上海市科技服务业与制造业互动发展实证研究

An Empirical Study on the Interactive Development of Science and Technology Service Industry and Manufacturing Industry in Shanghai

基于上海市2003—2017年科技服务业与制造业的相关数据,构建VAR向量自回归模型与ECM误差修正模型,从变量平稳性检验、协整检验、Granger因果检验、脉冲响应、方差分解等五个维度分析样本指标数据间的长短期动态作用机制,实证研究了上海市科技服务业与制造业的产业发展互动关系。研究结果表明,上海市科技服务业与制造业之间存在长期稳定的均衡关系;科技服务业的发展是影响制造业发展的格兰杰因,反之不成立,两个变量之间存在长期的正向互动影响效应;上海市科技服务业的发展对制造业的发展产生了较为显著的长期波动影响,但二者之间的互动融合发展成效有待进一步优化与完善。

Based on the data of science and technology service industry and manufacturing industry in Shanghai from 2003 to 2017,this paper constructs vectorautoregression model(VAR)and error correction model(ECM),analyzes the long-term and short-term dynamic mechanism of sample index data from five dimensions:variable stability test,co-integration test,Granger causality test,impulse response,and variance decomposition,and empirically studies the interactive relationship between science and technology service industry and manufacturing industry in Shanghai.The results show that:there is a long-term stable equilibrium relationship between the science and technology service industry and manufacturing industry in Shanghai;the development of science and technology service industry is the Granger cause that affects the development of manufacturing industry,while not vice versa;otherwise,there is a longterm positive interaction effect between the two variables;the development of science and technology service industry in Shanghai has a significant long-term fluctuation effect on the development of manufacturing industry,but the effect of the interaction between the two needs to be further optimized and perfected.