基于ECM模型的消费升级与产业结构升级关系实证研究

Empirical Study Based on ECM Model of Relationship Between Consumption Upgrading and Industrial Structure Upgrading

对于处于经济转型时期的中国来说,研究消费结构升级与产业结构升级之间的动态关系意义重大。基于1980～2017年的数据,通过平稳性检验和协整检验,建立了误差修正模型(ECM)。研究结果显示:从长期来看,我国的产业结构和消费结构之间存在协整关系,有着长期稳定关系且两者同向变动;从短期来看,消费结构的短期变动与产业结构调整成反方向变动,产业结构的短期波动受到来自短期消费结构波动和偏离长期均衡两个方面的影响,两者共同作用下使得波动程度不太大,并且最终将其拉回长期均衡状态。

In the period of economic transformation,it is of great significance for China to study the dynamic relationship between the upgrading of consumption structure and that of industrial structure.Founded on the data collected from 1980 to 2017,this paper successfully establishes an error correction model(ECM)through the stability test and co-integration test,and the outcome tells that in the long run,there is a long-term stable development between China′s industrial structure and consumption structure,and there is a long-term stable relationship and the both change in the same direction.Viewed from the angle of the short-term,the short-range changes in the consumption structure and the adjustment of the industrial structure have changed in the contrary direction.The short-term fluctuations in the industrial structure are affected by those in the short-term consumption structure and the long-term equilibrium,and under the joint action of the above mentioned,the degree of fluctuation is not too great,and will eventually pull back to the long-term equilibrium state.