中国经济不确定性的时空演变及影响因素分析

Spatial-temporal Evolution and Influencing Factors of China’s Economic Uncertainty

采用广义自回归条件异方差模型对我国31个省份2005—2019年经济不确定性进行测度,进而评价经济不确定性的时空演变特征,借助Tobit模型探究其影响因素。结果表明:(1)我国经济不确定性在样本期间呈先增后降的“倒U型”趋势。(2)样本期间经济不确定性的区域内贡献率大于区域间,且区域内波动较大。(3)空间上呈现“西高东低”的分布格局,空间集聚程度不断加剧,相邻省份间具有较高的相似性特征。(4)经济发展水平、城镇化水平、对外开放度、社会保障水平、交通设施建设和科技水平是影响经济不确定性的关键因素。

Used the generalized conditional heteroscedasticity model,this paper measured the economic uncertainty of 31 provinces in China from 2005 to 2019,and evaluated the spatial-temporal evolution characteristics of economic uncertainty,and explored its influencing factors with the help of Tobit model.The results showed that:(1)China’s economic uncertainty showed an inverted U-shaped trend that first increased and then decreased during the sample period.(2)The contribution rate of economic uncertainty within the region was larger than that between regions,and the fluctuation was large within the region.(3)Spatially presented a distribution pattern of“high in the west and low in the east”,the degree of spatial agglomeration was increasing,and adjacent provinces had high similarity characteristics.(4)The level of economic development,urbanization,openness,social security,transportation facilities and science and technology were key factors affecting economic uncertainty.