北京市私人小汽车消费与经济增长的协整及因果关系研究

Cointegration Analysis and Causality Detection Between Private Car Consumption and Economic Growth in Beijing

本文运用协整理论和因果关系检验理论,对北京市私人小汽车消费与经济增长进行协整关系检验,并分析其Granger因果关系。研究结果表明,北京市私人小汽车消费与经济增长之间具有长期稳定的均衡关系,且表现出双向Granger因果关系。通过脉冲响应函数和方差分解分析进一步论证了二者之间有着长期显著的互相促进作用,且经济增长对私人小汽车消费的正向拉动效应更持续稳定,贡献程度也更为明显。

This paper uses cointegration theory and causality test theory to inspect the coordination and cansality between private car consumption and economic growth in Beijing. The result indicates that there is a long - term equilibrium relationship and mutual Granger causality between them. Based on pulse response function and variance decomposition analysis, it further demonstrates that they have significantly promoted each other for a long time, and economic growth has greater contribution and more stable pulling effect on private car consumption.