上海市经济增长的拉动力分析——基于VAR模型

Analysis of the Pulling Force of Economic Growth in Shanghai Based on VAR Model

研究消费、投资和净出口对上海市经济增长的拉动作用,对于把握宏观经济形势具有重要的现实意义。通过运用Eviews6.0计量分析软件,对上海市1985～2011年的最终消费支出、全社会固定资产投资和净出口与GDP之间关系进行实证分析,然后建立最优VAR模型进行脉冲响应和方差分解,并在此基础上得出结论:近年来,消费对上海市经济增长的拉动作用日益增强,已经超过投资成为第一驱动力,净出口的拉动作用微弱。因此,通过扩大内需来促进上海市经济增长的政策,应作为长期决策来执行。

We do a research about the relationship between consumption,investment,net export and economic growth,which is extremely important to grasp the macroeconomic situation.At beginning,we can have an empirical analysis about the interaction relationship between consumption,investment,net export and GDP on Shanghai from 1985 to 2011 by using Eviesw6.0 measurement analysis software.Then,we will establish a best var model in order to do some analyses about impulse response and variance decomposition.Finally,we can come to the following important conclusions on basis of the above analyses.In recent years,the role of consumption is extremely essential in boosting economic growth and has exceeded the function of investment.Moreover,the role of net export is becoming weak.That is to say,consumption has become the first driver.Therefore,the policy of expanding domestic demand to promote the economic growth of Shanghai should be implemented as a long-term economic decision.