经济新常态下产业结构与经济增长关系的实证研究——基于贝叶斯向量自回归与状态空间模型

An Empirical Study of Industrial Structure and Economic Growth under the New Economic Condition—Based on Bayesian Vector Autoregressionand State-Space Model

在经济新常态背景下,正确处理好产业结构与经济增长之间的关系具有重要的现实意义.文章通过采用贝叶斯向量自回归(BVAR)和状态空间模型,对1978-2015年武夷山市三大产业结构与经济增长的关系进行了实证研究.实证结果表明,武夷山经济增长对来自三大产业随机冲击的反应延迟;三次产业对经济增长的影响具有时变特征,特别是从1998年后,第三产业对经济增长的影响出现较大幅度增加,这预示着随着时间的推移第三产业必将成为推动武夷山市经济增长的主要产业.所以,加快调整产业结构政策,完善产业转型所需投资和人才队伍保障,促进产业结构升级是未来促进武夷山市经济增长的重要途径.

Under background of China＇s New Normal, It has important practical significance to cor-rectly handle the relationship between economic growth and industrial structure. Through bayesian vec-tor autoregression （BVAR） and state-space model,this article makes an empirical research onthe rela-tionship of three industrial structure and economic growth based on the data of 1978-2015 inWuyishan city. The empirical results show that economic growth in Wuyishan showed a significant delay effects of random shocks from the three industries; the effect of the three industries to economic growth presented time varying characteristic. Especially, the impact coefficient on economic growth of the tertiary industry has in-creased substantiallysince 1998, which indicates that over time, the tertiary industry will become the main indus-try in promoting the economic growth in Wuyishan city. Therefore, speeding up the industrial restructuring pol-icies ,improving the investment and personnel to protect and promote the upgrading of industrial structure are animportant way to promote future economic growth in Wuyishan city.