基于VAR模型的新型城镇化与经济增长动态关系的实证研究——以河南省为例

The study on the Dynamic Relationship between New Urbanization and Economic Growth Based on VAR——Taking Henan Province as an exapmle

通过测算新型城镇化综合评价值和经济增长综合评价值,以此作为时间序列样本数据,在建立向量自回归模型(VAR模型)的基础上,运用单位根检验、Granger因果关系检验和脉冲响应函数分析了河南省1995-2013年新型城镇化与经济增长的动态关系。研究结果表明:河南省新型城镇化与经济增长之间存在长期稳定的协整关系,短期内新型城镇化是经济增长的格兰杰原因,现代物流业与经济发展具有明显的相互正向冲击效应。结合研究结果,提出相关政策建议,为河南省新型城镇化与经济增长协调发展提供决策参考。

By measuring the comprehensive evaluation value of new urbanization and economic growth, as the sample data of time series, this paper analyzed the dynamic relationship between new urbanization and economic growth in Henan province from 1995 to2013, which applies unit root test、 cointegration test、 Granger causality test and impulse response function by building VAR model. The results show that： there is a long- term equilibrium relationship between t new urbanization and economic growth, new urbanization is the granger reason of economic growth in the short term, there is a positive impact effect between new urbanization and economic development.The paper puts forward some suggestions which have certain reference value in developing new urbanization and economic growth about Henan based on the analysis conclusion.