广东省产业结构变动与经济波动的动态关系研究

Empirical Analysis of Economic Fluctuation and Industrial Structural Change in Guangdong Province

本文利用Moore结构变动指数测度1978年至2011年广东省总体产业结构变动情况,并采用HP滤波分离出广东省经济波动的数据指标,实证论证了产业结构变动与经济波动的因果联系和相互影响的动态关系。在此基础上再运用空间状态模型观测三大产业变动对经济波动的影响程度,研究结果发现第二产业是广东省国民经济整体波动最主要的推动力量;第三产业周期波动对国民经济波动的影响程度较平稳;第一产业周期波动对国民经济波动的影响程度明显减弱。

Measuring changes of industrial structure with Moore index and data of Guangdong province from 1978 to 2011, and using real growth rate of output as measurement of economic fluctuation after HP filter, this paper indicates that industrial and economic fluctuations in Guangdong have causal and dynamic relations. On the base of previous studies, the paper also uses State Space Models to investigate the extent of influence of three great industry changes of economic fluctuation. The results show that the fluctuation of secondary industry was the dominant force on the economic fluctuation in Guangdong, while the fluctuation of third industry has exerted more influence and first industry less influence on the local economy.