从向量自回归分析我国民族地区经济增长

Analysis of Economic Growth in Ethnic Regions of China in Perspective of Vector Auto-regression

本文对我国民族地区经济增长率与各相关变量之间进行了平稳性检验、格兰杰因果检验、向量自回归分析及预测,发现与经济增长率具有格兰杰因果的变量,包括高校毕业生增长率、固定资产投资增长率、第二产业所占比重增长率等变量。通过进一步的系数检验得出一简、一繁两个回归方程,对经济增长的解释力度都分别为81.5%和97.29%,并运用其中相对复杂的模型对经济增长进行预测,与历史数据高度拟合,还发现2015年少数民族经济增速可能会放缓。该回归方程能够从数理的角度解释影响经济增长的关键变量,还能够定量地描述固定资产投资、二产转型、经济周期对当期经济增速的影响,对政策调控具有一定的指导意义。

The results of stationary test, Grainger causality test and vector auto-regression analysis as well as prediction of economic growth rate of ethnic regions in China show that Grainger causality variables include the growth rates of university graduates, fixed assets investment, and the second industry share. Based on a further coefficient test, two regression equations have been set up, one is simple and the other is complicated with the results of 81. 55% and 97. 29% of economic growth respectively. The prediction of economic growth produced by the complicated equation is highly consistent with historical data, and foretells a slow-down of ethnic minority economic growth in 2015. This equation can not only explain the key variables to influence economic growth from a mathematical point of view, but also can make a quantitative description of the influence of fixed assets investment, the transformation of the second industry and economic cycle on the current economic growth, which is of valuable guiding significance to policy control.