基于VAR模型的江苏省消费、投资和出口与经济增长的关系研究

Research on the Relationship between Consumption,Investment and Export and Economic Growth in Jiangsu Province Based on the VAR Model

本文基于2000—2020年江苏省投资、消费和对外贸易与经济发展的时间序列数据,在ADF检验的基础上,建立向量自回归(VAR)模型,通过格兰杰因果检验分析法综合分析了拉动江苏省经济增长的三大要素。结果表明,投资和消费始终是江苏省经济增长的强格兰杰原因;以净出口为代表的对外贸易与经济增长的存在长期均衡关系,长期来看,对经济增长具有正向作用;江苏省经济增长主要由投资导致,消费对经济增长的贡献弱于投资,而对外贸易对经济增长的解释能力最弱。

Based on the time series data of investment,consumption and foreign trade,and economic development in Jiangsu Province from 2000 to 2020,this paper establishes a vector autoregressive(VAR)model based on the ADF test,and comprehensively analyses the three major factors that drive Jiangsu Province's economic growth through the Granger causality test analysis.The results show that investment and consumption are always the strong Granger causes of economic growth in Jiangsu Province;foreign trade,represented by net exports,has a long-term equilibrium relationship with economic growth,and has a positive effect on economic growth in the long nun;economic growth in Jiangsu Province is mainly caused by investment,and the contribution of consumption to economic growth is weaker than that of investment,while foreign trade has the weakest power for economic growth.