基于偏最小二乘的虚拟经济对实体经济影响研究

The Empirical Research of the Impact of the Fictitious Economy to the Real Economy Based on the Partial Least Square Method

基于1992年至2011年相关数据,研究我国虚拟经济对实体经济的影响。在阐述虚拟经济对实体经济产生影响的理论基础上,建立虚拟经济评价指标体系及实体经济评价指标体系;构建以实体经济各评价指标为因变量,以虚拟经济各评价指标为自变量的多因变量对多自变量的偏最小二乘回归模型;实证结论表明:虚拟经济对实体经济影响的程度很高,虚拟经济各部分对实体经济各部分既有积极促进的影响作用,也有负向阻碍的影响作用。

Based on some relevant data from 1992 to 2011, how the fictitious economy influents the real economy has been researched in the paper. First of all, based on the literature review, the index systems of fictitious economy and real economy have been established. Then the partial least square method is used to eonstruct the evaluation system using real economy index as dependent variable and fictitious index as independent variable. The results show that the significant effects exist from fictitious economy to real economy. However, the effects have both positire direction and negative direction.