基于VAR模型的旅游收入与GDP关系的实证分析

Empirical Study on Relationship between Tourism Income and GDP Based on VAR Model

文章基于时间序列数据研究国内旅游收入、国际旅游收入与GDP的关系。通过对2000—2014年间的旅游收入和GDP指标数据的整理,在建立VAR模型后,根据单位根检验、协整理论、格兰杰因果检验研究确认指标变量之间的关系,继而利用脉冲响应函数和方差分解来分析GDP对旅游收入指标的反应程度以及旅游收入数据冲击的贡献率情况。结果发现,国内生产总值与国际旅游收入存在单向影响;国内旅游收入对GDP的促进作用更显著。由此提出四点政策建议。

Based on time series data,this paper studies the relationship between tourism income and GDP.In terms of indexes about domestic tourism income,inbound tourism income and GDP in the period of 2000 through 2014,the author utilizes VAR model and Granger causality test to test the reciprocal causality between these variables,and co- integration test is used to investigate their long—term relationship. The vector error correction model and impulse response function as well as the variance decomposition are also used to examine the dynamic relationship between data in the short term. The result indicates that the relation between GDP and international tourism is unilaterally influencing and domestic tourism income plays a much more prominent role in boosting GDP.