新疆产业结构变迁与恩格尔系数协整关系的实证研究

Empirical Study on Cointegration Relation between Engel coefficient and Transformation of Industrial structure in Xinjiang

通过构造一个由消费结构、城镇居民收入水平、第二产业结构和第三产业结构四个变量组成的VAR模型,对新疆城乡居民的消费结构与产业结构相互作用的关系及其动态特征进行了实证研究。根据设定的模型、格兰杰因果检验、脉冲响应函数、预测方差分解和协整检验,发现新疆城镇居民消费结构会影响第二产业结构的转换,随着居民收入水平的提高,恩格尔系数呈下降趋势。城乡居民收入水平对产业结构升级产生一定影响。

This paper set up a VAR model which includes four variables,namely consumption structure,income level of urban dwellers,secondary industrial structure and tertiary industrial structure.According to the model,the paper made some empirical studies on relation between consumption structure of urban dwellers and industrial structure of Xinjiang,and on dynamic characteristics of the relation.Based on the model,Granger causality test,impulse response function,forecast error variance decomposition and cointegration test,we found that consumption structure of citizens in Xinjiang has made some influences to the transition of secondary industry structure.In the wake of the increase of dwellers income,Engel coefficient shows downtrend.The income level of urban dwellers actually affects the promotion of industrial structure.