基于VAR模型的产业结构升级对经济增长影响研究

On the Influence of Industrial Structure Upgrading on Economic Growth Based on VAR Model

针对我国产业结构升级与经济增长之间的关系,选取1978—2018年的相关数据,研究发现我国经济之所以呈现快速增长之势,是与产业结构升级存在着密切的联系。通过VAR模型实证检验发现:长期内产业结构升级与经济增长之间存在稳健的均衡关系;脉冲响应分析表明,当产业结构受到正向冲击时,经济增长面临的反应先减少后增加,最终趋于平稳的趋势;方差分解结果基本稳定,来自产业结构升级本身新息的影响占据主导,约占其预测误差的86.6%以上;格兰杰因果检验表明产业结构升级与经济增长之间存在显著正向促进关系。

In view of the relationship between the upgrading of China’s industrial structure and economic growth,selecting the relevant data from 1978 to 2018,it is found that China’s economy shows a trend of rapid growth,which is closely related to the upgrading of industrial structure.Through the empirical test of VAR model,it is found that there is a robust equilibrium relationship between industrial structure upgrading and economic growth in the long run,and impulse response analysis shows that when industrial structure is positively impacted,the response to economic growth decreases at first and then increases,and finally tends to be stable.From the variance decomposition,we can know that the contribution rate of industrial structure upgrading to economic growth tends to be stable from the fourth period,and the corresponding variance contribution rate is about 20%.Granger causality test shows that there is a significant positive relationship between industrial structure upgrading and economic growth.