基于VAR模型的我国“五化协同”发展研究

Study on China's“Five-Modernization Synchronization”Development Based on VAR Model

为了研究我国"五化协同"的发展情况,构建评价指标体系,应用因子分析法对我国"五化"发展情况进行评价和分析,然后构建VAR模型对"五化协同"进行实证分析,检验结果表明各序列为一阶单整序列并存在协整关系,而格兰杰因果检验结果显示"五化"之间存在融合不够、互动不足等问题,进一步通过VAR(1)模型、脉冲响应及方差分解表明"五化"之间互相作用,不可或缺。提出须加大协同发展力度,从以工促农,城乡一体化发展,加深五化融合和倡导创新绿色发展方式多方面促进"五化协同"发展的政策建议。

In order to study the development of the'five-modernization synchronization'in China and construct an evaluation index system,this paper uses factor analysis to evaluate and analyze their development situation in China,and thenbuilds the VAR model to make an empirical analysis on the'five coordinations'.The testing result shows that the variable sequences is I(1)and there is a co-integration relationship,but Granger causality test result shows that insufficient integration and lack of interaction among the five'modernization'really exist.Further results,through VAR(1)model,impulse response and variance decomposition,show that the'five-modernization'are interrelated and necessary.Finally,this paper proposes several policy suggestions such as strengthening the development of'five-modernization synchronization',from the following several aspects:promotion of agricultural development by the industry,urban and rural integration development,deepening the 'five-modernization'fusion and advocating innovation and green development way,etc.