基于VAR模型的产业间关联影响实证研究--以济南西部新城为例

An Empirical Research on the Relation Degree of Effect among Subdivision Industries under the Model of VAR: Case Study of the Urban New West District of Jinan

新城建设是我国城镇化进程中区域发展的重大实践活动,是探索我国城镇化道路和提高城镇化质量与水平的重要途径之一。鉴于济南西部新城产业发展基础较为薄弱、产业体系发展不完善、大部分产业发育程度不成熟的基本事实,运用产业经济密度对济南市各类细分产业进行分析也能反映济南本地产业发展的经济属性、社会属性和地理属性,因此研究选取1996-2010年济南市统计年鉴显示的10个细分产业的统计数据,通过建立组对向量自回归模型(Group-VAR)及其误差修正模型(Group-VEC),采用脉冲响应和方差分解方法,实证检验并归纳总结了以上10个产业经组合后的45组两两产业间的短期和长期关联影响程度,从而为济南西部新城乃至我国新城建设中产业发展战略提供参考。

With the rapid d＇evelopment of China＇ s urbanization, the construction of Urban New District has become one of main development engines of metropolitan area, an approach to deal with urbanization problems as well as to improve the quality of urbanization. In the light of Jinan^s New West District industrial development foundation being relatively fragile, industry system development being not perfect, the majority of industrial development being not mature and using industrial economic density of Jinan city＇s subdivision industries can reflect the local industrial development＇s economic attribute, social attribute and geographical attribute, this paper establishes a group vector autoregression model and a vector error correction model, uses impulse response and variance decomposition methods to deeply study the relation degree of effect of 45 group industries combined the above mentioned 10 subdivision industries in the short-term and long-term by selecting the data on Jinan＇s 10 subdivision industries showed in the statistical yearbook during the period of 1996--2010. We hope that the empirical findings can make contribution to the industry development strategy of the Urban New West District of Jinan City.