科研管理

科研管理 ›› 2008, Vol. 29 ›› Issue (6): 188-195 .

• 论文 • 上一篇    

中国产业结构趋势分析的向量自回归模型/FONT

  陈桦1，张耀辉2   

  1.     1.西安交通大学经济与金融学院，陕西 西安710049；
    2.暨南大学珠海学院，广东 珠海519070      
  • 收稿日期:2005-12-14 修回日期:1900-01-01 出版日期:2008-11-30 发布日期:2008-11-30

The vector autoregressive model of Chinese industrial structure trend analysis

Chen Hua1， Zhang Yaohui2   


  1. 1. School of Economics and Finance, Xi’an Jiaotong University,Xi’an 710079,China;
    2. College of Zhuhai, Jinan University, Zhuhai 519070, China
  • Received:2005-12-14 Revised:1900-01-01 Online:2008-11-30 Published:2008-11-30

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摘要：     摘要：利用1978～2004年共27年数据研究发现，我国三大产业发展速度之间存在紧密的内在联系，从系统动力学的角度而言，某个产业其发展不仅与该产业前期的发展有关，而且受其他产业同期和前期发展速度的影响。从脉冲响应函数和方差分解的结果可以看出，以农业为代表的第一产业的重要性最为明显，农业的发展对本身发展以及第二、第三产业的发展都十分重要。  

关键词: 三大产业, 脉冲响应函数, 向量自回归, 方差分解

Abstract:     Abstract: By using the data from year of 1978 to 2004(total 27 years), it is found that Chinese three main industries have a close inherent link.From the perspective of system dynamics, an industry development is not only related to the preliminary development of the industry but also related to the early stage and the same period development speed of other industries.From the impulse response function and variance decomposition results, it is found that the importance of chief industry represented by agriculture is very clear. The development of agriculture is very important to the develoopment of itself, and secondary, tertiary industries.  

Key words: three main industries, impulse response function, vector autoregression, variance decomposition

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