基于VAR模型的我国经济发展与休闲产业相关分析

The Correlation Analysis of Economic Development and Leisure Industry Development in Our Country based on VAR Model

通过构建测度经济发展和休闲产业发展指标体系,利用我国2000-2015年数据实证测度了二者发展状况;对测度结果采用协整检验、Granger因果关系检验等方法静态分析其现有关系;采用脉冲响应和方差分解等方法动态预测未来受到冲击所做出的反映及贡献度。得出结论 :(1)二者存在长期协整作用;(2)经济发展是引起休闲产业发展的Granger原因;(3)休闲产业发展对经济发展冲击所做响应为正响应,反之却为负响应;(4)经济发展对休闲产业发展贡献度较大,而休闲产业发展对经济发展贡献度较小。并从休闲产业发展和经济发展两方面给出建议,以期促进二者良好发展。

By building economic development and leisure industry development index respectively, we have got the comprehensive score of 2000-2015 to measure the development economy and leisure industry in our country empirically. In order to realize the current relationship of them, we use the method of static analysis, such as cointegration test and Granger causality test. To predict the future impact of reflection and contribution, we have made a special study by means of dynamic analysis, such as impulse response analysis and variance decomposition, thus resulting in the following conclusion：（1）The long-term cointegration function exists between the economic development and the leisure industry development;（2） The Granger cause of the leisure industry development is the economic development;（3）The leisure industry development on the economic development impact response is the positive response, on the contrary, the impact is a negative response;（4）The contribution to the economic development of the leisure industry development is comparatively great, and the contribution to the economic development of the leisure industry development is relatively smaller. Therefore, we have made the suggestions from the two aspects of the leisure industry development and the economic development so as to promote a better development of the two.