泉州市工业经济与新兴产业互动关系研究——基于时变参数状态空间模型

Study of Relationship Between Industrial Economy and New Industries of Quanzhou— Based on Space State Model of Time-varying Parameter

基于协整分析和状态空间模型,对2007年~2016年泉州市工业经济增长与新兴产业发展的关系进行实证研究。研究结果显示:从协整分析来看,泉州市工业经济增长与新兴产业发展之间存在着长期均衡关系,经济增长有58.15%的自动修复能力。根据时变参数,泉州工业增长对新兴产业增长的弹性系数动态震荡,在0.717~0.769之间徘徊。在实证分析的基础上对泉州市未来产业经济发展提出了建议。

Through co-integrated Analysis and using the state space model of time-varying parameter, this paper makes an emerging empirical research on the relationship between the industrial economic growth and development of the new industry of Quanzhou according to the data from 2007 to 2016. The results show that, from the perspec- tive of co-integrated analysis, there exists a long-term equilibrium relationship between industrial economic growth and the development of new industries in Quanzhou, and economic growth has 58.15% automatic repairing capaci- ty. Grounded on the time-varying parameters, the coefficient of the dynamic elasticity of Quanzhou industrial growth affecting the output of the new industry fluctuates steadily, hovering from 0. 717 to 0. 769. the basis of empirical analysis, the paper puts forward enlightenments for the development of dustrial economy At the same time, on Quanzhou＇s future industrial economy.