型,应用协整分析、Granger因果检验、误差修正模型、脉冲响应函数和方差分解方法,实证检验了1985—2007年自主创新与我国林业产业发展之间的动态演进关系。研究结果表明:林业自主创新与林业产业发展之间既存在稳定的长期均衡关系,又存在短期的动态关系;林业自主创新是林业产业发展的长期Granger原因,而它们短期波动之间不存在因果关系;林业产业发展对来自林业自主创新的冲击响应强烈,而林业自主创新对来自林业产业发展的冲击响应微弱。最后,对实证结果进行了分析并给出政策建议。

The purpose of this paper is to analyze the dynamic relationships and interactions between independent innovation and forestry industry development in China. On the basis of VAR （ vector auto-regression ） model, co-integration test, Granger causality test, vector error correction model, impulse response function and variance decomposition are applied to empirically study the dynamic progressive relationships between independent innovation and forestry industry development from 1985 to 2007 in China. The results show that a stable long-term equilibrium relationship, as well as a short dynamic relationship, exists between independent innovation and forestry industry development. Independent innovation is Granger causality of forestry industry development in long-term, whereas the short-term Granger causality is not tenable. The response of independent innovation to the impulse of forestry industry development is strong, while the response of forestry industry development to the impulse of independent innovation is weak. At last, the empirical results were analyzed with policy suggestions presented.