我国消费、投资、出口与GDP关系的半参数回归模型研究

Semi-parametric Regression Model on the Relations of Consumption,Capital,Exports and GDP in China

运用Eviews 5.0和MATLAB 7.0对GDP、消费、投资及出口数据进行处理,选用Epanechnikov核函数和交错鉴定窗宽选择法对GDP的影响因素建立半参数回归模型,得出的相关结论是:运用半参数回归模型分析GDP的影响因素是非常有效的;最终消费对GDP增长贡献最大;合理的消费、投资比是保证经济稳定增长的前提。

Eviews 5.0 and MATLAB 7.0 are used in this paper to process the data of GDP, consumption, capital and net ex- ports. We choose Epanechnikov kernel as the kernel function, use cross validation method to find optimal window width, and estab- lishes a semi-parametric regression model finally. This model is effective to analysis the inflnencing factor of GDP. Final consump- tion makes the largest contribution to GDP growth. Reasonable consumption and investment ratio is the precondition of stable growth of economy.