中国旅游发展与宏观经济增长的非线性时变因果关系——基于非线性马尔科夫区制转移因果模型

Nonlinear Time-varying Causality between Tourism Development and Macroeconomic Growth in China——Based on Nonlinear Markov Switching Causality Model

本文基于1978—2016年的中国国际旅游人数与收入年度数据,1994—2016年的国内旅游人数与收入年度数据,以及对应样本区间的中国国内生产总值(GDP)年度数据,利用非线性马尔科夫区制转移因果(MSC)模型,测度改革开放以来,国际旅游发展与中国经济增长之间的非线性时变因果关系,以及1995年以来国内旅游发展与中国经济增长之间的因果关系,以期探究在中国宏观经济运行历程中,旅游业所扮演的角色。本文发现:总体上,旅游业发展有利于中国宏观经济增长,旅游收入增长率提升推动经济增长,旅游人数增长率提升微弱抑制经济增长,而旅游收入对经济增长的积极作用大于旅游人数对经济增长的抑制作用;国际旅游人数与宏观经济之间存在相互作用的持续性相较于其他类型因果关系更强;旅游发展与经济增长之间的因果关系随时间区制转移而变换,宏观经济大环境影响旅游业经济发展的可能性更大、时间更久,而旅游经济影响宏观经济的可能性相对较小、时间相对较短;国内发生的特殊事件只有对国内旅游人数的冲击,引发了旅游产业对整体宏观经济的影响,且宏观经济并未影响旅游业的发展;国际发生的特殊事件对国际与国内旅游发展的冲击,均引发了宏观经济对旅游业发展的影响。

Based on annual data of Chinese international tourism arrivals and revenue during years of 1978-- 2016 ,domestic tourism number and income during years of 1994--2016, and gross domestic production（GDP） in China corresponding to each year in the sample, using nonlinear Markov switching causality（ MSC ）model ,this paper tend to measure the causal relationship between not only international tourism development and Chinese economic growth since years of reform and opening up, but also domestic tourism development and Chinese economic growth since 1995 ,which is the way to find the role of tourism in the course of China＇ s macroeconomic operation. What is the connection between tourism development and economic growth？ Is the causality going to have a transition during different time regimes？ Has Operating mechanism of tourism development and economic growth achieved utopia yet？ In total, the relationship between tourism and economic has not yet achieved the utopian state of mutual boost and development. Ultimately, surrounding the operating mechanism between tourism and economic development, we gain important understanding and assessment of the following areas ： （ 1 ） No matter it is international tourism or domestic tourism, tourism revenue growth will promote economic growth, and improvement in growth rate of tourism number will inhibit economic growth. However, tourism revenue growth＇ s positive effect on economic growth is greater than the number of negative influence on economic growth. In general, the development of tourism can promote economic growth. Ties between international tourism arrivals and receipts are closed, and promoting the growth rate of tourism arrivals is one of the most directive and effective ways to increase tourism income growth. Though tourism arrivals＇ growth rate will have a negative effect on economic growth , it will just be in the role of weakening the positive influ- ence of tourism revenue growth on economic growth, which will not be cancelled. Therefore, attracting tourism arri- vals can be thought to be one way of boosting growth rate of tourism revenue and economic. （2）Comparing to other types of causal relationship, the interaction between international tourist arrivals and economic growth is more sus- tainable. If we can change the direction of relationships between economic and international tourism, that is to say, attracting inbound tourism not only do not weaken the positive role of tourism income growth on economic, but also enhance it, and economic growth benefit for international tourism growth in return, then the high quality circle be- tween tourism industry and microeconomic will come true. Therefore, China urgently needs to change the way to at- tract tourists in inbound tourism. The construction of a real beautiful China which is nature rather than excessive dressing up meets the requirements of new era. （3） The causality between tourism development and economic growth has a transition during different time regimes. Both inbound and domestic tourism revenue promote economic growth, but times of these positive effects are very short. Microeconomic will have a higher possibility and more sus- tainability of affecting tourism development than tourism development will influence economic, that is to say, tourism industry＇ s effect on economic will be in a lower possibility and less durability comparatively. Tourism industry is on- ly one part of departments in microeconomie,it will still need some time and distance to enter the statement that the boost of economic growth depends on tourism. （4）Events happened in domestic gave a shock to each tourism indi- cator,but only the shock to the domestic tourist arrivals caused the effect on microeconomic, and economic growth did not influence tourism development, while when it came to international events, things became quite different. The shock to international tourism and domestic tourism indicators triggered by international events both caused econom- ic growth＇s effect on tourism development. China should pay attention to shocks which are from international events, ide on effects ntifying influences in China＇ s macroeconomics and industry. At the same time, China should concentrate from industry to macroeconomics when things happen in domestic.