基于VAR模型的粤桂琼经济增长互动关系的动态分析

Dynamic Analysis of the Interaction between Guangdong,Guangxi and Hainan Economic Growth Based on VAR Model

本文基于VAR模型进行了协整检验、脉冲响应函数分析和方差分解分析,对粤桂琼经济增长互动关系进行实证分析,结果表明:粤桂琼三省区经济增长间存在长期稳定关系,三省区的经济增长未呈现明显自我促进作用,相互之间也未呈现明显的相互带动作用。三省区经济增长的波动贡献均主要取决于自身因素,广东对广西和海南经济增长的波动贡献的解释力占30%左右,而广西和海南对广东经济增长的波动贡献却非常微弱。广西和海南相互之间的经济增长的波动贡献在对方均发挥一定的影响作用。基于分析结果,提出了粤桂琼作为泛珠区域合作的重要组成部分加强省际经济合作的一些思考。

Based on the VAR model,the co integration test,impulse response function analysis and variance decomposition analysis are carried out.The empirical analysis results show that there is a long-term stable relationship between the economic growth of Guangdong,Guangxi and Hainan,and there is no obvious"cumulative effect"of self promotion and"spillover effect"between the three provinces The contribution of Guangdong,Guangxi and Hainan to the fluctuation of economic growth mainly depends on their own factors.The explanation of Guangdong’s contribution to the fluctuation of economic growth in Guangxi and Hainan accounts for about 30%,while the contribution of Guangxi and Hainan to the fluctuation of economic growth in Guangdong is very weak.The fluctuation contribution of economic growth between Guangxi and Hainan plays an important role in each other.Based on the analysis results,this paper puts forward some thoughts on strengthening inter provincial economic cooperation as an important part of Pan Pearl regional cooperation.