基于VAR模型的京津冀物流业发展与经济增长关系研究

Relationship between logistics development and economic growth in Jing-Jin-Ji based on VAR model

以京津冀的GDP总量作为京津冀经济增长指标,以主成分分析得到的物流业发展经济环境、物流需求、物流业基础作为京津冀物流业发展指标,选取1993—2018年的时间序列数据,基于VAR模型,通过Granger因果检验、脉冲响应和方差分解等分析京津冀物流业发展和经济增长的长期动态关系,结果表明:京津冀的物流业发展和经济增长之间存在一定程度的相互促进作用,但没有形成良性循环,经济增长对物流业发展的反哺效果较差。

Taking the GDP as the index of economic growth in Jing-Jin-Ji,the paper obtains the logistics industry development indicators of Jing-Jin-Ji including economic environment,logistics demand and logistics industry base by means of principal component analysis.Based on VAR model,it selects the time series data of 1993-2018 and analyzes the long-term dynamic relationship between logistics industry development and economic growth in Jing-Jin-Ji through Granger causality test,impulse response and variance decomposition.The results show that there exists a degree of mutual promotion between logistics industry development and economic growth in Jing-Jin-Ji,but it hasn’t formed a virtuous cycle,and economic growth has a poor feedback effect on the development of logistics industry.