基于VAR模型的湖南居民消费结构与产业结构的关联性研究

An associated Analysis Based on VAR Model of Residents Consumption Structure and Industrial Structure in Hunan

通过构造一个由城镇居民消费结构、城镇居民收入、第二和第三产业结构四个变量组成的VAR模型,对湖南省城镇居民的消费结构与产业结构相互作用的关系进行了实证研究。通过构造的模型、格兰杰因果检验、预测方差分解和协整检验,得到了湖南居民消费结构会影响第二产业结构的转换、收入对产业结构的影响存在双向因果关系的结论。

The author makes an empirical analysis on the relationship and dynamic features of the consumption structure of Hunan urban residents and industry structure based on 4 VAR models. By setting models, Granger Test and Co - integration Test and so on, the author finds that there is a bidirectional causality relationship between incomes and industry effects.