消费、投资和出口对我国经济增长影响的状态空间分析——兼与马学俊等商榷

State Space Analysis of Impact of Consumption,Investment and Export on China's Economic Growth

投资、消费和出口对经济增长的影响是经济研究的基础性问题,近年来,一个新的研究点在于三者对经济增长的影响是如何随时间变化的。建立了基于状态空间方法的变系数模型,克服了用局部多项式方法估计变系数模型的不足,并分析了1978-2013年我国投资、消费、出口与经济增长的关系。结果表明,改革开放后,投资和出口对经济增长的拉动作用均呈现先升后降的趋势,消费对经济的拉动作用呈现上升趋势,且已成为推动经济发展的最大动力。总的来看,我国进行供给侧改革和引导居民进行消费的措施符合当前经济发展的要求。

The impact of investment,consumption and exports on economic growth is a fundamental issue in economic research.In recent years,a new research point is how the impact of the three on economic growth changes over time.A variable coefficient model based on state space method is established,which overcomes the shortcomings of estimating the variable coefficient model by local polynomial method,and analyzes the relationship between investment,consumption,export and economic growth in China from1978 to 2013.The results show that after 1978,the stimulating effect of investment and export on economic growth shows a trend of rising first and then decreasing,and the stimulating effect of consumption on economy shows a rising trend,and has become the biggest driving force for economic development.In general,China's supply-side reform and the measures of guiding residents to consumption are in line with the current economic development requirements.