中国自然灾害与长期经济增长——基于VAR与VEC模型的协整分析

China's Natural Disasters Economic Growth in the Long Run——An Analysis of Co-integration Relationship based on VAR and VEC Models

兼顾自然灾害长期经济影响评判的需要与可能,基于协整理论运用VAR模型与Granger因果检验方法,对中国自然灾害与经济增长之间关系进行了实证检验。结果表明:中国的自然灾害与经济增长之间存在长期均衡关系;在考虑自然灾害事件影响的中国经济增长过程中,自然灾害是作为消极因素而存在的,其在短期和长期中都会对经济增长产生较为显著的负面效应。

A full understanding of the economic impact of natural disasters, including short-term impact effect and long-term cumulative impact, is the basis for the formulation of disaster prevention and mitigation planning and related policies at any time.However, due to limited data, empirical research on the relationship between natural disasters and economic growth in China has been relatively scarce and the conclusions are always obscure. Based on the co-integration theory, the VAR model and the Granger causality test method were used to test the relationship between natural disasters and economic growth in China. The results showed that there was a long-term equilibrium relationship between China＇s natural disasters and economic growth; when studying the effect of natural disasters on China＇s economic growth, natural disasters, as a negative factor, either in the short term or in the long term,would have a negative effect on economic growth.