R&D、出口以及人力资本对新疆TFP的影响——基于VAR模型分析

Influence of R&D,Export and the Human Capital on TFP in Xinjiang——Analysis Based on VAR Model

基于1996—2013年新疆R&D、出口、人力资本、SD(研发资本存量)等因素对TFP的影响进行了实证分析。首先,对变量进行了平稳性检验与格兰杰检验,发现出口、人力资本、SD与TFP存在因果关系;其次,对这四组时间序列变量做JJ协整检验后做出协整模型;再次,基于VAR模型对出口、人力资本、SD和TFP进行分析,发现人力资本与SD对TFP起促进作用;最后对模型结果做出了相关解释并提供了一些建议。

Abstract： Based on annual data of R＆D ,labor, capital income, human capital and export from 1996 to 2012 ,the paper first carried on the empirical analysis on this question. Then stationery test and Granger test were carried out on the variable. It＇ s found that TFP has causal relationship with export, SD and human capital. Then JJ cointegration test was done on the four variables to make cointegration model; based on the VAR model for export, human capital, SD and TFP, it＇ s found that increase of human capital and SD can enhance TFP.At last we make relevant explanations and put forward some suggestions.