中国政府科技投入与经济增长的非线性关系研究

Chinese government science and technology investment and economic growth nonlinear relation research

本文采用1978～2010年我国政府科技投入与经济增长的时间序列数据,通过非线性平滑转换(STR)模型对政府科技投入与经济增长的动态关系进行研究,研究结果表明:两者之间只存在GDP到政府科技投入的单向线性格兰杰因果关系,但并不存在政府科技投入到GDP的线性因果关系,表明两者之间存在非线性影响,并且这种关系可以通过LSTR2模型表示;政府科技投入对经济增长存在明显的滞后效应;两者之间的非线性转换以时间为转换变量,分别发生于改革开放和国际金融危机之后,主要是由于我国经济体制等方面发生重大的变化,从而使科技投入对经济增长的传导机制发生转变。

In this paper,the data series are collected from 1978-2010 to study the dynamic relationship between government ST investment and economic growth by employing nonlinear smooth transition regression model.The empirical results show that there is only linear Granger causality from GDP to government ST investment and is not Granger causality from government ST investment to GDP,but it has nonlinear effect on GDP and their relationship can be expressed by nonlinear LSTR2 model.We also find that government ST investment has obvious lag effect on economic growth.Finally,the STR model takes the variable of time as the transition variable,which happened around reform and opening and international financial crisis and it mainly due to the transition of China＇s economic system,so that the transmission mechanism from ST investment to economic growth has changed.