福建省旅游与经济增长关系的计量经济学研究

An Econometric Approach to the Relationship between Tourism Development and Economic Growth in Fujian Province

揭示旅游与经济增长的精确因果关系,可以为地方政府的产业决策提供科学参考。在参考国外比较成熟的研究经验的基础上,选择中国旅游业比较发达的福建省进行实证研究。通过对1992～2010年GDP、旅游总收入和美元汇率年度统计数据的严格预处理,在建立向量自回归(VAR)模型的基础上进行Johansen协整检验,结果表明福建省旅游与经济增长之间存在长期的均衡关系,表现为旅游业每增长1%,经济增长约0.35%,而经济每增长1%,旅游业增长约2.86%。脉冲响应函数和方差分解揭示,旅游与经济的相互影响具有较长的持续效应。Granger因果检验表明,福建省旅游与经济增长之间存在双向互惠的因果关系。

Revealing exact causal relationship between tourism expansion and economic growth can provide useful information for tourism policymaking in the government sector. Based on foreign relatively mature experiences, this paper took Fujian Province, a region with relatively well-developed tourism industry in China, as an example to conduct an empirical study. Through strict pretreallnent of annual statistical data of gross domestic product, total tourism receipts and exchange rate fi-om 1992 to 2010, a Johansen eointegration test based on the construction of Vector Auto-Regression （ VAR ） model has been carried out and the results show a long-run equilibrium relationship among real GDP, real tourism receipts and real effective exchange rate. The test results further indicate that a 1% increase in tourism receipts leads to a 0.35% increase in GDP and a 1% increase in GDP causes a 2.86% increase in tourism receipts. The analyses of impulse response ftmctions and variance decompositions indicate that the interaction between tourism and economy has a long duration effect. The Granger causality test reveals a bi-directional reciprocal relatinnship between tourism expansion and economic growth.